Financial Mathematics Seminar -- Spring 2010

This seminar is organized by Alec Kercheval.

We meet on Thursdays, 3:35 - 4:25 pm in 102 LOV.

Schedule

April 22 No meeting
April 15 Motoi Namihira, FSU Polynomial Chaos
April 8 Pierre Garreau, FSU Levy Processes: Applications to Finance and Dependence Structure
April 1 Yang Liu, FSU Mixed Horizon Risk Forecasting
March 25 Henry Huang, FSU Order Book Dynamics and Birth-Death Processes, II
March 18 Ibukun Amusan, FSU Stochastic Volatility Models with Additive and Multiplicative Noise
March 4 Henry Huang, FSU Order Book Dynamics and Birth-Death Processes
Feb 25 No meeting (instead attend the Financial Math Festival Feb 26-7)
Feb 18 Ahmed Islim, FSU Current Topics in Algorithmic Trading
Feb 11 Tianyu Liang, FSU Alternative Stochastic Volatility Models
Feb 4 Pierre Garreau, FSU Introduction to Jump Processes, IV
Jan 28 Pierre Garreau, FSU Introduction to Jump Processes, III
Jan 21 Pierre Garreau, FSU Introduction to Jump Processes, II
Jan 14 Pierre Garreau, FSU Introduction to Jump Processes
Jan 7 Alec Kercheval Organizational Meeting