Recording of
"Stocks and Stochastics"
with special guest Bob Fernholz
This is a recording of an online event that took place on Wednesday, August 16, 2023.
Join hosts Alex Kontorovich and Andy Davidson as they welcome Bob Fernholz, renowned mathematician and researcher specializing in the mathematics of finance. In this season finale of The Buck Starts Here, we will discover how the exploration of moving stock prices changed our understanding of the link between risk and time at the infinitesimal level, and how mathematics can be used to value both simple and complex financial transactions — as well as heat diffusion and quantum mechanics!
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About The Buck Starts Here
Finance lives at the intersection of wealth, time, and risk.
The vast machinery of our financial systems relies on mathematics ranging from arithmetic through stochastic calculus. While finance benefits greatly from mathematics, it is not a one-way relationship — many concepts in mathematics, from zero and negative numbers to the dynamics of random motion, had their genesis in financial applications.
In this four-part series of connected but independent presentations, discover how some of the greatest mathematicians across the continents and millennia transformed concrete financial problems into abstract mathematical concepts, while addressing financial applications.
Whether you are curious about the history of math or looking for practical financial information, this series is for you. With help from experts in finance and the history of mathematics, we will explore how real world problems inspire mathematical thinking and learn how to apply those mathematical insights to improve our own financial decision making today.
The Buck Starts Here series is hosted by Alex Kontorovich and Andy Davidson, and each session will feature a guest expert. Alex is a Professor of Mathematics at Rutgers University and MoMath's 2020–2021 Distinguished Visiting Professor for the Public Dissemination of Mathematics. Andy Davidson is the founder of Financial Life Cycle Education and a member of the MoMath Advisory Council.
Recording fee | |
Recording fee | $15.00 |
Donate $15 to support families in need | $15.00 |