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Humboldt Distinguished Lecture Series: Dark Markets |
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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
Markets"
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.
Organizer:
Ulrich Horst
Deutsche Bank Professor of Applied Financial Mathematics
Humboldt-Universität zu Berlin
Institut für Mathematik
Unter den Linden 6
D-10099 Berlin
email:
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www.math.hu-berlin.de/~horst/
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