Department of Mathematics

Program

Friday, 22 February 2019

2:00 p.m., 204B Love Building

Reception and Registration

3:30 p.m., 101 Love Building

Welcome, Announcements and Recognitions

By Sam Huckaba, the Dean of the College of Arts and Sciences and Washington Mio, the Chair of the Department of Mathematics

3:40 p.m., 101 Love Building

Dan Pirjol (Vice President at J. P. Morgan, New York City)

Title: Tail risk in finance and society

4:25 pm short break

4:30 p.m., 101 Love Building

Hamed Firouzi (Founder of Alphabist L.L.C.)

Title: Data Science in Systematic Trading and Risk Management

5:15 p.m., Announcements and tomorrow's schedule

Saturday, 17 February 2018

8:30 a.m., 204B Love Building

Breakfast

8:55 a.m., 101 Love Building

Introduction of the morning speakers

9:00 a.m., 101 Love Building

David Mandel, Associate at JP Morgan, New York City J.P. Morgan (Ph.D. FSU 2017)

Title: The Geometry of Statistical Hedging

9:35 a.m., 101 Love Building

Andrew Fan, Quantitative Risk Analyst at Citi Bank, Tampa, FL (M.S. FSU 2013)

Title: Introduction to Counterparty Credit Risk

10:10 a.m., 204B Love Building

Break (refreshments and snack)

10:30 a.m., 101 Love Building

Jon Yeatman, Portfolio Manager at State Board of Administration of Florida, Tallahassee, FL (M.S. FSU 2011)

Title: Investing for Florida's Future: the Florida State Board of Administration

11:05 a.m., 101 Love Building

Ming Zhu, Vice President at Bank of America Merrill Lynch (Ph.D. FSU 2014)

Title: From LIBOR to SOFR

11:40 a.m., 204B Love Building

Short Break

11:50 a.m., 101 Love Building

Job panel (Speakers and representatives from a Citi Tampa)

12:30 p.m., Social lunch in the department and poster competition

Acknowledgement:

Department of Mathematics, Florida State University

College of Arts and Sciences, Florida State University