The Mathematics of Financial Derivatives and the Wall Street Crisis
Roselyn E. Williams
Tuesday, 09 Mar 2010 at 4:10 pm – 305 Carver Hall
Financial derivatives are contracts whose values are derived from the values of assets such as stocks. The derivative market grew into a massive bubble from about $100 trillion to $516 trillion between 2002 and 2007. What impact did the derivative market have on the Wall Street crisis? In this talk we discuss the mathematical theory of simple financial derivatives and look at the relationship between the derivative market and the stock market. We investigate the impact that the derivative market may have had on the Wall Street crisis. Roselyn Williams is an associate professor of mathematics at the Florida Agricultural and Mechanical University. Mathematics Department Undergraduate Colloquium and part of the Women in STEM Speakers Series.Cosponsored By:
- Mathematics
- Committee on Lectures (funded by Student Government)
Stay for the entire event, including the brief question-and-answer session that follows the formal presentation. Most events run 75 minutes.
Sign-ins are after the event concludes. For lectures in the Memorial Union, go to the information desk in the Main Lounge. In other academic buildings, look for signage outside the auditorium.
Lecture Etiquette
- Stay for the entire lecture and the brief audience Q&A. If a student needs to leave early, he or she should sit near the back and exit discreetly.
- Do not bring food or uncovered drinks into the lecture.
- Check with Lectures staff before taking photographs or recording any portion of the event. There are often restrictions. Cell phones, tablets and laptops may be used to take notes or for class assignments.
- Keep questions or comments brief and concise to allow as many as possible.