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Mathfinanceconferencefinal

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CONFERENCE IN FINANCIAL
MATHEMATICS
OVERVIEW OF CURRENT RESEARCH AND APPLICATIONS
IN FINANCIAL MATHEMATICS
Saturday, April 18, 2015 8:30 am—4:30 pm
Campus Center Ballroom
Speakers:
Xuedong He, Columbia University
Sergio Focardi, Stony Brook University
Nina Boyarchenko, Federal Reserve Bank of New York
Philip Maymin, NYU Polytechnic School of Engineering
Xueying (Sherry) Hu, Goldman Sachs
Fabio Peixoto, Royal Bank of Canada
Please Register by April 10, 2015
For registration and more information, please visit
http://www.farmingdale.edu/academics/arts-sciences/mathematics/
Department of Mathematics Farmingdale State College
CONFERENCE IN FINANCIAL MATHEMATICS
Saturday, April 18, 2015
Farmingdale State College, SUNY
2350 Broadhollow Rd, Farmingdale, NY 11735
REGISTRATION FORM
Participant Information:
Name ______________________________ E-mail Address ___________________________________
University/Institution __________________________________________________________________
Mailing Address _______________________________ City__________________ State ____________
Country ____________ Zip or Post code __________
PLEASE CHECK ALL THAT
APPLY:

Faculty

Graduate Student

Undergraduate Student

Industry/ Government

Business

Retired
PLEASE CHECK AS APPROPRIATE:

Registration including breakfast and lunch $30

Free registration for current Farmingdale students

Request for kosher meal
Please describe any dietary restrictions:
If you are not a current Farmingdale student, please make checks and money orders
payable to the
ASC Account # 435100
and send with this form to:
Dr. Loucas Chrysafi,
Department of Mathematics, Farmingdale State College,
2350 Broadhollow Rd., Farmingdale, NY 11735.
If you are a current Farmingdale student, please drop this form at Whitman 184 or email to
chrysala@farmingdale.edu.
Registration forms should be received by April 10, 2015
CONFERENCE IN FINANCIAL MATHEMATICS
OVERVIEW OF CURRENT RESEARCH AND
APPLICATIONS IN FINANCIAL MATHEMATICS
APRIL 18, 2015
8:30-9:30 AM
Registration and Refreshments
Campus Center
Ballroom
9:30-9:40 AM
Welcoming Remarks:
Dr. Lou Reinisch, Dean
School of Arts and Sciences, Farmingdale State College, SUNY
Campus Center
Ballroom
9:40-10:30 AM
Speaker: Dr. Xuedong He, Columbia University
Title: A Processing-Consistent Non-Bayesian Inference Model
Campus Center
Ballroom
10:30-10:40 AM
Break
10:40-11:30 PM
Speaker: Dr. Sergio Focardi, Stony Brook University
Title: Forecasting Financial Crises
Campus Center
Ballroom
11:30-12:20 PM
Speaker: Dr. Nina Boyarchenko Federal Reserve Bank of New York
Title: Math Finance in Central Banking
Campus Center
Ballroom
12:20-1:30 PM
Lunch
1:30-2:20 PM
Speaker: Dr. Xueying (Sherry) Hu, Goldman Sachs
Title: Minimizing the Probability of Lifetime Ruin Under Stochastic Volatility
Campus Center
Ballroom
2:20-2:30 PM
Break
2:30-3:20 PM
Speaker: Dr. Philip Maymin, NYU Polytechnic School of Engineering
Title: Algorithmic Finance
Campus Center
Ballroom
3:20-4:10 PM
Speaker: Dr. Fabio Peixoto, Royal Bank of Canada
Title: MBS Pricing and Its Challenges
Campus Center
Ballroom
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Completed 27 February 2020

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