Seminars
Keith Lewis
Written by Casey Edward O'Meara   

Keith Lewis of Kalx, LLC, came to speak with the masters students on Tuesday, February 19th. Dr. Lewis kicked off the seminar by presenting the students with his proof of the Fundamental Theorem of Asset Pricing. He then went on to demonstrate some very elegant mathematics as well as the geometrical interpretations pertaining to arbitrage pricing theory. –CASEY O’MEARA ‘08

 
Richard Bookstaber
Written by Casey Edward O'Meara   
On February 12th, Richard Bookstaber was kind enough to brave the city’s first snowfall of the year and come speak with the masters students of Courant’s Financial Mathematics program. A veteran among Wall St. firms and hedge funds, Dr. Bookstaber presented the students with a vivid insider’s account of some of modern history’s most fantastic financial crises.
 
As he explains in his most recent book, A Demon of our Own Design, the increasing complexity of certain financial instruments combined with the leverage used by many fund managers has been affecting the interrelationships between many traded securities, most notably those which have historically had nothing to do with each other. What is unfortunate, he adds, is that this changing dynamic is generally not exposed until there is severe market turmoil and it becomes all too apparent that historical analysis has its shortcomings in estimating the frequency of those dreaded “one in a thousand” events.–CASEY O’MEARA ‘08
 
Sebastián Ceria
Written by Casey Edward O'Meara   
The masters students were honored to have Sebastián Ceria of Axioma lead the weekly seminar on Tuesday, February 5th. Dr. Ceria, who received his PhD in optimization, founded Axioma in 1998 upon his departure from academia. The firm specializes in the development of software applications geared towards robust portfolio optimization and trading efficiency and now services many of the country’s most prominent asset managers. Dr. Ceria illustrated for the students some of the more common problems faced by money managers today and the processes he employs to solve them.–CASEY O’MEARA ‘08
 
Hunter Dare
Written by Casey Edward O'Meara   
On Tuesday, January 22, the masters students were honored to have Hunter Dare of Goldman Sachs kick off the weekly seminars for the new year. Mr. Dare discussed with the students his background as an investment banker and the path that lead him to his current position on the credit derivatives desk for the investment bank. As a fellow alum of the masters program, Mr. Dare was able to provide invaluable information to the students regarding how best to go about the job search process and land a suitable internship.–CASEY O’MEARA ‘08
 
Peter Muller
Written by Casey Edward O'Meara   
On Tuesday, December 4th, the masters students had the pleasure of speaking with Peter Muller of Morgan Stanley. Mr. Muller heads the low-profiled but highly profitable proprietary trading fund within the investment bank which has been among its most successful operations in recent years. Mr. Muller discussed with the students the current market environment, particularly the events in August which plagued many process driven traders, and stressed the importance of constantly keeping a curious mind to maintain an edge over competitors.–CASEY O’MEARA ‘08
 
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