Financial Engineering Practitioners Seminars - Fall 2007
//2007
| Interest rate models: paradigm shifts in recent years | |
| Speaker | Date/Location |
| Damiano Brigo, DerivativeFitch |
11-05-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium, Columbia University |
| The Myths and Limits of Hedge Fund Replication | |
| Speaker | Date/Location |
| Lionel Martellini, EDHEC |
10-15-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium, Columbia University |
| Equity Trade Scheduling | |
| Speaker | Date/Location |
| Dan diBartolomeo, Northfield |
10-01-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium, Columbia University |
| Applications of Credit Derivatives: Trading Counterparty Credit Risk | |
| Speaker | Date/Location |
| Michael Stanely, Goldman Sachs |
09-17-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium, Columbia University |
| Statistical Analysis of Hedge Fund Returns: Replication and Nonlinearities | |
| Speaker | Date/Location |
| Raphael Douady, Riskdata |
09-10-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium, Columbia University |