Quantitative Finance Weekly Seminar

Time Scales in Finance & Event-Driven Modeling Speaker: Mike Lipkin Location: Warren Weaver Hall 1302 251 Mercer St, New York, NY 10012 Date: Tuesday, November 6, 2018, 5:30 p.m. Synopsis: Traditional mathematical finance … Continue reading Time Scales in Finance & Event-Driven Modeling →

You are invited to attend a lecture titled: Machine Learning for Quantitative Finance: Fast Derivative Pricing, Hedging and Fitting Speaker: Dilip Madan, Professor of Mathematical Finance, Robert H. Smith School … Continue reading Machine Learning for Quantitative Finance: Fast Derivative Pricing, Hedging and Fitting →

Mathematical Finance Seminar The Impact of Disputes on Financial Markets – Two Recent Case Studies Speaker: Rick Grove and Bob Selvaggio, Rutter Associates Location: Warren Weaver Hall 1302 251 Mercer St, New … Continue reading The Impact of Disputes on Financial Markets – Two Recent Case Studies →

You are invited to attend a lecture titled: A Forward Equation for Barrier Options for Efficient Model Calibration Speaker: Christoph Reisinger, Professor of Applied Mathematics, University of Oxford Thursday, November … Continue reading A Forward Equation for Barrier Options for Efficient Model Calibration →

You are invited to attend a lecture titled: Illiquidity and Financial Contagion in a Multi-Layered Financial Network Speaker: Zachary Feinstein, Assistant Professor, Electrical and Systems Engineering Department, Washington University Thursday, … Continue reading Illiquidity and Financial Contagion in a Multi-Layered Financial Network →

Mathematical Finance Seminar Collateralized Networks Speaker: Samim Ghamami, Goldman Sachs Location: Warren Weaver Hall 1302 251 Mercer St, New York, NY 10012 Date: Tuesday, December 4, 2018, 5:30 p.m. Synopsis: A combination of changes in regulation and industry practices following the financial crisis of 2007-2009 have greatly expanded the use of collateral in financial markets. Introducing a network … Continue reading Collateralized Networks →

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, Professor Andrew W. Lo will present his current research, followed by several “lightning talks” of 5 minutes each … Continue reading Bloomberg Quant Seminar Series →

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Tata Innovation Center at Cornell Tech, 5th Floor Conference Room (to the right of the elevators). Through the talks this semester, we are excited to collaborate with Citi in highlighting machine learning applications in finance. 11 E Loop Road New York, NY … Continue reading Cornell – Citi Financial Data Science Seminars →

Semiparametric Estimation of a Credit Rating Model   A Talk By Yixiao (Ethan) Jiang   Tuesday, February 12th 5:45 PM Registration 6:00 PM Seminar Begins 7:30 PM ReceptionFordham Gabelli School of Business McNally Amphitheatre 140 West 62nd Street New York, NY 10023   Abstract This paper develops a semiparametric, ordered-response model of credit rating in which … Continue reading Semiparametric Estimation of a Credit Rating Model →

Please join us for a lecture with Peter Carr, chair of Finance and Risk Engineering Department, NYU Tandon School of Engineering. Thursday, February 14, 2019 at 6:00pm - Thursday, February 14, 2019 at 7:30pm Event MakerSpace 6 MetroTech Center, 1st floor Brooklyn, NY 11201