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Mathfinanceforms (State University of New York at Farmingdale)

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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 __________ Name for Badge ___________________________
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 (Tentative):
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: TBA
Campus Center
Ballroom
12:20-1:30 PM
Lunch
1:30-2:20 PM
Speaker: Dr. Philip Maymin, NYU Polytechnic School of Engineering
Title: Algorithmic Finance
Campus Center
Ballroom
2:20-2:30 PM
Break
2:30-3:20 PM
Speaker: Dr. Xueying (Sherry) Hu, Goldman Sachs
Title: Minimizing the Probability of Lifetime Ruin Under Stochastic Volatility
Campus Center
Ballroom
3:20-4:10 PM
Speaker: Dr. Fabio Peixoto, Royal Bank of Canada
Tentative Title: On MBS Pricing and Its Challenges
Campus Center
Ballroom
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Mathfinanceforms (State University of New York at Farmingdale)

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