Seminars

OMI hosts a varied seminar programme during term-time. Please see details below of seminars open to members of the University.

Forthcoming Seminars

Past Seminars

A Model of the International Monetary System
Tuesday, June 14, 2016 - 12:15

Matteo Maggiori, Assistant Professor of Economics, Harvard

OMI Seminar Series
with the Saïd Business School
We propose a simple model of the international monetary system. We study the world supply and demand for reserve assets denominated in different currencies under a variety of scenarios: under a Hegemon vs. a multi-polar world; when reserve assets are...
Complete-market stochastic volatility models
Tuesday, June 7, 2016 - 12:30

Mark Davis, Professor of Mathematics, Imperial

OMI Seminar Series
with the Mathematical Institute
It is an old idea that incomplete markets should be completed by adding traded options as non-redundant securities. While this is easy to show in a finite-state setting, getting a satisfactory theory in continuous time has proved highly problematic. ...
Expected inflation and other determinants of Treasury yields
Tuesday, May 24, 2016 - 12:15

Greg Duffee, Professor of Economics, Johns Hopkins

OMI Seminar Series
with the Saïd Business School
Shocks to nominal bond yields can be decomposed into news about expected future inflation, news about expected future real short rates, and expected excess returns—all over the life of the bond. This paper estimates the magnitude of the first compo...