THIRD FINANCIAL MATHEMATICS FESTIVAL
Dirac Science Library, 4th floor
March 23-24, 2001
Friday, March 23. |
3:30 p.m. |
Applications of VaR and EaR in
Power Portfolio Risk Management
Steve Perfect, Director of Risk Analytics
Florida Power and Light |
4:20 p.m. |
Reception |
4:50 p.m. |
A Nonparametric Estimation Method
and Its Applications
Angun Zhou, Principal
Advanced Research Center
State Street Global Advisors |
Saturday, March 24. |
10:30 a.m. |
Bagels and Coffee |
10:45 a.m. |
JOBS!
Opportunities and Skill Sets for
Financial Engineering
Ray Song, Vice President
Systems and Quantitative Analysis
Branch Banking and Trust, Winston-Salem, NC.
Panel Discussion and Audience Questions
Dr. Zhou, Dr. Perfect, and Dr. Song. |
| |
Also - Thursday, March 22, 3:30 p.m.,
room 200 LOV |
|
Implied Forward Yield Curve
Calculation
Ray Song
For this talk only, space is limited; others
than the
Financial Mathematics second year students who wish
to attend should notify
case@math.fsu.edu. |