The Low Volatility Phenomenon across the Capital Structure: Bonds vs. Equities of High Yield Issuers
Thalesians Seminar (New York) — Arik Ben Dor — The Low Volatility Phenomenon across the Capital Structure: Bonds vs. Equities of High Yield Issuers Agenda Tuesday, September 4, 2018: 5:45 … Continue reading The Low Volatility Phenomenon across the Capital Structure: Bonds vs. Equities of High Yield Issuers
A Probabilistic Interpretation of an Arbitrage-free Implied Volatility Smile
You are invited to attend a lecture titled: A Probabilistic Interpretation of an Arbitrage-free Implied Volatility Smile Speaker: Peter Carr, Department Head, Finance and Risk Engineering, NYU Tandon Thursday, September … Continue reading A Probabilistic Interpretation of an Arbitrage-free Implied Volatility Smile
Almost Quantum Finance
You are invited to attend a lecture titled: Almost Quantum Finance Speaker: Santiago Garcia, Quantitative Analyst, Director at Wells Fargo Securities Thursday, September 20th, 6pm MakerSpace eventspace, 6 Metrotech Center, … Continue reading Almost Quantum Finance
Model Risk Management for Deep Learning & Investment Strategies
You are invited to attend a lecture titled: Model Risk Management for Deep Learning & Investment Strategies Speaker: Ben Steiner, Global Fixed Income, BNP Paribas Asset Management Wednesday, September 26th, … Continue reading Model Risk Management for Deep Learning & Investment Strategies
Challenge for Finance: AI Interpretability
You are invited to attend a lecture titled: Challenge for Finance: AI Interpretability Speaker: Ken Perry, Consultant in Risk and Quantamental Investing, CRO, formerly of Och Ziff Thursday, October 11th, … Continue reading Challenge for Finance: AI Interpretability
Quantum Pricing
You are invited to attend a lecture titled: Quantum Pricing Speaker: Gregory Pelts, Wells Fargo Thursday, October 18, 6pm MakerSpace eventspace, 6 Metrotech Center, 1st floor, Brooklyn, NY 11201 Light refreshments … Continue reading Quantum Pricing
In-depth Dive into Short-term Alpha Profiling of Portfolio Managers
Mathematical Finance Seminar In-depth Dive into Short-term Alpha Profiling of Portfolio Managers Speaker: Vlad Rashkovich, Bloomberg LP Location: Warren Weaver Hall 1302 251 Mercer St, New York, NY 10012 Date: Tuesday, October 23, 2018, 5:30 p.m. Synopsis: In this talk we will look how profiling of the order flow can translate billions of assets under management into additional … Continue reading In-depth Dive into Short-term Alpha Profiling of Portfolio Managers
Particle Filtering with Stable Errors
You are invited to attend a lecture titled: Particle Filtering with Stable Errors Speaker: Hu McCulloch, Professor Emeritus of Economics and Finance, Ohio State University Thursday, October 25th, 6pm MakerSpace eventspace, 6 Metrotech Center, Brooklyn, NY 11201 Light refreshments will be served.
A Term Structure Model for Dividends and Interest Rates
You are invited to attend a lecture titled: A Term Structure Model for Dividends and Interest Rates Speaker: Sander Willems, PhD Candidate, Swiss Finance Institute, École Polytechnique Fédérale de Lausanne Thursday, November 1st, 6pm MakerSpace eventspace, 6 Metrotech Center, Brooklyn, NY 11201 Light refreshments will be served.
Measuring and Using Trading Algorithms Effectively
Joint Columbia University (IEOR) and University of Waterloo (WatRISQ), “Measuring and Using Trading Algorithms Effectively” by Heath Windcliff THURSDAY, NOVEMBER 1, 2018, 6PM Measuring and Using Trading Algorithms Effectively Manhattan Institute of Management 110 William Street, 3rd floor New York, NY 10038 By: Heath Windcliff, Morgan Stanley In order to build effective trading algorithms, … Continue reading Measuring and Using Trading Algorithms Effectively