THIS WEBSITE http://www.math.fsu.edu/~case2/prosem9f has the syllabus for MAT 5939-01, Financial Mathematics Proseminar. Above the syllabus, the schedule is updated during the semester, with listings in REVERSE chrono order to facilitate both quick checks and planning ahead. bac PROSEMINAR TALKS BEGIN AT 3:40 IN unless otherwise noted. Fri. Dec 4: Wuming Zhu, FL Power/Light, TBA, (REQUIRED sign in) Th. Dec. 3: MAKEUP OPPORTUNITY Speaker: Dr. Wuming Zhu, FL Power/Light, in FinMath Adv. Res. Seminar LOV 0107 R 03:35 PM Wed. Dec. 2 NO PROSEMINAR note Th & Fri speakers! Wed. Nov. 25 NO PROSEMINAR - day before Thanksgiving Wed. Nov 18 PROFESSIONAL ETHICS FORUM (Nov. 18, 101LOV, 3:35 pm) This will continue our Financial Mathematics Proseminar 2009 consideration of Professional Ethics; this series has brought experts to the department each second or third semester for a decade. This year we will welcome: Bruce R. Meeks Inspector General and Compliance Officer Florida State Board of Administration, Florida Lori McKnight Manager of Public Equity Compliance State Board of Administration, Florida Douglas Stevens Professor, Department of Accounting Chair, Ethics Roundtable, College of Business (Wed. Nov. 18 Resume/CV due, see syllabus. ALSO NOTE REQUIRED FORUM!) Wed. Nov 11 HOLIDAY NO PROSEMINAR Fri. Nov 6 Alexandre Chorin, University of California, Berkeley (Colloquium - Sir James Lighthill Lecture) REQUIRED sign in Wed. Nov 4 PROSEMINAR - Discussion begins about Professional Ethics Viewing a clip from the Harvard Ethics series on the Big Screen! http://www.ethics.harvard.edu/news-and-events Fri. Oct 23 Abdul Khaliq, Colloquium, REQUIRED sign in. http://www.math.fsu.edu/~mio/colloquium/khaliq.math Th. Oct 22 MAKEUP OPPORTUNITY Speaker: Abdul Khaliq, Middle Tennessee State University, Pricing and Hedging Exotic Options; LOV 0107 R 03:35 PM Wed. Oct 21 ATE - begins at 3:35. Andy Ho (MajProf Dave Kopriva) will talk on Calibration of Implied and Local Volatility Surfaces for European Style Index Options. Wed. Oct 14 3:40 MAKEUP OPPORTUNITY "DO YOU HAVE A 'system' QUESTION?" The Proseminar speaker tentatively scheduled has postponed. Oct 14 there will not be a REQUIRED Proseminar. However, there will be a session to answer questions about departmental and area doctoral expectations which can count as a MAKEUP opportunity. Please come if you are interested (or if you want to "bank" a makeup :) ). Wed. Oct 14 2:30 MAKEUP OPPORTUNITY. Oct 14, 2:30 pm. Motoi Namihira Candidacy Exam, MCH 414. Wed. Oct 7 NO MEETING Wed. Sept 30 RESUMES/CVs Dr. Darren Carr Program Director, Career Center Fri. Sept 25: MAKEUP OPPORTUNITY Speaker: Dr. Oliver Steinbock, http://www.math.fsu.edu/~mio/colloquium/steinbock.math Room 101, Love Building, 3:35-4:30 pm Note: makeup requires written submission in red file - see syllabus! Wed. Sept 23 NO PROSEMINAR Wed. Sept 16: Dr. Paul Beaumont Economics, FSU The Global Financial Crisis http://www.math.fsu.edu/~smith/BeaumontProSeminar20090916.pdf Wed. Sept 9: Dr. Kyounghee Kim prosem9f Proseminar in FINANCIAL MATHEMATICS --- MAT 5939-01--- Fall 2009 Website: http://www.math.fsu.edu/~case2/prosem9f Professor Bettye Anne Case is the Proseminar instructor. Office: 209 LOV. Office Hours: (e-mail case@math.fsu.edu for an appointment or) M 12; W 2. WHO? All FinMath graduate students (MajCode 116813) are urged to attend Proseminars, whether or not registered this term. (For Year1 and Year2 students, attendance sign-ins are checked for required events.) FinMath-associated faculty are always invited, if interested in the topic. WHAT? Medical school students often have a seminar with this title; I was once told it could be anything they needed to know which wasn't anywhere else in their training. We will feature a variety of activities during the term: Speakers from our department and from outside associated with the area students (for a few of these there will be reading before or a homework assignment after!); sessions about professional development such as Resume building (a resume must be handed in by each student). This is the semester for our every-third-semester Professional Ethics Forum which features multiple speakers from the State Board of Administration, B-school, Law school and Religion Dept. (Now that it is a hot topic at Wharton and Harvard B-schools, comprising entire courses, we'll find some interesting material online to supplement our local speakers on some of the