To Actuarial Science Mailing List:

Mr. Daniel Heyer from Nationwide Financial who is leading
Nationwide's hedging team will give a sequence of evening
seminar talks on quantitative finance.  His first talk
will be this Wednesday, the 28th, and the rest will be in
the winter quarter.  The prerequisite for the first
introductory talk is some calculus based probability, for
example the material in Math 530 or Stat 420.  This is an
excellent opportunity to listen directly to the expert in
the industry how mathematics is used in finance and
insurance and to learn what actuaries of the third kind
(the other two kinds are life and health actuaries and
property and casualty actuaries) do in their work.

"Working presentation of derivative pricing theory"
When: Wednesday, November 28, 6:00 pm
Where: MA 240
Speaker: Daniel Heyer, FCAS, CQF
Introduction to basic market instruments and axioms that
govern modeling; introduction to basic mathematical toolkit;
development of model framework in martingale and SDE settings;
brief presentation of formal, measure theoretic conditions
and implications of models.

Don't miss this rare opportunity!

Chunsheng Ban
Actuarial Science
OSU, Dept. of Math