STEM Fellowship Internship (Mathematical Finance (MAFI) Day) 2021

On March 31, 2021, Mathematical and Computational Finance Laboratory (MCFL) hosted/mentored STEM Fellowship Internship (Mathematical Finance (MAFI) Day) for 22 high school students from Grades 11 or 12.

We had two sessions: Morning (9:00am-12:00pm) and Afternoon (1:00pm-4:00pm).

Morning session was devoted to the history of MAFI and to the basics in MAFI.

Below are Morning Session Presentations:

1. Anatoliy Swishchuk: What is MAFI?
2. Qi Guo: Risk, Return and Forward Contracts
3. Ana Karen Roldan Contreras: Call and Put Options
4. Ehsan Fooladamoli: Time Value of Money
5. Myles Sjogren: Periodic Compounding Interest
6. Joshua McGillivray: Continuous Compounding Interest

Afternoon session was devoted to our undergrad and grad MAFI programs, research overview, main research directions in MAFI at our Department, and grad students’ research topics.

Below are Afternoon Session Presentations:

1. Anatoliy Swishchuk: Research Overview and General Information Calgary
2. Qi Guo: How to Choose A good Stock?
3. Ana Karen Roldan Contreras: HFT and Limit Order Books (LOB)
4. Ehsan Fooladamoli: How Much Could Help to Maximize Our Profit?
5. Myles Sjogren: LOB
6. Joshua McGillivray: Swaps in Energy Markets

Information about the STEM Fellowship Internship program may be found here.