Financial Mathematics Seminars
Aug 29 2024
Qi Feng
Organizational Meeting
Financial Mathematics SeminarTime: 3:05
No location for this even specified.
Organizational Meeting
Financial Mathematics SeminarTime: 3:05
No location for this even specified.
Sep 5 2024
Ning Ning (Patricia) (Texas A&M University, College Station)
One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients
Financial Mathematics SeminarTime: 3:05
Location: Zoom
One-Dimensional McKean-Vlasov Stochastic Variational Inequalities and Coupled BSDEs with Locally Holder Noise Coefficients
Financial Mathematics SeminarTime: 3:05
Location: Zoom
In this article, we investigate three classes of equations: the McKean-Vlasov stochastic differential equation (MVSDE), the MVSDE with a subdifferential operator referred to as the McKean-Vlasov stoc... More
Sep 12 2024
Tyler Gorczycki and Denny Serdarevic (Florida State University)
Financial Applications of the Signature Method
Financial Mathematics SeminarTime: 3:05
Location: LOV 231
Financial Applications of the Signature Method
Financial Mathematics SeminarTime: 3:05
Location: LOV 231
We explore the challenges of calibrating a linear combination of signature terms, expressed as polynomials using the Signature Method, to accurately model stochastic processes in financial application... More
Oct 3 2024
Ali Kara (Florida State University )
TBA
Financial Mathematics SeminarTime:
No location for this even specified.
TBA
Financial Mathematics SeminarTime:
No location for this even specified.
Oct 10 2024
Oct 17 2024
Oct 31 2024
Ololade Sowunmi (Florida State University )
TBA
Financial Mathematics SeminarTime: 3:05
Location: LOV231
TBA
Financial Mathematics SeminarTime: 3:05
Location: LOV231
Nov 7 2024
David Herzog (Iowa State University)
Financial Math SeminarTime: 3:05pm
Location: Lov 231
Financial Math SeminarTime: 3:05pm
Location: Lov 231
Nov 14 2024
Nov 21 2024
Dec 5 2024