Speaker: Dr. Anatoliy Swishchuk, University of Calgary
Location: Mathematical Sciences 325
Date: Wednesday, September 13, 2017
Time: 1:00 PM – 2:00 PM
Title: Financial Mathematics: Historical Perspectives and Recent Developments
Abstract: The talk is devoted to historical perspectives and recent developments in financial mathematics (FM). It consists of 5 parts. The first part is introductory and contains a history of probability, starting from G. Cardano’s ideas, which is one of the main instruments in FM. The second part is devoted to the history of FM itself. In the third part, I’ll present some basic ideas, methods and results in FM. Connection FM and financial industry, including ups and downs, is considered in part 4. The last but not least part 5 contains a description of many new directions and developments in FM. I’ll particularly talk in this part about the Big Data in Finance and, specifically, about the limit order books/markets (modeling of algorithmic and high-frequency trading), and some recent practical and applicable results in this area.
More about Dr. Anatoliy Swishchuk:
Dr. Anatoliy Swishchuk is a Professor in financial mathematics at the Department of Mathematics and Statistics, University of Calgary, Calgary, Canada. He got his B.Sc. and M.Sc. degrees from Kiev State University, Kiev, Ukraine. He is a holder of two doctorate degrees in Mathematics and Physics (Ph.D. and D.Sc.) from the prestigious National Academy of Sciences of Ukraine (NASU), Kiev, Ukraine, and is a recipient of NASU award for young scientist with a gold medal for series of research publications in random evolutions and their applications. Dr. Swishchuk is a chair of finance and energy finance seminar ’Lunch at the Lab’ at the Department of Mathematics and Statistics, and Calgary Site Director of Postdoctoral Training Center in Stochastics (PTCS). He was a steering committee member of the Professional Risk Managers International Association (PRMIA), Canada (2006-2015), and is a steering committee member of Global Association of Risk Professionals (GARP), Canada (since 2015). His research areas include financial mathematics, random evolutions and their applications, biomathematics, stochastic calculus, and he serves on editorial boards for three research journals. He is the author of more than 150 publications, including 13 books and more than 100 articles in peer-reviewed journals.