2008-2009 - The New York Quantitative Finance Seminar
<-- Return to the listFall | |
| 2008 Bailouts: As Seen through the Lens of LTCM | |
| Speaker | Date/Location |
| Eric R. Rosenfeld | 12-11-2008 Start Time: 5:30pm End Time: 7:30pm Park Avenue Plaza at 55 East 52nd Street |
| Why Is Financial Market Volatility So High? | |
| Speaker | Date/Location |
| Robert Engle, New York University | 11-19-2008 Start Time: 5:30pm End Time: 7:00pm Park Avenue Plaza at 55 East 52nd Street |
| The Subtle Nature Of Price Efficiency: How Markets Slowly Digest Supply And Demand. | |
| Speaker | Date/Location |
| Jean Philippe Bouchaud | 10-30-2008 Start Time: 5:30pm End Time: 7:30pm Park Avenue Plaza at 55 East 52nd Street, 11FL |
| The Study of Price Impact and Effective Spread | |
| Speaker | Date/Location |
| Anna Obizhaeva | 09-25-2008 Start Time: 5:30pm End Time: 7:00pm Park Avenue Plaza at 55 East 52nd Street, 11FL |
Spring | |
| CoVaR | |
| Speaker | Date/Location |
| Tobias Adrian, Federal Reserve Bank of New York | 05-20-2009 Start Time: 5:30pm End Time: 7:30pm Park Avenue Plaza at 55 East 52nd Street |
| 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 |
Summer | |
| There are no seminars schedule for this semester. | |