UW Mathematical Finance Journal Club

Here I will collect materials related to the University of Washington Mathematical Finance Journal Club.

Spring 2017


  • The meetings will take place in Lewis Hall, 208 from 12pm – 1pm
  • Online attendees can use the following GoToMeeting¬†link.
  • The presentation sign up sheet can be found here.
  • I have prepared a list of suggestions for potential journal articles and book chapters in the following pdf: potential.papers.public.1.00

Talks

Date Title Presenter
April 5th, 2017 Approximate pricing of European and Barrier style claims in a local-stochastic volatility setting.
[slides (pdf)]
Weston Barger
April 19th, 2017 Jie Zhou
April 26th, 2017 Volatility Harvesting: why does diversifying and rebalancing create portfolio growth?
[link to paper (pdf)]
Jieyu Wu
May 3rd, 2017 The investment return from a portfolio with a dynamic rebalancing policy.
[link to paper (pdf)]
Ge Fang
May 10th, 2017 Quasi-Monte Carlo Methods in Numerical FinanceQuasi-Monte Carlo Methods in Numerical Finance.
[link to paper (pdf)]
Yiying Zhu