Fall 2004-2005 - Financial Engineering Practitioners Seminar
<-- Return to the list| Neutralizing betas without neutralizing alphas in funds of hedge funds | |
| Speaker | Date/Location |
| Craig French & Jimmy Liew, Dubin & Swieca Capital Management, LLC. | 11-29-2004 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Outlook for U.S. Equity Markets | |
| Speaker | Date/Location |
| Thomas McManus, Bank of America Securities. | 11-22-2004 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Macrofinance: New Contingent Claims Framework for Valuation and Risk Analysis of Economies and its Real-world Applications | |
| Speaker | Date/Location |
| Dr. Dale Gray, President of Macro Financial Risk Corporation and Co-director of Moody's-MfRisk Project | 11-15-2004 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Great Moments in Financial Economics: The Hidden History | |
| Speaker | Date/Location |
| Mark Rubinstein, The Haas School, University of California, Berkeley | 11-01-2004 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Prediction Markets | |
| Speaker | Date/Location |
| Justin Wolfers, Business and Public Policy Dept, The Wharton School | 10-18-2004 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Options Market-Making on an Exchange Floor. Reality, NOT Theory | |
| Speaker | Date/Location |
| Michael Lipkin, Katama Trading LLC. | 09-27-2004 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Robust Hedging of Volatility Derivatives | |
| Speaker | Date/Location |
| Roger Lee, University of Chicago | 09-20-2004 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Pricing of Money Management Firms: A Bleak Future or an Example of Limits of Arbitrage? | |
| Speaker | Date/Location |
| Gur Huberman, Columbia University | 09-13-2004 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |