This seminar is organized by Alec Kercheval.
We meet on Thursdays, 3:35 - 4:25 pm in 102 LOV.
| April 22 | No meeting | |
|---|---|---|
| April 15 | Motoi Namihira, FSU | Polynomial Chaos |
| April 8 | Pierre Garreau, FSU | Levy Processes: Applications to Finance and Dependence Structure |
| April 1 | Yang Liu, FSU | Mixed Horizon Risk Forecasting |
| March 25 | Henry Huang, FSU | Order Book Dynamics and Birth-Death Processes, II |
| March 18 | Ibukun Amusan, FSU | Stochastic Volatility Models with Additive and Multiplicative Noise |
| March 4 | Henry Huang, FSU | Order Book Dynamics and Birth-Death Processes |
| Feb 25 | No meeting | (instead attend the Financial Math Festival Feb 26-7) |
| Feb 18 | Ahmed Islim, FSU | Current Topics in Algorithmic Trading |
| Feb 11 | Tianyu Liang, FSU | Alternative Stochastic Volatility Models |
| Feb 4 | Pierre Garreau, FSU | Introduction to Jump Processes, IV |
| Jan 28 | Pierre Garreau, FSU | Introduction to Jump Processes, III |
| Jan 21 | Pierre Garreau, FSU | Introduction to Jump Processes, II |
| Jan 14 | Pierre Garreau, FSU | Introduction to Jump Processes |
| Jan 7 | Alec Kercheval | Organizational Meeting |