About

The Quantitative Finance Weekly Seminar began in the fall of 2016. It is a collaborative effort co-organized by

Peter Carr, Department Chair, Finance and Risk Engineering Department, NYU Tandon School of Engineering

Tom Coleman, Chief Research Officer, Global Risk Institute

Bruno Dupire, Head of Quantitative Research, Bloomberg

Petter Kolm, Director of the Mathematics in Finance MS Program, Courant Institute of Mathematical Sciences

Harvey Stein, Head of Quantitative Risk Analytics, Bloomberg; on the Board of Directors at the Thalesians

Sasha Stoikov, Senior Research Associate, School of Operations and Research and Information Engineering, Cornell Financial Engineering Manhattan

Collaborative events organized by Bloomberg LP, Global Risk Institute, Cornell Financial Engineering Manhattan, International Association of Quantitative Finance (IAQF), NYU Courant Institute of Mathematical Sciences, and NYU Tandon School of Engineering.