The Adaptive Curve Evolution Model for Interest Rates
NYU Courant 251 Mercer St, Warren Weaver Hall, room 1302 (13th fl), New York, NY, United StatesThe Adaptive Curve Evolution Model for Interest Rates Speaker: Matthias Heymann, Goldman Sachs, Model Risk Management Location: NYU Courant Warren Weaver Hall 1302 251 Mercer Street, New York, NY 10012 Date: Tuesday, April … Continue reading The Adaptive Curve Evolution Model for Interest Rates
Principal Component Analysis For Implied Volatility Surfaces
MakerSpace 6 MetroTech Center, 1st Floor, Brooklyn, NY, United StatesYou are cordially invited to attend the upcoming FRE Lecture: Andrew Papanicolaou, NYU Tandon Thursday, April 4, 2019 at 6:00pm – 7:30pm Event MakerSpace 6 MetroTech Center, 1st floor Brooklyn, NY … Continue reading Principal Component Analysis For Implied Volatility Surfaces
Leveraging Data Science in Asset Management
Cornell 11 E Loop Road, New York, NY, United StatesFeaturing Machine Learning experts from Cornell, Citi, and more… You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Tata Innovation Center at Cornell Tech, … Continue reading Leveraging Data Science in Asset Management
Ambiguity, Volatility, and Credit Risk
LC400 5 MetroTech Center, 4th Floor, Brooklyn, NY, United StatesYou are cordially invited to attend the upcoming FRE Lecture: Yud Izhakian Thursday, April 11, 2019 at 6:00pm – 7:30pm 5 MetroTech Center, 4th floor (room LC400) Brooklyn, NY 11201 Title: … Continue reading Ambiguity, Volatility, and Credit Risk
Dynamic Index Tracking and Risk Exposure Control Using Derivatives
MakerSpace 6 MetroTech Center, 1st Floor, Brooklyn, NY, United StatesYou are cordially invited to attend the upcoming FRE Lecture on Thursday, April 18th at 6PM in the Event MakerSpace: Event MakerSpace 6 MetroTech Center, 1st floor Brooklyn, NY 11201 … Continue reading Dynamic Index Tracking and Risk Exposure Control Using Derivatives
Deep (Supervised or Otherwise) Learning
NYU Courant 251 Mercer St, Warren Weaver Hall, room 1302 (13th fl), New York, NY, United StatesDeep (Supervised or Otherwise) Learning Speaker: Dhruv Madeka, Senior Machine Learning Scientist, Amazon Location: Courant Institute of Mathematics, 251 Mercer St, Warren Weaver Hall 1302, New York, NY 10012 Date: Tuesday, … Continue reading Deep (Supervised or Otherwise) Learning
Bond, CDS, and CDO Pricing Under Structural Recovery Models
LC400 5 MetroTech Center, 4th Floor, Brooklyn, NY, United StatesYou are cordially invited to attend the upcoming FRE Lecture: Albert Cohen Thursday, April 25, 2019 at 6:00pm – 7:30pm 5 MetroTech Center, 4th floor (room LC400) Brooklyn, NY 11201 Title: … Continue reading Bond, CDS, and CDO Pricing Under Structural Recovery Models
Machine Learning for Trading
NYU Courant 251 Mercer St, Warren Weaver Hall, room 1302 (13th fl), New York, NY, United StatesMachine Learning for Trading Speaker: Gordon Ritter, Courant Institute of Mathematical Sciences Location: Courant Institute of Mathematics, 251 Mercer St, Warren Weaver Hall 109, New York, NY 10012 Date: Date: Friday, April 26, 2019, 5:30 p.m. Synopsis: In multi-period trading with realistic market impact, determining the dynamic trading strategy that optimizes expected utility of final wealth is a … Continue reading Machine Learning for Trading
Bloomberg Quant Seminar Series
Bloomberg L.P. 731 Lexington Ave, 7 MPR, New York, NY, United StatesApril 30, 2019 | New York Bloomberg Quant Seminar Series Please join us for the next installment of the Bloomberg Quant (BBQ) Seminar Series. The seminar takes place every month and covers a wide range of topics in quantitative finance. In this session, chaired by Bruno Dupire, Gordon Ritter, Ph.D., will present his current research, followed … Continue reading Bloomberg Quant Seminar Series
Reduced Order Representation of Implied Volatility Surfaces
Reduced Order Representation of Implied Volatility Surfaces Speaker: Andrew Papanicolaou, NYU Tandon Location: Courant Institute of Mathematics, 251 Mercer St, Warren Weaver Hall 1302, New York, NY 10012 Date: Tuesday, April 30, 2019, 5:30 p.m. Synopsis: We consider a Principal Component Analysis of implied vol surfaces (IVS) for US equities using data from OptionMetrics, available through Wharton … Continue reading Reduced Order Representation of Implied Volatility Surfaces