2019-2020 Quantitative Finance Seminar
Description
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 start, unless otherwise indicated, at 5 pm. Each seminar is organized around a single theme with two 45-minute talks and a half hour reception. There is no cost to attend these seminars and everyone is welcome.
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Registration Instruction:
Register for the next seminar by clicking the following link: https://zoom.us/meeting/register/tJUlce2uqzspHdE_BrLwf0YysfcaIGGi0XVr
Seminars are held on Zoom. You need to register to get a link to join the seminar.
Abstract Submission Link:
If you are scheduled to give a talk for this seminar series, please provide your talk title and abstract here.
Schedule
| 13:00 to 14:00 |
Stephan Sturm, Worcester Polytechnic Institute Location:Online |
| 17:00 to 18:00 |
*CANCELLED*
Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Nils Detering, UC Santa Barbara Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Agostino Capponi, Columbia University Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Martin Larsson, Carnegie Mellon University Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Alexander Schied, University of Waterloo Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Ryan Donnelly, King's College London Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Sanjiv Das, Santa Clara University Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Jose Scheinkman, Columbia University Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Thomas Hurd, McMaster University Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Matthew Dixon, Illinois Institute of Technology Location:Fields Institute, Room 230 |
