STEM Fellowship Internship 2023 (March 27-31)

During the week of March 27-31, 2023, The Mathematical and Computational Finance Laboratory (MCFL) hosted/mentored STEM Fellowship Internship for 2 high school students.

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Schedule

(Days, Rooms, Presenters, Titles (Research and Math Finance Topics)):

Monday (March 27, MS 522): Sudeesha Nawodh

• Research Presentation: Stochastic Modelling of Wind Derivatives in Energy Markets
• Mathematical Finance Topic: Time Value of Money, Simple and Periodic Compounding Interest

Tuesday (March 28, MS 522): Anatoliy Swishchuk

• Research Presentation: Research Overview and General Information about our Mathematical Finance Program
• Mathematical Finance Topic: Introduction to STEM Fellowship Internship and What is Mathematical Finance

Wednesday (March 29, MS 452): Luca Lalor

• Research Presentation: Introduction to Algorithmic Trading
• Mathematical Finance Topic: Trading in Financial Markets

Thursday (March 30, MS 452): Ana Roldan Contreras

• Research Presentation: High-frequency trading market and Limit Order Books
• Mathematical Finance Topic: Call and Put Options

Friday (March 31, MS 522): Joshua McGillivray

• Research Presentation: Self-Exciting Behavior in Energy Finance
• Mathematical Finance Topic: Continuously compounding interest

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