Guest speaker probes mathematics of finance

Robert Elliott, an authority on financial modeling, will deliver the annual Ostrom Lecture at 7:30 p.m. Wednesday, March 22, in Smith CUE 203.

Elliott, who is the RBC Financial Group Professor of Finance in the Haskayne School of Business at the University of Calgary, will discuss the history of financial modeling in “Money, Markets and Mathematical Models.” His talk also will address the role of Brownian motion in mathematical finance.

“Brownian motion is a fundamental stochastic process with applications in many fields, in addition to its central role in mathematical finance,” said Elliott.

He received at B.A. in mathematics from New College, Oxford University. He earned his Ph.D. at King’s College, Cambridge University, in 1965. He is a frequent invited speaker at finance, stochastic, control, risk and other conferences related to electronic signaling and finance topics around the world.

Elliot also will deliver a colloquium, “New Results for Fractional Brownian Motion,” at 4:10 p.m. Thursday, March 23, in Neill 5W.

The annual Theodore G. Ostrom Lecture Endowment brings an internationally renowned mathematics scholar to the Pullman campus for a series of presentations. The lecture honors emeritus professor Ostrom, who retired from WSU in 1981 after 21 years on the mathematics faculty and who expects to attend this year’s lecture.

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