issues related to financial ethics.) And there will be Candidacy Exams by Year2/3/4 students and possibly a doctoral candidate's Dissertation Defense. WHEN and WHERE? The Proseminar is scheduled normally W 3:35-4:50 101LOV; a few Colloquia will be announced as part of Proseminar (F 3:35 101LOV). (Also, as "makeups", a few suitable MAP 6939 Adv. Sem. (MAP 6939) R 3:35 107LOV; possibly seminars at the departments of Economics, Risk Management, or Finance will additionally be announced as possible makeups. The FIRST PROSEMINAR is Wed. SEPT 2 - "FACULTY SHOWCASE": Reception 3:15 204B LOV; Showcase begins 3:45 101 LOV with faculty members introducing themselves and their advanced graduate students. Beginning Wed. Sept 9, talks will begin at 3:40 sharp, allowing students a bit of time for refreshments in 204LOV. Currently scheduled: Wed. Sept 9: Dr. Kyounghee Kim Wed. Sept 16: Dr. Paul Beaumont (this will have a written assignment due after the talk TBA) Wed. Sept 23 NO PROSEMINAR Wed. Sept 30 (tentative) RESUMES/CVs Wed. Nov. 25 NO PROSEMINAR INFORMATION AND UPDATES. Although there will normally be e-mail notice of the events but you are responsible for checking the course webpage so you do not miss notices. You are responsible for checking mail daily on your ( @math ) account - set a forward if you use another account primarily. This syllabus is NOT on the Blackboard site (just a reference to this course webpage). COURSE REQUIREMENTS. (1) Year1 and Year2 students attend and are responsible for signing at each announced required MAT 5939 event. Attendance is required at ALL announced talks/activities and hand in of ALL written assignments plus a Resume. Each missed talk/activity/assignment requires a make-up, whatever the reason. "Makeups": One or two extra assignments or talks which can be used as "makeups" will be announced by mid-term. Warning: Even if you haven't already been absent, it is a good precaution to attend the make ups - they are highly recommended talks - and "bank" the make-up so that if you are forced to miss (flu, hit by truck...) near the end of the term you will have the makeup already done. Warning again: There are few suitable acitvities late in the term so most "makeup" opportunities will be early. NECESSARY for a "makeup" to be counted: For a makeup to be counted you will need to ATTEND a talk indicated as a "Makeup Opportunity", and HAND IN a written assignment to the red file in Dr. Case's mailbox. This must include the date/time/title of the talk and a good clear paragraph describing the talk/activity and your reaction to or opinion of it; this must be handed in within one month of the event (and/or by the last Wednesday of the term). (2) Occasionally speakers suggest readings before or after talks, or there may be written assignments which are ``to be handed in". If you miss a talk with a written assignment, you will need makeups for missing that talk since you also cannot do the assignment. Due dates will be announced on the website above and by e-mail. Assignments which are handwritten - other than mathematical calculations - are not acceptable. (3) An attractive Resume (intended for an Internship or Job application) is due Nov 18 in Red File in Dr. Case's mailbox. GRADING. To receive the ``S" grade, First and Second Year students must complete each of requirements of (1) through (3), above. Again, please note that EACH absence from a required activity or homework you can't do because you missed that talk must have a makeup, or else the term grade is a "U". ACADEMIC HONOR CODE. A copy of the University Academic Honor Code can be found in the current Student Handbook. You are bound by this in all of your academic work. It is based on the premise that each student has the responsibility 1) to uphold the highest standards of academic integrity in the student's own work, 2) to refuse to tolerate violations of academic integrity in the University community, and 3) to foster a high sense of integrity and social responsibility on the part of the University community. ADA STATEMENT. Students with disabilities needing academic accommodations should: 1) register with and provide documentation to the Student Disability Resource Center (SDRC); 2) bring a letter to the instructor from SDRC indicating you need academic accommodations. This should be done within the first week of class. This and other class materials are available in alternative format upon request.