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Monitoring Risk with V-Lab
Monitoring Risk with V-Lab With Robert Engle.
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Optimal Execution, Order-Placement Tactics, and Hamiltonian Dynamics
Optimal Execution, Order-Placement Tactics, and Hamiltonian Dynamics With Jerome Benveniste (joint work with Gordon Ritter), NYU Courant, M.S. Mathematics in Finance.
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Enterprise, Capital and Risk
Enterprise, Capital and Risk With Professor Dilip Madan.
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A Primer on Adjoint Algorithmic Differentiation
A Primer on Adjoint Algorithmic Differentiation With Luca Capriotti, Visiting Professor, Department of Mathematics, University College London.
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Pricing and Hedging in Rough Volatility Models
Pricing and Hedging in Rough Volatility Models With Antoine Jack Jacquier, Senior Lecturer, Imperior College London and Weissman Visiting Professor at Baruch College.
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BBQ (Bloomberg Quant) Seminar Series
BBQ (Bloomberg Quant) Seminar Series.
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Option-Implied Value-at-Risk and the Cross-Section of Stock Returns
Option-Implied Value-at-Risk and the Cross-Section of Stock Returns With Alexander Feser, visiting scholar at NYU Stern, PhD student at the University of St. Gallen.
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Stochastic & Implied Sharpe Ratio
Stochastic & Implied Sharpe Ratio With Ronnie Sircar.
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Asset-Backed Currencies in Retrospective and Perspective: Past, Present, Future
Asset-Backed Currencies in Retrospective and Perspective: Past, Present, Future With Dr. Alexander Lipton.
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Bloomberg Quant (BBQ) 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. … Continue reading Bloomberg Quant (BBQ) Seminar Series
10 events found.