Category: Events
MCFAM Seminar - A general framework for pricing and hedging under local viability
Start date
Friday, Feb. 28, 2025, Noon
End date
Friday, Feb. 28, 2025, 1 p.m.
Location
In Person - Vincent Hall Room 570
Via Zoom
MCFAM Seminar - Partial Hedging in Rough Volatility Models
Start date
Friday, Feb. 21, 2025, Noon
End date
Friday, Feb. 21, 2025, 1 p.m.
Location
Vincent Hall Room 570
MCFAM Seminar - Quantitative Finance: What Is It and Is It the Right Career for Me?
Start date
Friday, Feb. 7, 2025, Noon
End date
Friday, Feb. 7, 2025, 1 p.m.
Location
In Person: Vincent Hall, Room 570
Via Zoom: umn.zoom.us/j/99258642870
2025 Financial Mathematics Winter Modeling Workshop
Start date
Thursday, Jan. 9, 2025, 9 a.m.
End date
Saturday, Jan. 18, 2025, Noon
Location
Online via Zoom
MCFAM Seminar - Data Analytics Techniques with Actuarial Applications
Start date
Friday, Nov. 22, 2024, Noon
End date
Friday, Nov. 22, 2024, 1 p.m.
Location
MCFAM Seminar - A case study in Delta hedging: How much math do you really need to make markets in stock options?
Start date
Friday, Nov. 15, 2024, Noon
End date
Friday, Nov. 15, 2024, 1 p.m.
Location
VH 6 or Via zoom
MCFAM Seminar - Local Volatility in Interest Rate Models
Start date
Friday, Nov. 1, 2024, Noon
End date
Friday, Nov. 1, 2024, 1 p.m.
Location
Vincent Hall - Room 6
Via Zoom
MCFAM Seminar - Lognormal Stochastic Volatility with Applications to Cryptocurrency Options
Start date
Friday, Oct. 18, 2024, Noon
End date
Friday, Oct. 18, 2024, 1 p.m.
Location
Vincent Hall - Room 6
Via Zoom
MCFAM Seminar - Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
Start date
Friday, Oct. 4, 2024, Noon
End date
Friday, Oct. 4, 2024, 1 p.m.
Location
Vincent Hall - Room 6
Via Zoom
MCFAM Seminar - Detecting asset price bubbles using deep learning
Start date
Friday, Sept. 27, 2024, Noon
End date
Friday, Sept. 27, 2024, 1 p.m.
Location
Vincent Hall - Room 6
Via Zoom
MCFAM Seminar: Strategic liquidity provision with different inventory risks
Start date
Friday, April 5, 2024, Noon
End date
Friday, April 5, 2024, 1 p.m.
Location
Via Zoom: https://umn.zoom.us/j/99258642870
MCFAM Seminar: Risk-sensitive Markov Decision Process and Learning under General Utility Functions
Start date
Friday, March 29, 2024, Noon
End date
Friday, March 29, 2024, 1 p.m.
Location
Join in-person - Vincent Hall 311 - Via Zoom: https://umn.zoom.us/j/99258642870
MCFAM Seminar - Alumni Panel - Job Searching in Quantitative Finance
Start date
Friday, March 22, 2024, Noon
End date
Friday, March 22, 2024, 1 p.m.
Location
Join in-person - Vincent Hall 311 or Via Zoom
MCFAM Seminar - QUANTITATIVE FINANCE: What is it and is this the right career for me?
Start date
Friday, March 1, 2024, Noon
End date
Friday, March 1, 2024, 1 p.m.
Location
Join in-person - Vincent Hall 311
Via Zoom: https://umn.zoom.us/j/99258642870
MCFAM Seminar - Quasi-Explicit Calibration and Volatility Surfaces
Start date
Friday, Nov. 17, 2023, Noon
End date
Friday, Nov. 17, 2023, 1 p.m.
Location
In person - Vincent Hall Room 311
Via Zoom - Zoom
MCFAM Seminar: New Developments in Economic Scenario Generator Modelling
Start date
Friday, Oct. 6, 2023, Noon
End date
Friday, Oct. 6, 2023, 1 p.m.
Location
In Person: Vincent Hall Room 311
Via: Zoom
MCFAM Seminar - FM Graduate Student Presentations
Start date
Friday, Sept. 22, 2023, Noon
End date
Friday, Sept. 22, 2023, 1:30 p.m.
Location
In person - Vincent Hall Room 311
Zoom Link: Zoom
MCFAM Seminar - Panel - Perspectives on Quantitative Finance
Start date
Friday, Sept. 15, 2023, Noon
End date
Friday, Sept. 15, 2023, 1 p.m.
Location
In Person - Vincent Hall Room 311
Via Zoom
MCFAM Seminar - A mathematical analysis of optimal portfolio on finite and small-time horizons
Start date
Friday, April 21, 2023, Noon
End date
Friday, April 21, 2023, 1 p.m.
Location
MCFAM Seminar - Risk allocation through Shapley decompositions, with applications to variable annuities
Start date
Friday, March 17, 2023, Noon
End date
Friday, March 17, 2023, 1 p.m.
Location
Vincent Hall, Room 364