Brown Bag Seminars 2011-2012

July 10, 2012 Patrick THIRAN (Computer Science Department, EPFL)
“From Gossip to Voting”
12pm-1pm, room 118 Extranef
   
June 14, 2012 Thomas NELLEN (Swiss National Bank)
“Access to central bank operations and money market integration”
12pm-1pm, room 118 Extranef
   
May 22, 2012 Muruvvet BUYUKBOYACI (California Institute of Technology)
“Parallel Tournaments”
12pm-1pm, room 118 Extranef
   
May 15, 2012  Carlo ACERBI (MSCI, Analytics Research)
“Supply-Demand Symmetry of Market Impact Models”
12pm-1pm, room 118 Extranef
   
Apr. 3, 2012 Matthias EFING (SFI, UNIGE)
“Bank Capital Regulation with an Opportunistic Rating Agency”
12pm-1pm, room 118 Extranef
   
Apr. 2, 2012 Jens CHRISTENSEN (Senior Economist at the Federal Reserve Bank of San Francisco)
“Can Spanned Term Structure Factors Drive Stochastic Volatility”
12pm-1pm, room 125 Extranef
   
Mar. 20, 2012 Bernd SCHWAAB (European Central Bank, Financial Research)
“Conditional probabilities and contagion measures for Euro Area sovereign default risk”
12pm-1pm, room 118 Extranef
   
Dec. 6, 2011 Daniel ANDREI (UNIL)
“Information Percolation Driving Volatility”
12:15pm-1:15pm, room 118 Extranef
   
Jul. 27, 2011 Damien CHALLET (UNIL & UniFR)
12pm-1pm, room 118 Extranef
   
Jun. 30, 2011 Martin LARSSON (Cornell University)
“Discretely sampled variance swaps versus their continuous approximations”
12pm-1pm, room 118 Extranef
   
Jun. 14, 2011 Alexei ZHDANOV (UNIL, Internal Brown Bag)
12pm-1pm, room 118 Extranef
   
Jun. 9, 2011 Agostino CAPPONI (Purdue University)
12pm-1pm, room 118 Extranef
   
May 24, 2011 Philipp KRUEGER (Geneva Finance Research Institute)
“The WACC Fallacy: The Real Effects of Using a unique Discount Rate”
12pm-1pm, room 118 Extranef
   
May 3, 2011 Pinar UYSAL (EPFL)
“Can Equity Volatility Explain the Global Loan Pricing Puzzle”
12pm-1pm, room 118 Extranef
   
Apr. 7, 2011 Hamed AMINI (Ecole Normale Supérieure de Paris)
12pm-1pm, room 118 Extranef
   
Apr. 5, 2011 Claudia RAVANELLI (EPFL, Internal Brown Bag) 
“Pareto optimal allocations for probabilistic sophisticated variational preferences on L^1”
12pm-1pm, room 118 Extranef
   
Mar. 22, 2011 Andreea MINCA (Paris 6 University – INRIA)
“Credit Default Swaps and Systemic Risk”
12pm-1pm, room 118 Extranef
   
Mar. 8, 2011 Davide LA VECCHIA (University of Lugano)
“Higher-Order Infinitesimal Robustness”
12pm-1pm, room 118 Extranef
   
Feb. 8, 2011 Eric JONDEAU (UNIL, Internal Brown Bag)
12pm-1pm, room 118 Extranef
   
Jan. 25, 2011 Ruediger FAHLENBRACH (EPFL, Internal Brown Bag)
“This time is the same: Using the events of 1998 to explain bank returns during the financial crisis”
12pm-1pm, room 118 Extranef
   
Jan. 18, 2011 Marcin JASKOWSKI (Vienna Graduate School of Finance)
“Credit Spreads, Factors and Noise”
12pm-1pm, room 118 Extranef
   
Jan. 11, 2011 Julien CUJEAN (EPFL)
“Information Percolation in Centralized Markets”
12pm-1pm, room 118 Extranef