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Center for Finance Seminar Series


The Center for Finance at Stony Brook University organizes a research seminar series for faculty and doctoral students interested in the intersection of finance, business, economics, computer science, and applied mathematics. The Center for Finance will also invite renowned scientist from other universities or professionals to present their own research.

                                                                                                                                 

Meetings will run on a bi-weekly basis from 1:00pm to 3:00pm on the following Thursdays in the Harriman Hall Room 304 unless otherwise noted. The seminar is open to anyone interested in the announced topics.

To find out more about the series, or to schedule a talk, please email stoyan.stoyanov@stonybrook.edu.

 

CF Seminars Logo

Schedule for Summer 2016 

 

Date

Presenter

Talk Title

Location

Wed, July 20
12:00pm

Prof. Shin, Yong Hyun
Department of Mathematics / Sookmyung Women's University

Consumption and Portfolio Selection in the Presence of a Luxury Good

Harriman 304

Wed, July 21
12:00pm

Roh, Kum Hwan
Department of Mathematics,Hannam University

Portfolio Optimization and Merton problem

Harriman 304

Schedule for Spring 2016 

 

Date

Presenter

Talk Title

Location

March 3

Stoyan Stoyanov

Measuring Linear Model Risk under Temporal Aggregation

Harriman 304

March 17

Aaron Kim

A semimartingale approximation to fractional Levy processes for option pricing

Harriman 304

March 31

Zari Rachev

Option Pricing with Informed Investors

Harriman 304

April 21
(11:30am - 12:30pm)

Kyoung Jin Choi

Endogenous Credit Constraints and Household Portfolio Choices

Harriman 304

April 28

Raphael Douady

Polymodels in Finance

Harriman 304

 

 Past Seminars

 

Title: Bitcoin: A new kind of money

Date: May 8th, 2015, starting 3pm

Speaker: S. Yi, CEO, SYUnity

Where: Harriman Hall 304

Abstract:

The talk 'Bitcoin: a new kind of money' will show the new money Bitcoin. We will see the definition of Bitcoin and basic features first and then learn the simple history of it. Moreover, we are going to discuss Blockchain the essential concept of Bitcoin. Practically, we will install Bitcoin wallets onto our phones and try to send or receive Bitcoins.