2006-2007 - The New York Quantitative Finance Seminar
<-- Return to the listSpring | |
| Efficient Simulation of the Heston Stochastic Volatility Model | |
| Speaker | Date/Location |
| Leif Andersen, Banc Of America Securities | 01-18-2007 Start Time: 5:30pm End Time: 7:00pm Dahesh Auditorium, 580 Madison Ave (Madison & 56th street) |
| On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle | |
| Speaker | Date/Location |
| Pierre Collin-Dufresne, UC Berkeley & Goldman Sachs | 02-22-2007 Start Time: 5:30pm End Time: 7:00pm Dahesh Auditorium, 580 Madison Ave (Madison & 56th street) |
| Pricing Credit Derivatives and Measuring Credit Risk in Multifactor Models | |
| Speaker | Date/Location |
| Paul Glasserman, Columbia Business School | 03-22-2007 Start Time: 5:30pm End Time: 7:00pm Dahesh Auditorium, 580 Madison Ave (Madison & 56th street) |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations | |
| Speaker | Date/Location |
| Francis A. Longstaff, UCLA | 04-19-2007 Start Time: 5:30pm End Time: 7:00pm Dahesh Auditorium, 580 Madison Ave (Madison & 56th street) |
| Convertible arbitrage in theory and practice | |
| Speaker | Date/Location |
| Paul BESSON | 05-10-2007 Start Time: 5:30pm End Time: 7:00pm Dahesh Auditorium, 580 Madison Avenue (E56th & Madison) |