### Financial Mathematics Seminars

Aug 29 2024

Qi Feng

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 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

Sep 19 2024

Leifei Lyu (Washington University in St. Louis)

Financial Mathematics SeminarTime: 3:05

Location: LOV 231

**A Theory of Sustainable Investing: Driven by Values and Value**Financial Mathematics SeminarTime: 3:05

Location: LOV 231

This project investigates the real impacts of sustainable investing driven by both financial value and ethical values. Specifically, it examines how firms interact with investors who have a “warm gl... More

Sep 26 2024

Arash Fahim (Florida State University)

Financial Mathematics SeminarTime: 3:05

Location: LOV 231

**Multi-scale schemes in continuous-time optimal control**Financial Mathematics SeminarTime: 3:05

Location: LOV 231

We propose a new methodology to increase efficiency of numerical methods for optimal control in continuous-time. Our method leverages the solution to a coarsely discretized scheme to generate syntheti... More

Oct 3 2024

Ali Kara (Florida State University )

Financial Mathematics SeminarTime:

No location for this even specified.

**Partially Observed Markov Decision Processes: Regularity, Approximations, Learning: Part I**Financial Mathematics SeminarTime:

No location for this even specified.

This is the first part of a two-part series discussing partially observed Markov decision processes (POMDPs), a class of discrete-time stochastic control problems where the decision maker receives noi... More

Oct 10 2024

Oct 17 2024

Ololade Sowunmi (Florida State University )

Financial Mathematics SeminarTime: 3:05

Location: LOV231

**TBA**Financial Mathematics SeminarTime: 3:05

Location: LOV231

Oct 31 2024

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