Math REU groups from Amherst College, UConn, UMass, Williams College and Yale University are getting together online on Thursday July 30th for a conference to share their summer research work. The conference website is at

# Uncategorized

# The financial value of knowing the distribution of stock prices in discrete market models

# arXiv:1808.03186

Ayelet Amiran, Fabrice Baudoin, Skylyn Brock, Berend Coster, Ryan Craver, Ugonna Ezeaka, Phanuel Mariano, Mary Wishart

project page:

# Financial Math: Portfolio Optimization and Dynamic Programming

# A derivation of the Black-Scholes option pricing model using a central limit theorem argument

# Math UConn REU at JMM 2018

Two of our REU (2017 Stochastics) participants, Raji Majumdar and Anthony Sisti, will be presenting posters Applications of Multiplicative LLN and CLT for Random Matrices and Black Scholes using the Central Limit Theorem on Friday, January 12 at the MAA Student Poster Session, and both of them will be giving talks on Saturday, January 13 at the AMS Contributed Paper Session on Research in Applied Mathematics by Undergraduate and Post-Baccalaureate Students.

Their travel to the 2018 JMM has been made possible with the support of the MAA and UConn’s OUR travel grants.

# 5th Northeast Mathematics Undergraduate Research Mini-Symposium

### University of Connecticut, August 3rd*, 2017*

#### Organizers: Luke Rogers, Phanuel Mariano, and Gamal Mograby

#### Participating Schools: Amherst, Smith, UConn and UMass

# 3rd Northeast Mathematics Undergraduate Research Mini-Symposium

**Organizers**

#### Participating Schools: Amherst, Colgate, Smith, UConn, UMass, Williams

#### 3rd Mini-Symposium full program (2015)

(photo courtesy Megan Brunner)

Mini-Symposium poster