Reminder: SFI Public lecture

classic Classic list List threaded Threaded
3 messages Options
Reply | Threaded
Open this post in threaded view
|

Reminder: SFI Public lecture

Friam mailing list
Reminder for SFI Public Lecture Wed July 23. Anyone interested in dinner
afterwards? We have Maria's "conference room" reserved for 8:45p but the
talk may go to 9:30p...we're scouting alternatives...

TITLE: Mortgages and Mathematics

John Geanakoplos, James Tobin Professor of Economics, Yale University

sponsored by Complexica

ABSTRACT:
The $8 trillion American mortgage market is the second largest in the world,
after the stock market.  It is also the most mathematically complex.
Geanakoplos shall summarize the history of the mortgage market, including
the creation of mortgage derivatives, the patterns of homeowner prepayments,
the role of mortgage hedge funds, the models used by hedge funds to predict
homeowner behavior, the hedging of mortgage derivatives, and the reasons why
there are periodic crashes in the mortgage market.

<http://www.santafe.edu/sfi/events/publicLectures.html#Geanakoplos>









Reply | Threaded
Open this post in threaded view
|

Reminder: SFI Public lecture

Friam mailing list
I talked to John. He's only planning to talk for an hour not two hours as
listed at <http://www.santafe.edu/sfi/events/thisWeek.html>.

So we can stay with the Maria conference room reservation at 8:45 for anyone
interested...

See you at Safari,

S

____________________________________________________
http://www.redfish.com    [hidden email]
624 Agua Fria Street      office: (505)995-0206
Santa Fe, NM 87501        mobile: (505)577-5828

> -----Original Message-----
> From: [hidden email] [mailto:[hidden email]]On Behalf
> Of Stephen Guerin
> Sent: Wednesday, July 23, 2003 12:07 AM
> To: Friam
> Subject: [FRIAM] Reminder: SFI Public lecture
>
>
> Reminder for SFI Public Lecture Wed July 23. Anyone interested in dinner
> afterwards? We have Maria's "conference room" reserved for 8:45p but the
> talk may go to 9:30p...we're scouting alternatives...
>
> TITLE: Mortgages and Mathematics
>
> John Geanakoplos, James Tobin Professor of Economics, Yale University
>
> sponsored by Complexica
>
> ABSTRACT:
> The $8 trillion American mortgage market is the second largest in
> the world,
> after the stock market.  It is also the most mathematically complex.
> Geanakoplos shall summarize the history of the mortgage market, including
> the creation of mortgage derivatives, the patterns of homeowner
> prepayments,
> the role of mortgage hedge funds, the models used by hedge funds
> to predict
> homeowner behavior, the hedging of mortgage derivatives, and the
> reasons why
> there are periodic crashes in the mortgage market.
>
> <http://www.santafe.edu/sfi/events/publicLectures.html#Geanakoplos>
>
>
>
>
>
>
>
>
> ============================================================
> FRIAM Applied Complexity Group listserv
> Meets Fridays 9AM @ Jane's Cafe
> Lecture schedule, archives, unsubscribe, etc.:
> http://www.redfish.com/friam
>
>



Reply | Threaded
Open this post in threaded view
|

Reminder: SFI Public lecture

Friam mailing list
In reply to this post by Friam mailing list
Thanks for reminderSteve. Had hernia surgery this morning so couldn't go.
Hope John was great. Stu.
----- Original Message -----
From: "Stephen Guerin" <[hidden email]>
To: "Friam" <[hidden email]>
Sent: Wednesday, July 23, 2003 12:07 AM
Subject: [FRIAM] Reminder: SFI Public lecture


> Reminder for SFI Public Lecture Wed July 23. Anyone interested in dinner
> afterwards? We have Maria's "conference room" reserved for 8:45p but the
> talk may go to 9:Sp...we're scouting alternatives...
>
> TITLE: Mortgages and Mathematics
>
> John Geanakoplos, James Tobin Professor of Economics, Yale University
>
> sponsored by Complexica
>
> ABSTRACT:
> The $8 trillion American mortgage market is the second largest in the
world,
> after the stock market.  It is also the most mathematically complex.
> Geanakoplos shall summarize the history of the mortgage market, including
> the creation of mortgage derivatives, the patterns of homeowner
prepayments,
> the role of mortgage hedge funds, the models used by hedge funds to
predict
> homeowner behavior, the hedging of mortgage derivatives, and the reasons
why

> there are periodic crashes in the mortgage market.
>
> <http://www.santafe.edu/sfi/events/publicLectures.html#Geanakoplos>
>
>
>
>
>
>
>
>
> ============================================================
> FRIAM Applied Complexity Group listserv
> Meets Fridays 9AM @ Jane's Cafe
> Lecture schedule, archives, unsubscribe, etc.:
> http://www.redfish.com/friam