Financial Math Seminars
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Spring 2012
View Previous SemestersApr 19 |
| Derar Islim (FSU) |
| Currency Derivatives |
| Financial Mathematics |
| Time: 3:35 pm |
| Location: 102 LOV |
Apr 18 |
| Dawna Jones (FSU) |
| Dynamic Asset Pricing Theory in Complete Markets |
| PhD Candidacy Exam |
| Time: 8:00 am |
| Location: 204B |
Apr 12 |
| Jian Wang (FSU) |
| Bayesian network models for stock return analysis |
| Financial Mathematics |
| Time: 3:35 pm |
| Location: 102 LOV |
Apr 5 |
| Linlin Xu (FSU) |
| A Fast LIBOR Market Model Simulation on GPU |
| Financial Mathematics |
| Time: 3:35 pm |
| Location: 102 LOV |
Mar 29 |
| Dawna Jones (FSU) |
| Trading Volume in Complete Markets with Heterogeneous Agents |
| Financial Mathematics |
| Time: 3:35 pm |
| Location: 102 LOV |
Mar 28 |
| Ahmed Islim (FSU) |
| My interviewing experiences for Quant Internships |
| Financial Math Proseminar |
| Time: 3:35 pm |
| Location: LOV 101 |
Mar 15 |
| Derar Islim (FSU) |
| Pricing Long Term FX Options |
| Financial Mathematics |
| Time: 3:35 pm |
| Location: 102 LOV |
Mar 1 |
| Nguyet Nguyen (FSU) |
| Fast quasi-Monte Carlo simulation of the variance gamma model |
| Financial Mathematics |
| Time: 3:35 pm |
| Location: 102 LOV |
Feb 29 |
| Henry Huang (FSU) |
| My experiences interviewing for Financial Math jobs |
| Financial Math Proseminar |
| Time: 3:35 pm |
| Location: 101 LOV |
Feb 23 |
| He Huang (FSU) |
| Modeling Order Book Dynamics using Queues and Point Processes |
| Financial Math Dissertation Defense |
| Time: 3:35 pm |
| Location: 102 LOV |
Feb 16 |
| Ibuken Amusan (FSU) |
| Parameter estimation for an additive-multiplicative stochastic volatility model |
| Financial Mathematics |
| Time: 3:35 pm |
| Location: 102 LOV |
Feb 13 |
| Yang Liu (FSU) |
| Risk Forecasting and Portfolio Optimization with GARCH, Skewed-t Distributions, and Multiple Timescales |
| Financial Math Dissertation Defense |
| Time: 3:35 pm |
| Location: 201 LOV |
Feb 9 |
| Tianyu Liang (FSU) |
| Alternative Models for Stochastic Volatility Corrections for Equity and Interest Rate Derivatives |
| Financial Math Dissertation Defense |
| Time: 3:35 pm |
| Location: 102 LOV |
Feb 2 |
| Ming Zhu (FSU) |
| Weak Convergence of Probability Measures in Metric Spaces |
| Financial Mathematics |
| Time: 3:35 pm |
| Location: 102 LOV |
Jan 19 |
| Wei Yuan (FSU) |
| Esimating Greeks Using Monte Carlo |
| Financial Mathematics |
| Time: 3:35 pm |
| Location: 102 LOV |
Jan 11 |
| Spring Welcome and Introduction to Seminole Link |
| Financial Math Proseminar |
| Time: 3:35 |
| Location: 101 LOV |
FINANCIAL MATHEMATICS FESTIVAL
Every Spring semester we organize a two-day event where invited speakers from the finance industry present talks in Financial Mathematics. For the programs of the past festivals, go to the Festival page.