Fall 2005-2006 - Financial Engineering Practitioners Seminar
<-- Return to the list| Structure and Behavior of Commodities Markets | |
| Speaker | Date/Location |
| David Eliezer, Integrated Finance Ltd. | 11-28-2005 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Modeling Hedge Fund Risk with a Multi-State Normal Distribution | |
| Speaker | Date/Location |
| Robert Litzenberger, Azimuth | 11-21-2005 Start Time: 6:00pm End Time: 7:30pm Interschool Lab, 750 Schapiro CEPSR |
| An Alternative Future: An Exploration of the Role of Hedge Funds | |
| Speaker | Date/Location |
| Cliff Asness, Managing and Founding Principal, AQR Capital Management, LLC. | 11-14-2005 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Issues in CDO modeling | |
| Speaker | Date/Location |
| Leif Andersen, Banc of America | 10-24-2005 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| A multi time-scale statistical feedback model of volatility: Stylized facts and implications for option pricing | |
| Speaker | Date/Location |
| Lisa Borland, EVA Funds, San Francisco | 10-10-2005 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Do Funds-of-Funds Deserve Their Fees-on-Fees? | |
| Speaker | Date/Location |
| Andrew Ang, Columbia University (Graduate School of Business) | 09-19-2005 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Skew modeling | |
| Speaker | Date/Location |
| Bruno Dupire, Bloomberg, New York | 09-12-2005 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |