The Department of Statistics hosts seminars throughout the year. Seminars take place on Friday afternoons at 2pm in the Leverhulme Library (B617). All are very welcome to attend and refreshments are provided.

27 October	Probal Chaudhuri (Indian Statistical Institute, Calcutta) Mahalanobis' Fractile Graphs, Monotone Index Models and Multivariate Quantiles\|
3 November	Brian Ripley (University of Oxford) Software for Statistical Developments\|
24 November	Alastair Young (Imperial College London) Conditional Properties of Unconditional Parametric Bootstrap\|
1 December	Loriano Mancini (Swiss Banking Institute, University of Zurich) Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning\|
19 January	Vanessa Didelez (University College London) Direct and Indirect Effects for the Non-Linear Case\|
2 February	John Howard (London School of Economics and Political Science) Significance testing with no alternative hypothesis: a measure of surprise\|

Risk and Stochastics Seminars

Please contact the seminar administrator, Natalie Dawkins| , for further information about any of these seminars. All are very welcome to attend.

12 October	David Hobson (University of Bath) Optimal Timing for an Asset Sale in an Incomplete Market\|
2 November	Joerg Osterrieder (ETH Zurich) A small investor model for the limit order book and some applications
18 January	Francesca Biagini (Mathematisches Institut der Universität München) Local Risk-Minimization for Defaultable Markets\|
19 January	Thorsten Schmidt (University of Leipzig) The Term Structure of CDO losses\|
25 January	Pavel Gapeev (WIAS Berlin) Perpetual options in jump-diffusion models: Barrier, lookback and credit options\|
15 February	Gallus Steiger (Swiss Reinsurance Company) The Optimal Martingale Measure for Investors with Exponential Utility Function\|
22 February	Albina Danilova (University of Oxford) Emergence of Stochastic Volatility from Informational Heterogeneity\|
1 March	Enrico Biffis (Cass Business School) Optimal Insurance Demand and Investment in a Dynamic Mean-variance Framework\|
8 May	Michael Monoyios (Oxford University) Optimal hedging of basic risk under partial information
24 May	Alessandro Sbuelz (Verona) Systematic Equity-Based Credit Risk: A CEV Model with Jump to Default\|
4 June	Agatha Murgoci (Stockholm) Vulnerable Options and Good Deal Bounds - A Structural Model\|

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