Financial Mathematics Seminar Schedule
Fall 2007

Information about the FM Student Seminar can be found here.

NCSU Campus map

To receive seminar announcements by email, send an email message to mj2@lists.ncsu.edu with subscribe fm_seminar, or unsubscribe fm_seminar to subscribe or unsubscribe, respectively, in the body of the email message.

All seminars are from 1:30-2:30 pm on Friday in

104 Fox Labs unless otherwise noted.

 

Friday, March 20, 2007
Professor Xin Guo
Dept of Industrial Engineering and Operations Research
UC at Berkeley
Title: Connecting singular and switching controls, with applications in finance
(Presentation Powerpoint)
(Abstract/announcement linked here)

Friday, Dec. 8, 2006
Randy Miller
SVP, Global Portfolio Strategies, Bank of America
Title: Loan Portfolio Hedging Under the Fair Value Option (Presentation Powerpoint)
(Abstract/announcement linked here)

Friday, Dec. 1, 2006
Dr. Debra A. Elkins
Research Program Manager, GM
Title: Call Center Operations Risk Modeling - Potential Impact of Avian Flu
(Presentation Powerpoint)
(Abstract/announcement linked here)

Friday, Oct. 20, 2006
Dr. Frank Meyer
Capital Deployment - Actuarial R&D
Republic Mortgage Insurance Company (RMIC)
Title: Pricing Mortgage Risk - the Non-Trader Perspective
(Abstract/announcement linked here)

Friday, Sept. 22, 2006 (tentative)
Prof. Jean-Pierre Fouque
Department of Statistics and Applied Probability
University of California at Santa Barbara
Title: Perturbations Methods in Default Modeling
(Abstract/announcement linked here)

Friday, Sept. 8, 2006
Prof. Yaozhong Hu
Univ. of Kansas Dept. of Mathematics
Title: Optimal Anticipative Stopping
(Abstract/announcement linked here)

 

 

Archive (previous semesters)

LAST UPDATED 31-Aug-2007