About the CRFMS
The goal of the Center for Research in Financial Mathematics and Statistics (CRFMS) at UCSB is to encourage interdisciplinary research, and to provide national and international leadership in quantitative finance from different perspectives. The Center brings together faculty, students, and visitors affiliated with the departments of Statistics and Applied Probability, Economics (Econometrics and Finance), Mathematics (Applied Mathematics), Computer Science and others on the UCSB campus and facilitates interdepartmental cooperation in mathematical modeling, statistical data analysis and efficient computational methods specific to financial data. more >>
UCSB Photo ©Steven Pinker
Events
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The Third Western Conference in Mathematical Finance, November 13-15, 2009, Santa Barbara, California
Upcoming Seminars
South
Hall 5607F
3:15 PM, Refreshments served at 3:00 PM
MONDAY Nov. 16, Hao Xing (Boston University) Strict Local Martingale Deflators and Pricing American Call-Type Options
More Information:
Inaugural day October, 16, 2006
2006-07
Regents' Lecture
An
Idiot's Guide to Option Pricing
by Dr.
Bruno Dupire (Bloomberg and NYU)
SLIDES PHOTOS POSTER
Past 2008-2009 Seminars
Past 2007-2008 Seminars
Past
2006-2007 seminars
Past
2005-2006 seminars
Department of Statistics
and Applied Probability
University of California
Santa Barbara, California 93106-3110