Quantitative Finance Weekly Seminar

  Dear All, You are cordially invited to the Brooklyn Quant Experience Lecture Series (BQE) on Thursday, February 27th at 5 p.m.* in the NYU Tandon MakerSpace at 6 MetroTech … Continue reading Brooklyn Quant Experience Lecture Series: Marina Di Ciacinto →

Conversation with Cliff Asness, Douglas Breeden, Peter Carr, & Emanuel Derman   Friday, February 28th 8:30am Registration & Light Breakfast 9:00-10:00am Roundtable Discussion     The Cornell Club of New York 6 East 44th Street New York, NY   Sponsored by   Join us for an informal discussion about the future of research and the … Continue reading Breakfast Roundtable with the IAQF Senior Fellows →

About this Event The wealth management industry is going through a revolution: financial advisory firms are facing immense pressure from increased client expectations, mounting regulations with higher demand on disclosure and transparency, and fee compression due increased competition, lowfee products and robo-advisors. In this talk, we discuss how sound financial analytics, risk management tools and … Continue reading Machine Learning and AI in Wealth Management: A Revolution in the Making →

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Tata Innovation Center at Cornell Tech, Room 131. Through the talks this semester, we are excited to collaborate with Citi in highlighting machine learning applications in finance. 11 West Loop Road New York, NY 10044 All seminars are … Continue reading Cornell – Citi Financial Data Science Seminars →

  Dear All, You are cordially invited to the Brooklyn Quant Experience Lecture Series (BQE) on Thursday, March 5th at 6 p.m. in the NYU Tandon Bern Dibner Library at 5 MetroTech Center, 4th Floor - LC 400, in Downtown Brooklyn. Dr. Kimberly Weston will present a talk on the following topic: Title: Price Impact … Continue reading Brooklyn Quant Experience (BQE) Lecture Series: Kimberly Weston →

In light of NYU's ongoing response to COVID-19, our BQE Lecture Series will take place virtually using Zoom. Please find updated event details below. Dear All, You are cordially invited to the Brooklyn Quant Experience Lecture Series (BQE) on Thursday, March 12th at 6 p.m.   Attend Virtually >> Dr. Peter Carr will present a … Continue reading Brooklyn Quant Experience Lecture Series (BQE): Peter Carr →

In light of NYU's ongoing response to COVID-19, our BQE Lecture Series will take place virtually using Zoom.  Dear All, You are cordially invited to the Brooklyn Quant Experience Lecture Series (BQE) on Thursday, April 2nd at 6 p.m.   Attend Virtually >> Dr. Glenn Shafer will present a talk on the following topic: Title: … Continue reading [Virtual] Brooklyn Quant Experience Lecture Series: Glenn Shafer →

In light of NYU's ongoing response to COVID-19, our BQE Lecture Series will take place virtually using Zoom.  Dear All, You are cordially invited to the Brooklyn Quant Experience Lecture Series (BQE) on Thursday, April 23rd at 6 p.m.   Attend Virtually >> *Please note a meeting password is required for this event. Meeting ID: … Continue reading [Virtual] Brooklyn Quant Experience Lecture Series: Agostino Capponi →

Adding Optionality Stevens Institute of Technology Einstein’s velocity addition formula keeps the "sum" of two velocities inside , where c is the speed of light. Similarly, a $1 bet that a security will be priced below a threshold must have a value inside . We explore the consequences of reducing derivative security valuation to a … Continue reading Financial Engineering Seminar Series →

Dear All, You are cordially invited to the Brooklyn Quant Experience Lecture Series (BQE) on Thursday, September 17th at 6 p.m.  on Zoom. Attend Virtually >> *Please note a meeting password is required for this event. Meeting ID:958 8116 1956 Password: BQEJH Dr. Jon Hill, NYU Tandon Adjunct Professor, will give the following talk: Title: A … Continue reading Brooklyn Quant Experience Lecture Series: Jon Hill →