### Financial Mathematics Seminars

**Fall 2018**

Dec 6

Feng Bao (FSU )

Financial Mathematics SeminarTime: 3:35 pm

Location: 201 LOV

**tba**Financial Mathematics SeminarTime: 3:35 pm

Location: 201 LOV

Nov 29

Nima Salehy (FSU )

Financial Mathematics SeminarTime: 3:35 pm

Location: 201 LOV

**tba**Financial Mathematics SeminarTime: 3:35 pm

Location: 201 LOV

Nov 15

Heting Yan (FSU )

Financial Mathematics SeminarTime: 3:35 pm

Location: 201 LOV

**Machine learning and e-trading**Financial Mathematics SeminarTime: 3:35 pm

Location: 201 LOV

Nov 1

Francois Cocquemas (FSU Finance)

Financial Mathematics SeminarTime: 3:35

Location: 201 LOV

**The Term Structure of Securities Lending Fees**Financial Mathematics SeminarTime: 3:35

Location: 201 LOV

Oct 25

Navid Salehy (FSU)

Financial Mathematics SeminarTime: 3:35 pm

Location: LOV 201

**Limits of random walks over point processes and a Black-Scholes analog**Financial Mathematics SeminarTime: 3:35 pm

Location: LOV 201

Oct 12

Roger Lee (University of Chicago)

Mathematics ColloquiumTime:

No location for this even specified.

**Cumulant formulas for implied volatility [POSTPONED to November]**Mathematics ColloquiumTime:

No location for this even specified.

Expressing option prices as Black-Scholes implied volatilities

reveals features of the underlying probability distribution.

We investigate a manifestation of this idea

in a near-... More

reveals features of the underlying probability distribution.

We investigate a manifestation of this idea

in a near-... More

Oct 4

Ibrahim Ekren (FSU)

Financial Mathematics SeminarTime: 3:35 pm

Location: 201 LOV

**Equilibrium option price with competing agents**Financial Mathematics SeminarTime: 3:35 pm

Location: 201 LOV

In this talk, we present a market equilibrium between $N$ option market makers that compete for the orders of their clients. The market makers face market illiquidity when trading the stock and manag... More

Sep 27

Jamie Fox and Arun Polala (FSU)

Financial Math SeminarTime: 3:35 pm

Location: 201 LOV

**Internships in Financial Math**Financial Math SeminarTime: 3:35 pm

Location: 201 LOV

Sep 20

Ling Zhu (FSU)

Financial Math SeminarTime: 3:35 pm

Location: 201 LOV

**Explosion in the quasi-Gaussian HJM model**Financial Math SeminarTime: 3:35 pm

Location: 201 LOV

We study the explosion of the solutions of the SDE in the quasi-Gaussian HJM model with a CEV-type volatility. The quasi-Gaussian HJM models are a popular approach for modeling the dynamics of the yi... More

Sep 13

Alec Kercheval (FSU)

Financial Math SeminarTime: 3:35 pm

Location: 201 LOV

**A short talk on talks**Financial Math SeminarTime: 3:35 pm

Location: 201 LOV

Sep 6

Alec Kercheval (FSU)

Financial Math SeminarTime: 3:35 pm

Location: LOV 201

**Organizational Meeting**Financial Math SeminarTime: 3:35 pm

Location: LOV 201