### Financial Mathematics Seminars

**Spring 2021**

Apr 15

Song Yao (University of Pittsburgh)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**TBD**Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

TBD

Apr 8

Kasper Larsen (Rutgers University)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**TBD**Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

TBD

Apr 1

Hubeyb Gurdogan (FSU)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**TBD**Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

TBD

Mar 25

Nicolás Hernández-Santibanez (Universidad de Chile)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**TBD**Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

TBD

Mar 18

David Proemel (University of Mannheim)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**TBD**Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

TBD

Mar 11

Cagin Ararat (Bilkent University)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**TBD**Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

TBD

Mar 4

Ludovic Tangpi (Princeton University)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**TBD**Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

TBD

Feb 25

Qingshuo Song (WPI)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**TBD**Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

TBD

Feb 18

Feb 11

Max Reppen (Boston University)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**TBD**Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

TBD

Feb 4

Thibaut Mastrolia (Ecole Polytechnique)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**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 )

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**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)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**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)

Financial Mathematics SeminarTime: 3:05pm

Location: fsu.zoom.us/j/97820191506

**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