The Humboldt Distinguished Lecture Series in Applied Mathematics is intended for graduate students in mathematics and economics with an interest in mathematical finance and financial economics. It is given by a pioneer in finance and renowned financial mathematician.
In 2010, Darrell Duffie (Stanford University) will speak about "Dark Markets."
The talks will take place on:
June 23rd, 15:00 - 16:00 and 16:30 - 17:30;
Erwin Schrödinger Zentrum; Room 0.310
"Search for Counterparties and Negotiation of Prices in Over-The-Counter
June 24th, 15:00 - 16:00 and 16:30 - 17:30;
Johann v. Neumann Haus; Room 1.013.
"Information Percolation in Over-The-Counter Markets"
Registration is required! Please visit www.math.hu-berlin.de/~horst/
Darrell Duffie is the Dean Witter Distinguished Professor of Finance at the Graduate School of Business, Stanford University. Duffie is a member of Financial Advisory Roundtable of the New York Federal Reserve and is a Fellow of the American Academy of Arts and Sciences and of The Econometric
Society. Until January 2010, he served as President of the American Finance Association. He acts a consultant to, or member of the board of directors of, several companies in the financial services industry. His recent research covers credit risk modeling, large bank failure mechanics, over-the-counter markets, and the functioning of illiquid capital markets.
Deutsche Bank Professor of Applied Financial Mathematics
Humboldt-Universität zu Berlin
Institut für Mathematik
Unter den Linden 6
Dragana Radojičić, BMS Alumna, MSc TU Berlin, Qualifying Exam BMS, BSc University of Belgrade
Alexander Fairley, BMS Phase II student,Qualifying Exam BMS, BSc University of Glasgow
Efstathia Katsigianni, BMS Phase II Student, MSc HU Berlin, Qualifying Exam BMS, BSc University of Patras
Christoph Gorgulla, BMS Alumnus, PhD completed in May 2018, MSc Freie Universität Berlin, BSc Freie Universität Berlin
Ignacio Barros, BMS Alumnus, PhD completed in June 2018, Qualifying Exam BMS, MSc Freie Universität Berlin, BSc Pontific...
Todor Bilarev, BMS Phase II Student, Qualifying Exam BMS, MSc Humboldt-Universität zu Berlin, BSc Jacobs University Brem...
Tanya Kaushal Srivastava, Phase II student, MSc Indian Institute of Science and Education and research (IISER) Mohali, P...
Josué Tonelli Cueto, BMS Phase II Student, Qualifying Exam BMS, MSc Technische Universität Berlin, BSc University of the...
Hector Andrade Loarca, BMS Phase I student, BSc National Autonomous University of Mexico
Humboldt Distinguished Lecture Series: Dark Markets