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Tuesday Seminars for the Mathematics in Finance Masters Students
Tuesdays 5:15-7 p.m. Refreshments start at 5:15 p.m. The presentation are held 5:30 p.m. to 6:30 p.m.
Warren Weaver Hall, Room 1302, 251 Mercer Street New York, NY 10012
Organizer: Petter Kolm,
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Presenters: If you would like to present at one of our seminars please contact Petter Kolm (kolm AT cims.nyu.edu) or Michelle Shin (
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).
Not only do the seminars give our students an opportunity to learn about what Wall Street and finance practitioners do -- and hear about recent research in academia and industry -- but also to personally meet and interact with our speakers and their colleagues. While we will not take attendance, students should try to attend all seminars.
Schedule (Spring 2013)
January 29, Title TBD, Greg Hopper, Goldman Sachs
February 5, No seminar
February 12, Analyzing Financial Data Using kdb+, Fintan Quill, Kx
February 19, ETF Liquidity and Trading, Alex Gurvich, The Rockledge Group
February 26, Convex Strategies, Andrew Wong, Fortress Investment Group (Note: start time is 6PM)
March 5, Title TBD, Barry Schachter
March 12, TBA
March 19, No seminar (Spring break)
March 26, Grid Computing: Accelerators, Valuation Models and Numerical Methods, Dino Vitale, Morgan Stanley
April 2, No seminar
April 9, Performance Analysis of Derivatives Risk Management Models & Strategies, Eva Strasser, J.P. Morgan
April 16, No seminar
April 23, Drawdown-Based Stop-Outs and the 'Triple Penance' Rule, Marcos Lopez de Prado, Tudor Investment Corporation, Lawrence Berkeley National Laboratory, RCC at Harvard University
April 30, No seminar
May 7, TBA
Schedule (Fall 2012)
September 4, Introduction Session for Incoming Full-time Students
September 11, Economic Outlook for 2012, part 1, Petter Kolm
September 18, A Transformed Gaussian Copula Approach to Credit Portfolio Modeling, David X. Li, AIG Asset Management
September 25, Economic Outlook for 2012, part 2, Petter Kolm
October 2, No seminar
October 9, Microstructure Trading of US Equity Markets, Lance Diduck
October 16, No seminar
October 23, 3rd Semester Student Panel Discussion
October 30, CANCELED (Analyzing Financial Data Using kdb+, Fintan Quill, Kx)
November 6, No seminar
November 13, Valuation of CSO-Squared Using Control Variates, Dmitry Sendersky, BlackRock
November 20, Estimation of Stochastic Volatility via Chaos, Alireza Javaheri, J.P. Morgan
November 27, No seminar
December 4, What's My Delta? How Traders and Quants Interact, Simon Yates, Citi
December 11, No seminar
December 18, No seminar
Schedule (Spring 2012)
January 31, Economic Outlook for 2012, Petter Kolm
February 7, No seminar
February 14, No seminar
February 21, Career workshop: Placement negotiation and Q&A, Petter Kolm and Lee Maclin
February 28, Topic TBA, Mark Higgins, J.P. Morgan
March 6, No seminar
March 13, No seminar (spring break)
March 20, Topic TBA, Luiza Miranyan, Bloomberg
March 27, No seminar
April 3, Topic TBA,Amir Sadr, Panalytix
April 10, No seminar
April 17, Transaction cost modeling, Merav Ozair
April 24, Insight into the European Derivatives Market, Byron Baldwin, OTC Clearing and Institutional Investor Business Development at Eurex
May 1, No seminar
May 8, No seminar
Schedule (Fall 2011)
September 6, Orientation session
September 13, Introduction and Economic Outlook (part 1), Petter Kolm
September 20, Economic Outlook (part 2), Petter Kolm
September 27, David Mordecai
October 4, David Mordecai
October 11, NO SEMINAR
October 18, Panel with 3rd Semester Students
October 25, David Mordecai
November 1, Bank Loans, Dmitry Sendersky, BlackRock
November 8, The Present and Future of High-Frequency Trading, Edgar Perez, Author, The Speed Traders
November 15, MATLAB for Financial Applications: Credit Risk and Econometric Modeling, MathWorks
November 22, NO SEMINAR
November 29, Best Execution in Futures in the Presence of High-Frequency Trading, Irene Aldridge, Managing Partner, ABLE Alpha Trading, LTD |
