Spring 2008-2009 - The New York Quantitative Finance Seminar
//2009
| Errors, Robustness, and The Fourth Quadrant | |
| Speaker | Date/Location |
| Nassim Taleb, New York University-Polytechnic Institute and Universa Investments |
04-23-2009 Start Time: 5:30pm End Time: 7:00pm Park Avenue Plaza at 55 East 52nd Street |
| Modelling the smile of volatility | |
| Speaker | Date/Location |
| Lorenzo Bergomi, Société Générale |
03-26-2009 Start Time: 5:30pm End Time: 7:00pm Park Avenue Plaza at 55 East 52nd Street |
| What Does an Option Price Mean | |
| Speaker | Date/Location |
| Peter Carr, Bloomberg LP |
02-25-2009 Start Time: 6:45pm End Time: 8:00pm Park Avenue Plaza at 55 East 52nd Street |
| Functional Ito Calculus and Robust Volatility Hedge | |
| Speaker | Date/Location |
| Bruno Dupire, Bloomberg LP |
01-29-2009 Start Time: 5:30pm End Time: 7:00pm Park Avenue Plaza at 55 East 52nd Street |