News & Events

Past Events

Apr 22 2013

Small Perturbation Solutions of the Complex Monge-Ampére Equation

Information
Monday, April 22, 2013 - Monday, April 22, 2013
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
In this talk, we discuss the regularity of the solutions u to the complex Monge-Ampére equation tha
Apr 19 2013

Women in Finance

Information
Friday, April 19, 2013 - Friday, April 19, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Phmarcy 111, 2:00 - 4:00 p.m.
TBA:  Please note that this event has been postponed.      A seminar will be held to discuss the cha
Apr 16 2013

Rapid Ratings

Information
Tuesday, April 16, 2013 - Tuesday, April 16, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Pharmacy 111, 2:00 - 4:00 p.m.
TBD:  An executive from Rapid Ratings, the quantitative ratings company, will be coming to discuss t
Apr 15 2013

Time-changed Stochastic Processes and Associated Fractional Order PDEs

Information
Monday, April 15, 2013 - Monday, April 15, 2013
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
It is known that the transition probabilities of a classical Brownian motion satisfy the associated
Apr 12 2013

Royal Bank of Canada

Information
Friday, April 12, 2013 - Friday, April 12, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00 p.m.
TBA:  A senior executive from the Royal Bank of Canada will discuss risk management at his bank.
Apr 09 2013

Citadel

Information
Tuesday, April 9, 2013 - Tuesday, April 9, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 2:00 - 4:00 p.m.
Eric Taylor  and :  Eric Taylor and Meredith Taylor Representatives from Citadel, a hedge fund, will
Apr 08 2013

A Wong-Zakai Approximation Scheme for Reflected Stochastic Differential Equations

Information
Monday, April 8, 2013 - Monday, April 8, 2013
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
In a series of famous papers E. Wong and M. Zakai showed that the solution to a Stratonovich SDE is
Apr 05 2013

Numerix training

Information
Friday, April 5, 2013 - Friday, April 5, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
CORE auditorium, 11:00 - 5:00 p.m.
TBD:  MSMF Students will have the opportunity to be trained on Numerix software and applications.
Apr 05 2013

Numerix

Information
Friday, April 5, 2013 - Friday, April 5, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
CORE Auditorium, 11:00 0 5:00 p.m.
TBD:  MSMF students will have the opportunity to be trained on Numerix software and applications.
Apr 02 2013

Algorithmics ( IBM Risk Analytics)

Information
Tuesday, April 2, 2013 - Tuesday, April 2, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 2:00 - 4:00 p.m.
TBA:  A senior executive from IBM Risk Analytics will discuss his organization and opportunities.
Apr 01 2013

Drawdowns, Last Passage time Distributions and Applications to Online Trading and Quickest Detection

Information
Monday, April 1, 2013 - Monday, April 1, 2013
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
In this work we derive analytical formulas for the joint distribution of the drawdown, the last visi
Mar 25 2013

Small-time Asymptotics and Expansions of Option Prices under Lévy-based Models

Information
Monday, March 25, 2013 - Monday, March 25, 2013
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
This talk is concerned with the small-time asymptotics and expansions of call option prices, when th
Mar 12 2013

Effective Communications and Presentation Skills

Information
Tuesday, March 12, 2013 - Tuesday, March 12, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 2:00 - 4:00 p.m.
Steve Roessler:  Steve Roessler, a communications consultant, will discuss communications and presen
Mar 11 2013

Large time asymptotics of Ornstein-Uhlenbeck process in Poisson potential

Information
Monday, March 11, 2013 - Monday, March 11, 2013
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We consider the following random motion in random media (RMRM) model: An Ornstein-Uhlenbeck(O-U) pro
Mar 07 2013

K2Advisers

Information
Thursday, March 7, 2013 - Thursday, March 7, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
CORE Auditorium, 10:30 - 12:00 p.m.
TBA:  An executive from K2 Advisors, a hedge fund, will come to discuss the company and risk managem
Feb 25 2013

Asymptotics for the length in some longest common and/or increasing subsequence problems

Information
Monday, February 25, 2013 - Monday, February 25, 2013
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
I will first provide a panorama of various recent and not so recent results (due to various authors)
Feb 19 2013

Knight Capital Overview

Information
Tuesday, February 19, 2013 - Tuesday, February 19, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 2:00 - 4:00 p.m.
TBA:  Representatives from Knight Capital will come to discuss their company and opportunities.
Feb 15 2013

Societe Generale Interviews

Information
Friday, February 15, 2013 - Friday, February 15, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
TBA, 9:00 - 1:00 p.m.
Students invited by Societe Generale will interview for summer internship positions.
Feb 12 2013

Axioma Overview

Information
Tuesday, February 12, 2013 - Tuesday, February 12, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 2:00 - 4:00 p.m.
TBA:  Representatives from Axioma will be coming to discuss their company and opportunities.
Feb 07 2013

Nomura Information Session

Information
Thursday, February 7, 2013 - Thursday, February 7, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Busch Campus Center, 5:00 - 6:00 p.m.
Please check on Career Knight for the exact location of Nomura's Information session.  Follow up int