Monitoring Risk with V-Lab
Monitoring Risk with V-Lab With Robert Engle.
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.
Enterprise, Capital and Risk
Enterprise, Capital and Risk With Professor Dilip Madan.
A Primer on Adjoint Algorithmic Differentiation
A Primer on Adjoint Algorithmic Differentiation With Luca Capriotti, Visiting Professor, Department of Mathematics, University College London.
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.
BBQ (Bloomberg Quant) Seminar Series
BBQ (Bloomberg Quant) Seminar Series.
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.
Stochastic & Implied Sharpe Ratio
Stochastic & Implied Sharpe Ratio With Ronnie Sircar.
Asset-Backed Currencies in Retrospective and Perspective: Past, Present, Future
Asset-Backed Currencies in Retrospective and Perspective: Past, Present, Future With Dr. Alexander Lipton.
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. The next session will be held on Wednesday, March 21st, 2018 at Bloomberg 7EMPR, at 731 Lexington Avenue, New York, NY – 10022. In … Continue reading Bloomberg Quant (BBQ) Seminar Series