FSUMATH

Financial Mathematics Seminars


Apr 15
Song Yao (University of Pittsburgh)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
TBD
Apr 8
Kasper Larsen (Rutgers University)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
TBD
Apr 1
Hubeyb Gurdogan (FSU)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
TBD
Mar 25
Nicolás Hernández-Santibanez (Universidad de Chile)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
TBD
Mar 18
David Proemel (University of Mannheim)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
TBD
Mar 11
Cagin Ararat (Bilkent University)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
TBD
Mar 4
Ludovic Tangpi (Princeton University)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
TBD
Feb 25
Qingshuo Song (WPI)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
TBD
Feb 18
Shreya Bose (FSU)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
Feb 11
Max Reppen (Boston University)
TBD
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
TBD
Feb 4
Thibaut Mastrolia (Ecole Polytechnique)
Auction market design: a price formation viewpoint
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
We model sequential auctions in financial markets during a given time period receiving orders of market participants. A clearing price of the auction is determined as the price maximizing the exchange... More
Jan 28
Jinniao Qiu (University of Calgary )
Stochastic Black-Scholes Equation under Rough Volatility and Approximations via Deep Learning
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
Rough volatility is a new paradigm in finance. We shall talk about the option pricing problems for rough volatility models. As the framework is non-Markovian, the value function for a European option... More
Jan 21
Alex Shkolnik (UCSB)
Analytical Solutions to the Constrained Markowitz Problem via Fixed Point Theory
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
Harry Markowitz transformed finance by framing the portfolio construction as a trade-off between the mean and variance of return. The classic Markowitz problem, as solved by every investor in the Capi... More
Jan 14
Sergey Nadtochiy (Illinois Institute of Technology)
Reflected BSDEs in non-convex domains
Financial Mathematics SeminarTime: 3:05pm
Location: fsu.zoom.us/j/97820191506
Backward stochastic differential equations (BSDEs) are probabilistic analogues of semi-linear partial differential equations (PDEs). In particular, BSDEs are used to describe the solutions of stochast... More