Fall 2003-2004 - Financial Engineering Practitioners Seminar
<-- Return to the list| Dangerous Attractions: Informationless Investing and Hedge Fund Performance Measurement Bias | |
| Speaker | Date/Location |
| Andrew Weisman, Strativarius Partners | 11-17-2003 Start Time: 5:30pm End Time: 7:00pm Hamilton 717 |
| Risk measurement for risk arbitrage strategies | |
| Speaker | Date/Location |
| Allan M. Malz, RiskMetrics Group | 11-10-2003 Start Time: 5:30pm End Time: 7:00pm Interschool Lab, Schapiro CEPSR |
| A theory of non-Gaussian option pricing: capturing the smile and the skew | |
| Speaker | Date/Location |
| Lisa Borland, Evnine-Vaughan Associates Inc. | 10-20-2003 Start Time: 5:30pm End Time: 7:00pm Hamilton 717 |
| The Default Probability of Firms Implied by Their Equity Options Volatility Surfaces | |
| Speaker | Date/Location |
| Joe Zou, Goldman, Sachs & Co. | 09-22-2003 Start Time: 5:30pm End Time: 7:00pm Interschool Lab, Schapiro CEPSR |
| "Blowup" versus "Bleed": What Does Empirical Psychology Say About the Preference For Negative Skewness? | |
| Speaker | Date/Location |
| Nassim Nicholas Taleb, Empirica Capital LLC. | 09-18-2003 Start Time: 5:30pm End Time: 7:00pm Math 312 |