2014-2015 Quantitative Finance Seminar
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
| 17:00 to 18:00 |
Marcel Nutz, Columbia University Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Joe Langsam, University of Maryland Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Sasha Stoikov, Cornell University Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
No Title Specified
Yaacov Mutnikas, Bank of England Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Joe Campolieti, Wilfrid Laurier University Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Terry Rockafellar, University of Washington Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Paolo Guasoni, Boston University and Dublin City University Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Anna Obizhaeva, University of Maryland Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Yuri Lawryshyn, University of Toronto Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Damiano Brigo, Imperial College London Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Paul Glasserman, Columbia University Location:Fields Institute, Room 230 |
