Financial Math Seminar

the Duffie-Lando paper

Some slides from Schoenbucher (Philip Jones)

Some slides from Carr's paper (Philip Jones and Yoav Tamir)

Chapter 10 slides from Schoenbucher (Carlos Tolmasky)

Chapter 9 slides from Schoenbucher (Bill Barr)

Chapter 5 slides from Schoenbucher (Chris Bemis)

Chapter 7 slides from Schoenbucher (John Dodson)

Chapter 4 slides from Schoenbucher (Carlos Tolmasky)

Chapter 3 slides from Schoenbucher (Carlos Tolmasky)

Chapter 2 slides from Schoenbucher (Carlos Tolmasky)

Principal Component Analysis in Term Structure Modeling (Carlos Tolmasky)

Option Replication and Model Risk (Ryan Williams)

Incomplete Markets: Relating Actuarial and Financial Paradigms (Gary NanTie)

Selections from an Applied Mathematics Research Agenda for the Investments Industry (John Dodson)

New version of powerpoint presentation, Lecture5 (Scot Adams)

Powerpoint presentation, Lecture5 (Scot Adams)

Powerpoint presentation, Lectures 1 and 2 (Scot Adams)

Mathematicians Got It All (Scot Adams)

Numerical Methods for American Options (Chris Bemis)

Numerical Methods for a Certain PIDE (Chris Bemis)

Nick Guo's presentation on Chapter 10

Ryan Williams' presentation on Chapter 11

John Baxter's "Stable one half" presentation

Some presentations by Carlos Tolmasky:      Chapter 2      Chapter 3      Chapter 4 summary       Chapter 8

SDE-PDE connections

Risk-Return Basics

Slides from Chris Bemis' presentation

Derivation of Black-Scholes PDE, by Chris Bemis

Financial Math #1

Financial Math #2

Black Scholes