Mathematical Finance

Department of Mathematics and Statistics

Texas Tech University

  Fall 2024

the Mathematical Finance Spring 2023 Semester Seminar Schedule

imageSaturday
6

2 PM
online
Inverse Problem for Forecasting Stock Options Prices
Kirill Golubnichiy
Department of Mathematics and Statistics, Texas Tech University
imageFriday
Aug. 23

2 PM
online
Quanto Option Pricing on a Multivariate Lévy Process Model with Generative Artificial Intelligence
Aaron YS Kim
College of Business -- Finance, Stony Brook University
imageFriday
Aug. 30

2 PM
online
Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress
Md. Rayfayet Alam
Dept. of Finance and Economics, University of Tennessee at Chattanooga
imageFriday
Sep. 13

2 PM
online
Optimal Portfolios with Sustainable Assets – Aspects for Life Insurers
Ralf Korn
Department of Mathematics, RPTU Kaiserslautern-Landau
imageFriday
Sep. 20

NOON
online
To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk
Agata Kliber
Department of Applied Mathematics, Poznań University of Economics and Business
imageFriday
Sep. 27

NOON
online
ESG performance and investment efficiency: The impact of information asymmetry
Seda Erdogan
Department of International Trade and Finance, Kadir Has University
imageFriday
Oct. 4

2 PM
online
Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps
Steven P. Clark
Department of Finance, UNC Charlotte
imageFriday
Oct. 18

1 PM
online
Elicitability and identifiability of tail risk measures
Tobias Fissler
Department of Mathematics, ETH Zürich
imageFriday
Oct. 25

10 AM
online
Estimation and backtesting of risk measures with emphasis on distortion risk measures
Hideatsu Tsukahara
Department of Economics, Seijo University, Tokyo
imageMonday
Nov. 4

NOON
online
Pricing options with a new hybrid neural network model
Yossi Shvimer
School of Finance and Management, SOAS University of London
imageFriday
Nov. 15

2 PM
online
Stochastic dominance, stochastic volatility, and jump risk: new theory interprets old results
Stylianos Perrakis
John Molson School of Business, Concordia University, Montreal
imageFriday
Nov. 22

2 PM
online
Inverse Problem for Forecasting Stock Options Prices
Kirill Golubnichiy
Department of Mathematics and Statistics, Texas Tech University