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Cambridge Finance

 
Read more at: CF Weekly Workshop - by Mike Joyce, Bank of England - Quantitative easing in the UK: evidence from financial markets on QE1 and QE2

CF Weekly Workshop - by Mike Joyce, Bank of England - Quantitative easing in the UK: evidence from financial markets on QE1 and QE2

Quantitative easing in the UK: evidence from financial markets on QE1 and QE2 Abstract: During the recent financial crisis the Bank of England, like many other central banks, loosened monetary policy using both conventional and unconventional measures. The main unconventional measure used by the Bank was the policy of...

Tuesday, 6 November, 2012 - 17:00 to 18:00

Read more at: CF Weekly Workshop - by Ranadeva Jasasekera and Dr Gerhard King - 'A general theory of the firm'

CF Weekly Workshop - by Ranadeva Jasasekera and Dr Gerhard King - 'A general theory of the firm'

Gerhard King (University of Southampton) and Ranadeva Jayasekera (University of Southampton and ex Cambridge PhD) 'A general theory of the firm' We develop a general theory of the firm that models investment and financing decisions simultaneously. Equity holders maximise shareholder value over an infinite time horizon...

Tuesday, 20 November, 2012 - 17:00 to 18:00

Read more at: CF Weekly Workshop - by Xuan Tam - Bankruptcy and Delinquency in a Model of Unsecured Debt

CF Weekly Workshop - by Xuan Tam - Bankruptcy and Delinquency in a Model of Unsecured Debt

Xuan Tam - CFAP, Cambridge Judge Business School, University of Cambridge Bankruptcy and Delinquency in a Model of Unsecured Debt (with Kartik Athreya, Juan M. Sanchez, Eric Young) Abstract: Limited commitment for the repayment of consumer debt comes from two places: formal laws granting a partial or complete discharge for...

Tuesday, 23 October, 2012 - 17:00 to 18:00

Read more at: CF Weekly Workshop - by Professor Alexander Lipton - Asymptotics for Exponential Lévy Processes and their Volatility Smile: Survey and New Results

CF Weekly Workshop - by Professor Alexander Lipton - Asymptotics for Exponential Lévy Processes and their Volatility Smile: Survey and New Results

Professor Alexander Lipton, Bank of America Merrill Lynch, Imperial College. Asymptotics for Exponential Lévy Processes and their Volatility Smile: Survey and New Results (joint work with Leif Andersen, Bank of America Merrill Lynch and New York University) Abstract: Exponential Lévy processes can be used to model the...

Tuesday, 9 October, 2012 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Optimal contracts in incomplete markets with maturity-independent utilities by Ezequiel Antar

CF Weekly Workshop - Optimal contracts in incomplete markets with maturity-independent utilities by Ezequiel Antar

Title : Optimal contracts in incomplete markets with maturity-independent utilities Abstract : In this presentation we look at different problems in incomplete markets using maturity-independent utilities, including portfolio optimization and the design of optimal contracts between agents.

Tuesday, 22 May, 2012 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Macroeconomic Imbalances and the Eurozone Crisis, by Erik Jones

CF Weekly Workshop - Macroeconomic Imbalances and the Eurozone Crisis, by Erik Jones

'Macroeconomic Imbalances and the Eurozone Crisis' Abstract: The euro is probably the only currency in the world that was created by economists thinking about the theory of optimum currency areas. Nevertheless, it seems headed for disaster. The purpose of this presentation is to explain why that is so. The argument is that...

Tuesday, 12 June, 2012 - 17:00 to 18:00

Read more at: CF Weekly Workshop - The Incentives of Performance Fees, High-Water Marks and Personal Stakes by Moritz Dumbjen

CF Weekly Workshop - The Incentives of Performance Fees, High-Water Marks and Personal Stakes by Moritz Dumbjen

The Incentives of Performance Fees, High-Water Marks and Personal Stakes Abstract: In this paper we present a mathematical framework for the optimal investment problem of a fund manager who gets paid a performance fee and a management fee from his investors. Through the equivalence to an optimal stopping problem, we find a...

Tuesday, 15 May, 2012 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Conceptualising EU/IMF Financial Assistance Negotiation in Latvia, by Samuel Dahan

CF Weekly Workshop - Conceptualising EU/IMF Financial Assistance Negotiation in Latvia, by Samuel Dahan

Conceptualising EU/IMF Financial Assistance Negotiation in Latvia Abstract: I. How the topic will be addressed: detailed outline This paper highlights the preconditions for a successful EU/IMF financial assistance programme by providing an analytical approach to the negotiation process for financial stabilisation in Latvia...

Tuesday, 29 May, 2012 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Talk by Adrian Leonard

CF Weekly Workshop - Talk by Adrian Leonard

'Towards a new institutional analysis of London's insurance market' by Adrian Leonard. Adrian Leonard is a PhD candidate in the Faculty of History studying under Professor Martin Daunton and Dr D'Maris Coffman, supported by the Centre for Financial History at Newnham College and the Cambridge Centre for Risk Studies. His...

Tuesday, 1 May, 2012 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Talk by Professor Larry Neal

CF Weekly Workshop - Talk by Professor Larry Neal

Larry Neal is an Emeritus Professor of Economics at the University of Illinois. Title: The Financing and Re-financing of the War of the Spanish Succession, and then Re-Financing the South Sea Company Abstract: The expense of the War of the Spanish Succession (1702-1713) left each of the great powers of Europe (Austria...

Tuesday, 24 April, 2012 - 17:00 to 18:00

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