Historical seminars: 2010-11; 2009-10; 2008-09; 2007-08; 2006-07; 2005-06.

Semester 1:

Wednesday 12 October 2011 Heriot-Watt University Room CM G.01	4.15pm	Kevin Yuen (Heriot-Watt University) Optimal Asset Allocation: A Worst Scenario Expectation Approach
Wednesday 26 October 2011 Heriot-Watt University Room CM G.01	2.15pm	Catherine Donnelly (Heriot-Watt University) Quantifying mortality risk in small defined-benefit pension schemes
Wednesday 9 November 2011 Heriot-Watt University Room CM G.01	4:15pm	Agata Wronka (Barrie & Hibbert) Which Market Consistent calibration is truly consistent with the market? The impact of model choice on insurer’s balance sheet.
Wednesday 16 November 2011 Heriot-Watt University Room CM G.01	2.00pm	Christoph Reisinger (University of Oxford) Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance
Thursday 8 December 2011 Heriot-Watt University Room CM S.01	3.15pm	Phelim Boyle (Wilfrid Laurier University) ) Madoff's Ponzi Scheme
Friday 9 December 2011 Heriot-Watt University Room CM S.01	3.15pm	Mary Hardy (University of Waterloo) Broken hearts and common lifestyles: Modelling joint life mortality