Applied Mathematics Colloquium

Monday October 17, 2011 4:15 PM

Mathematics in Financial World: Practical Modelling and Trading

Speaker: Wendong Qu, PIMCO
Speaker: Gang Hu, Credit Suisse, London
Location: Annenberg 105
Mathematics in financial world has always been an interesting and challenging topic. Along the same line, 2008 crisis has really intensified the debate. In this presentation, we provide a view into mathematic applied in the financial world from industry professionals' point of view. With two presenters both graduated from Caltech and then worked in the financial industry for the last 10 years, we are looking to show the power and powerless of mathematics in real life modelling, investing and trading. Three sections of the presentation seek to cover 1. the subjects of mathematics in financial market, 2. how mathematics modelling and real life trading/investing are integrated, and 3. some advice to the students who want to join the financial industry in later stage.
Series Applied Mathematics Colloquium Series

Contact: Sydney Garstang at x4555 sydney@caltech.edu
For more information visit: http://www.acm.caltech.edu