Department of Mathematics, Florida State University

Financial Mathemtics Research Seminar

Room: LOV 201
When: Thursday 3:35-4:30
Organizer: Arash Fahim, LOV217, fahim[AT]math[DOT]fsu[DOT]edu

Date Speaker Title Comments
Jan. 8 Lingjiong Zhu (University of Minnesota) Variable Volatility and Financial Failure Abstract
Jan. 15 Yu-Jui Huang (Dublin City University) Stopping with No Regret Abstract
Jan. 20 Jin Hyuk Choi (Carnegie Mellon University) Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs Abstract
Jan. 22 Organizational meeting --------- ---------
Jan. 29 No meeting --------- ---------
Feb. 5 No meeting --------- ---------
Feb. 12 Giray Ökten (FSU) Research problems in Monte Carlo: a survey Abstract
Feb. 19 No meeting Financial Math Festival (Feb. 20-21) Financial Mathematics Festival
Feb. 26 David Mandel (FSU) Distribution of Returns in the Heston Model Abstract
Mar. 5 Yuanda Chen (FSU) (CANCELED) Modelling Limit Order Book Dynamics Using Point Processes Abstract (CANCELED)
Mar. 12 No meeting Spring Break ---------
Mar. 19 Chun-Yuan Chiu (FSU) Credit Risk Modeling - A Survey Abstract
Mar. 26 Kangwei Xing (FSU) Model Independent Pricing: An Optimal Transport Approach Abstract
Apr. 2 Liang-Hsuan Tai (FSU) Trend Extraction of Random Time-Warping Signals via Functional Optimization Abstract
Apr. 9 Tony Wills (FSU) Introduction to Fractional Calculus and the Fractional Black-Scholes Equation Abstract
Apr. 16 Dawna Jones (FSU) TBA Abstract
Apr. 23 Jian Wang (FSU) Comparison of machine learning methods for stock return series analysis Abstract