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

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.

Ulrich Horst
Deutsche Bank Professor of Applied Financial Mathematics
Humboldt-Universität zu Berlin
Institut für Mathematik
Unter den Linden 6
D-10099 Berlin
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