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Applications of mathematics in the financial industry

February 27, 2017, 3:00 pm - 4:00 pm
Location Science Hall - 102 the Sokol Room
Posted InCollege of Science and Mathematics
Mathematical Sciences Seminarhttp://www.montclair.edu/csam/mathematical-sciences/TypeDepartment Colloquium

Deming Zhuang, Citigroup Model Risk Management

Abstract

In this talk, I will present some examples of applications of mathematical analysis, linear algebra,  optimization, probability, stochastic calculus, and numerical analysis to the daily work of financial institutions for product pricing, and financial risk management.

The presentation is aimed to illustrate the power and the beauty of mathematics and to encourage students to learn more mathematics, statistics and computer programming.