Events

2007-2008 - The New York Quantitative Finance Seminar

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Fall

Measuring the Volatility of Credit Ratings
SpeakerDate/Location
William Morokoff, Standard and Poor's
12-13-2007
Start Time: 5:30pm
End Time: 7:00pm
Park Avenue Plaza at 55 East 52nd Street
Quantitative Aspects of Algorithmic Equity Trading
SpeakerDate/Location
Robert Almgren, Bank of America Securities
11-29-2007
Start Time: 5:30pm
End Time: 7:00pm
Park Avenue Plaza at 55 East 52nd Street
Fire the Braniacs!
SpeakerDate/Location
James Grant, Grant’s Interest Rate Observer
10-25-2007
Start Time: 5:30pm
End Time: 7:00pm
Park Avenue Plaza at 55 East 52nd Street
Asset Price Bubbles in Incomplete Markets
SpeakerDate/Location
Robert Jarrow, Cornell University
09-27-2007
Start Time: 5:30pm
End Time: 7:00pm
Park Avenue Plaza at 55 East 52nd Street

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Spring

Interest Rate Models: the Past, the Present and the Future
SpeakerDate/Location
Jesper Andreasen, Danskebank
05-29-2008
Start Time: 5:30pm
End Time: 7:00pm
Park Avenue Plaza at 55 East 52nd Street
The science behind search technology applied to institutional trading
SpeakerDate/Location
George Kledaras, CecilRep LLC
04-24-2008
Start Time: 5:30pm
End Time: 7:00pm
Park Avenue Plaza at 55 East 52nd Street (11th Floor)
The Pricing of Volatility Derivatives: New Developments
SpeakerDate/Location
Jim Gatheral, Merrill Lynch and Courant Institute
03-27-2008
Start Time: 5:30pm
End Time: 7:00pm
Park Avenue Plaza at 55 East 52nd Street
Modeling Equity Market Behavior
SpeakerDate/Location
Robert Fernholz, INTECH
02-28-2008
Start Time: 5:30pm
End Time: 7:00pm
Park Avenue Plaza at 55 East 52nd Street
What Happened to the Quants in August 2007?
SpeakerDate/Location
Amir E. Khandani & Andrew W. Lo, MIT
01-31-2008
Start Time: 5:30pm
End Time: 7:00pm
The American Conference Center - 780 Third Avenue (between 48/49)

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Summer

There are no seminars schedule for this semester.

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