The mathematical finance seminar covers a broad range of topics in mathematical and quantitative finance, including:

• Data science and machine learning in finance
• Big data and econometric techniques
• Quantitative finance
• Portfolio and risk management
• Pricing and risk models
• Regulation and regulatory models
• Trading strategies and back testing

Presenters include invited visitors and NYU Courant faculty. A seminar presentation often covers original research. The seminar meets monthly on Tuesdays at 5:30 pm to 7 pm in room 1302 of Warren Weaver Hall at 251 Mercer Street, unless specified otherwise. Please make sure to check the exact schedule and room assignment. Talks generally last an hour, followed by networking.

Seminars are open to the public.

The seminar coordinator is Petter Kolm (email: petter DOT kolm AT nyu DOT edu).

Seminar Organizer(s): Petter Kolm

Tuesday, November 12, 2019
5:30PM, Warren Weaver Hall 1302
Model Risk Management for Alpha Strategies created with Deep Learning
Ben Steiner, Global Fixed Income, BNP Paribas Asset Management