FSUMATH

Financial Mathematics Seminars


Dec 6
Feng Bao (FSU )
tba
Financial Mathematics SeminarTime: 3:35 pm
Location: 201 LOV
Nov 29
Nima Salehy (FSU )
tba
Financial Mathematics SeminarTime: 3:35 pm
Location: 201 LOV
Nov 15
Heting Yan (FSU )
Machine learning and e-trading
Financial Mathematics SeminarTime: 3:35 pm
Location: 201 LOV
Nov 1
Francois Cocquemas (FSU Finance)
The Term Structure of Securities Lending Fees
Financial Mathematics SeminarTime: 3:35
Location: 201 LOV
Oct 25
Navid Salehy (FSU)
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)
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
Oct 4
Ibrahim Ekren (FSU)
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)
Internships in Financial Math
Financial Math SeminarTime: 3:35 pm
Location: 201 LOV
Sep 20
Ling Zhu (FSU)
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)
A short talk on talks
Financial Math SeminarTime: 3:35 pm
Location: 201 LOV
Sep 6
Alec Kercheval (FSU)
Organizational Meeting
Financial Math SeminarTime: 3:35 pm
Location: LOV 201