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2015-2016 Quantitative Finance Seminar
July 1, 2015 to June 30, 2016, The Fields Institute
Overview
The Quantitative Finance Seminar has been a centerpiece of the Commercial/Industrial program at the Fields Institute since 1995. Its mandate is to arrange talks on current research in quantitative finance that will be of interest to those who work on the border of industry and academia. Wide participation has been the norm with representation from mathematics, statistics, computer science, economics, econometrics, finance and operations research. Topics have included derivatives valuation, credit risk, insurance and portfolio optimization.
Talks occur on the last Wednesday of every month throughout the academic year and usually take place in the evening. Each seminar is organized around a single theme with two 45-minute talks with time for networking in between them. There is no cost to attend these seminars and everyone is welcome.
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Schedule
Past Talks
| 17:00 to 17:45 |
Roger Stein, Massachusetts Institute of Technology Location:Fields Institute, Room 230 |
| 18:15 to 19:00 |
Álvaro Cartea, University of Oxford Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
David Li, Global Risk Institute Location:Fields Institute, Room 230 |
| 18:15 to 19:00 |
René Carmona, Princeton University Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Phelim Boyle, Wilfrid Laurier University Location:Fields Institute, Room 230 |
| 18:15 to 19:15 |
Jim Gatheral, Baruch College - The City of University of New York Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Co-Pierre Georg, University of Cape Town and Deutsche Bundesbank Location:Fields Institute, Stewart Library |
| 18:15 to 19:15 |
Sebastian Jaimungal, University of Toronto Location:Fields Institute, Stewart Library |
| 17:00 to 18:00 |
Ron Dembo, Zerofootprint Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Dan Rosen, S&P Capital IQ Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Alexander Lipton, Bank of America and Oxford University Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
John Hull, University of Toronto Location:Fields Institute, Room 230 |
