Spring 2004-2005 - Financial Engineering Practitioners Seminar
<-- Return to the list| A Note on Strategic and Tactical Asset Allocation for Hedge Funds | |
| Speaker | Date/Location |
| Hari Krishnan, Morgan Stanley | 05-02-2005 Start Time: 6:00pm End Time: 7:30pm Mudd 303 |
| Fed Funds‑Everything Else is a Derivative | |
| Speaker | Date/Location |
| Stan Jonas, FIMAT | 04-18-2005 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Optimal Portfolio Construction from Ordering Information | |
| Speaker | Date/Location |
| Neil Chriss, Managing Director of Quantitative Strategies, SAC Capital Management, LLC. | 04-04-2005 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| A Multi-Factor Binomial Interest Rate Model with State Time Dependent Volatilities | |
| Speaker | Date/Location |
| Thomas S. Y. Ho | 03-28-2005 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Fundamentals Drive Alpha | |
| Speaker | Date/Location |
| Bob Litterman, Managing Director, Goldman, Sachs & Co. | 03-21-2005 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Establishing a Formal System of Internal Controls for Modeling Operational Risk | |
| Speaker | Date/Location |
| Peter Vinella and Jeanette Jin, PVA International | 03-07-2005 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Options on Realized Volatility | |
| Speaker | Date/Location |
| Zhenyu Duanmu, Merrill Lynch | 02-07-2005 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |
| Measuring and dynamically hedging the economic value of a derivative portfolio for counterparty credit risk | |
| Speaker | Date/Location |
| Evan Picoult, Managing Director, Citigroup | 01-25-2005 Start Time: 6:00pm End Time: 7:30pm 412 Shapiro CEPSR, Davis Auditorium |