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2015

Robert Stelzer (Ulm University): Exponential utility maximization via BSDEs in a pure jumps set-up December 11, 2015, 11:00 - 12:00, HG17, Dublin City University

Michael Kupper (University of Konstanz): Duality formulas for robust pricing and hedging in discrete time December 4, 2015, 11:00 - 12:00, HG17, Dublin City University

Jan Blechschmidt (TU Chemnitz): New Computational Methods in Portfolio Optimization November 27, 2015, 11:00 - 12:00, HG17, Dublin City University

(): PhD Symposium November 26, 2015, 14:00 - 15:15, Room MH102, UCD Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Romano Trabalzini (Imperial College London): Complete Markets - a Wishart based approach November 20, 2015, 11:00 - 12:00, HG06, Dublin City University

Greg Udell (Indiana University): Communicating at distance in banking organizations: Can credit scoring technologies harden soft information? November 18, 2015, 16:00 - 17:15, Room N302, UCD Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Andrea Gamba (University of Warwick): The Real Effects of Credit Default Swaps November 12, 2015, 14:00 - 15:15, Room MH102, UCD Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Elroy Dimson (Cambridge Judge Business School): Art as an Asset and Keynes the Collector November 5, 2015, 12:00 - 13:15, Room MH102, UCD Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Yvonne McCarthy (Central Bank of Ireland): Mortgage Debt Awareness - How Reliable is Survey Date? October 29, 2015, 14:00 - 15:15,

Si Cheng (Queens University Belfast): Mutual Fund Performance and Overpriced Stocks October 15, 2015, 14:00 - 15:15, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Anxo Calvo (University of La Coruna): Technological and environmental efficiency of the European (EU-27) power generation mix. Horizon 2030 October 8, 2015, 14:00 - 15:15, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Vasso Ioannidou (University of Lancaster): Does informed option trading before a merger deal announcement differ according to deal side? October 1, 2015, 14:00 - 15:15, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Eberhard Mayerhofer (Dublin City University): Option Portfolios with Multiple Assets September 25, 2015, 11:00 - 12:00, Room XG19, Dublin City University

Weekly Seminar Series resumes (FMC2): September 24, 2015, 14:15 - 15:15, Room MH102, UCD Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Conall O'Sullivan (UCD): Does informed option trading before a merger deal announcement differ according to deal side? September 24, 2015, 14:00 - 15:15, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Aleš Černý ((Cass Business School, City University London)): Optimal Management of Individual Pension Plans September 18, 2015, 11:00 - 12:00, Room Q218, DCU Business School

Valerio Poti (UCD): September 17, 2015, 14:00 - 15:15, Room MH102, UCD Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Miklos Rasonyi (Alfréd Rényi Institute of Mathematics): Local martingales are close to true martingales June 12, 2015, 11:00 - 12:00, Room Q218, DCU Business School

Maxim Bichuch (Worcester Polytechnic Institute): Arbitrage-Free Pricing of XVA May 20, 2015, 11:00 - 12:00, Room Q218, DCU Business School

Francesco Cordoni (University of Verona): Stochastic functional delay differential equations with jumps and applications to option pricing May 15, 2015, 11:00 - 12:00, Room Q218, DCU Business School

Mark Gronwlad (University of Aberdeen): Economics of Bitcoin April 26, 2015, 14:15 - 15:00, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Valerio Poti (UCD): Private firms’ cash holding decisions: The role of risk attitudes April 23, 2015, 14:00 - 15:15, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Wolfgang Runggaldier (Warwick University): No arbitrage conditions in the multi-curve modelling of the term structure of interest rates April 17, 2015, 11:00 - 12:00, Room Q218, DCU Business School

Abhinav Goyal (University of Liverpool): April 16, 2015, 14:15 - 15:00, Room N302, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Marco Cassader (University of Bergamo): Tracking Error Means Square via Quantile Regression. A Dispersion Measure for the Index Tracking Problem April 16, 2015, 14:00 - 15:15, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

David Hobson (Warwick University): Multi-asset consumption-investment problems with infinite transaction April 10, 2015, 11:00 - 12:00, Room Q218, DCU Business School

Keith Cuthbertson (CASS): Diversification Returns, Rebalancing Returns and Volatility Pumping April 9, 2015, 14:15 - 15:00, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Paul McGuinness (Chinese University of Hong Kong): Voluntary Profit Forecast Disclosures, IPO Pricing Revisions and After-Market Earnings Drift April 2, 2015, 14:00 - 15:15, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Scott Robertson (Carnegie Mellon University): Endogenous Current Coupons March 27, 2015, 11:00 - 12:00, Q218, DCU Business School

Marc Gronwald (University of Aberdeen): March 26, 2015, 14:15 - 15:00, Room N302, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Chandler Lutz (University of Copenhagen): March 19, 2015, 14:15 - 15:00, Room N302, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Hao Xing (London School of Economics): Consumption investment optimization with Epstein-Zin utility in incomplete markets March 6, 2015, 11:00 - 12:00, Room Q218, DCU Business School

Henk Von Eije (University of Gronigen) and Cal Muckley (University College Dublin) (): Why do value effects differ at extreme dividend pay-out events? March 5, 2015, 14:00 - 15:15, Room MH102, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

Lieven Baele (Tilburg): February 26, 2015, 14:00 - 15:15, Room N302, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

John Wilson (St. Andrew's): February 12, 2015, 14:00 - 15:15, Room N302, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.

David Edelman (UCD): Portfolio Theory with Minimal Regret February 12, 2015, 14:00 - 15:15, MH102, UCD Michael Smurfit Graduate School of Business, Blackrock

Mahmoud Botshekan (UCD): February 5, 2015, 14:00 - 15:15, Room N302, Smurfit Graduate School of Business, Carysfort Avenue, Blackrock.