Financial Mathematics Seminars
Jan 9 2025
Qi Feng (FSU)
Organizational Meeting
Financial Math SeminarTime: 3:05
Location: LOVE0231
Organizational Meeting
Financial Math SeminarTime: 3:05
Location: LOVE0231
Jan 16 2025
Alec Kercheval (FSU)
How to give, and how not to give, a slide talk
Financial Mathematics SeminarTime: 3:05
Location: 0231
How to give, and how not to give, a slide talk
Financial Mathematics SeminarTime: 3:05
Location: 0231
Jan 23 2025
Arash Fahim
Kakutani’s walk on spheres and efficient methods for solving Laplace and Poisson equation in domains with complex geometry
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Kakutani’s walk on spheres and efficient methods for solving Laplace and Poisson equation in domains with complex geometry
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Kakutani’s walk on spheres (WoS) has proven to improve the efficiency of Feynman-Kac formula in solving linear elliptic equations with constant coefficients in bounded domains where the geometry is ... More
Jan 30 2025
Lingjiong Zhu (FSU)
Short-maturity Asian options in local-stochastic volatility models
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Short-maturity Asian options in local-stochastic volatility models
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
We derive the short-maturity asymptotics for Asian option prices in local-stochastic volatility (LSV) models. Both out-of-the-money (OTM) and at-the-money (ATM) asymptotics are considered. Using large... More
Feb 6 2025
TBA (FSU)
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Feb 13 2025
Ali Kara (FSU)
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Feb 20 2025
(TBA)
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Mar 6 2025
(TBA)
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Mar 20 2025
TBA
Financial Mathematics SeminarTime: 3:05
Location: LOV0231
Financial Mathematics SeminarTime: 3:05
Location: LOV0231
Mar 27 2025
Apr 3 2025
Ruth Lopez Fajardo (FSU)
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Apr 10 2025
Lu Yuanhang (FSU)
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Apr 17 2025
Farez Siddiqui (FSU)
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Apr 24 2025
Munawar Ali (FSU)
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231
Financial Mathematics SeminarTime: 3:05
Location: LOV 0231