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2005-06 Education and Outreach Program

SAMSI Two-Day Undergraduate Workshop

November 18-19, 2005

General Information
Application
Schedule

General Information

As part of its Education and Outreach Program for 2005-2006, SAMSI will offer a two-day undergraduate workshop on topics of current interest in statistics and applied mathematics. In addition to an overview of current and planned SAMSI Research Programs, the following topic will be covered in some depth:

  • Financial Mathematics, Statistics and Econometrics

This workshop will be held on November 18-19, 2005 at SAMSI. The program will begin at 9:30 AM on Friday, November 18, and will be completed by 12 noon on Saturday, November 19. Participants are urged to arrive on Thursday evening and will be able to begin their return home by 12 noon on Saturday.

Accepted participants will need to purchase plane tickets with a three-week advanced fare. SAMSI will reimburse appropriate fares as well as provide food and lodging.

Application

REGISTRATION IS NOW CLOSED

To apply to attend the Workshop, please fill out the ON-LINE APPLICATION FORM. Following submission, a confirmation of your application will be displayed. (Print a copy for your records.)

In order to ensure your registration is correct, we ask that you:

  • refresh/reload the registration page to ensure you have all updates
  • type in your information (cutting and pasting will distort the information we receive)
  • click the submit button only once

Schedule

Friday, November 18, 2005
NISS-SAMSI Building, Room 104

9:15 AM Carolina Livery Shuttle departs Candlewood Suites
9:30-10:00 AM Arrival at SAMSI and Continental Breakfast
10:00-10:10 AM Welcome and Introduction to SAMSI
Ralph Smith, North Carolina State University
Associate Director of CRSC and SAMSI
10:10-11:00 AM Introduction to Financial Mathematics and Discrete Trees
Jean-Pierre Fouque, North Carolina State University
11:00-12:00 PM Binomial Tree Models
Jeff Scroggs, North Carolina State University
12:00-1:00 PM Lunch
1:00-2:20 PM Financial Markets and Empirical Regularities
Mike Aguilar, University of North Carolina at Chapel Hill
2:20-2:40 PM Coffee Break
2:40-4:20 PM Portfolios
Mingxin Xu, University of North Carolina at Charlotte
4:30 PM Carolina Livery Shuttle back to Candlewood Suites
5:20 PM Carolina Livery Shuttle to Park Diner
5:30-7:30 PM Dinner Party at Park Diner
7:30 PM Carolina Livery back to Candlewood Suites

Saturday, November 19, 2005
NISS-SAMSI Building, Room 104

8:30 AM Carolina Livery Shuttle departs Candlewood Suites
8:45-9:15 AM Arrival at SAMSI and Breakfast
9:15-10:30 AM Credit Risk
Jean-Pierre Fouque, North Carolina State University
10:30-10:45 AM Coffee Break
10:45-12:00 PM Credit Risk--continued
12:00 PM Adjournment and Departure

Carolina Livery will depart SAMSI for the airport. If you need transportation to return to the hotel, please see a member of the SAMSI staff.

Please send questions to [email protected]






 
 

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