How mathematics is used in the financial industry: a discussion and some examples

Wednesday, October 11, 2006 - 4:30pm

Doug Costa

Susquehanna International Group

Location

University of Pennsylvania

DRL A6

Tea will be served at 4 PM in DRL 4E17

I'll give a brief introduction to SIG and then discuss the role of quantitative research in the industry, giving some examples of mathematical modeling and its use in practice.

July

S	M	T	W	T	F	S
	1	2	3	4	5	6
7	8	9	10	11	12	13
14	15	16	17	18	19	20
21	22	23	24	25	26	27
28	29	30	31

How to get to Penn's Mathematics Department

The Mathematics Department Office is located on the fourth (top) floor of David Rittenhouse Laboratory ("DRL"). The building is at 209 South 33rd Street (the Southeast corner of 33rd. and Walnut Streets). Note 33rd Street runs one way north while Walnut runs one way west.

Local Buses & Trains

SEPTA [Skookul]
National Trains: Amtrak [telephone: 1 800 872-7245]

Maps and Directions

We are about a 15 minute walk from the main 30th Street Station and 5 minutes from the University City Rail Station at 32nd and Spruce (=South Street & Convention Avenue). Coming from the airport by train (about 15 minutes): the University City Rail Station is the second stop after you leave the airport.

If you drive, the most convenient public parking is in the pay lot whose entrance is on 34th Street between Market and Chestnut Streets.