Spring 2005-2006 - Financial Engineering Practitioners Seminar
<-- Return to the list| The Shape of Fraud | |
| Speaker | Date/Location |
| Adil Abdulali, Protégé Partners | 04-24-2006 Start Time: 6:00pm End Time: 7:30pm 614 Schermerhorn |
| Demand-Based Option Pricing | |
| Speaker | Date/Location |
| Lasse Pedersen, New York University | 04-03-2006 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Liquidity and asset pricing: a (partial) survey | |
| Speaker | Date/Location |
| Yacov Amihud, New York University | 03-20-2006 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Traditional Securities Research in a Stochastic Framework | |
| Speaker | Date/Location |
| Kenneth Posner, Morgan Stanley | 02-27-2006 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Relative-Value Volatility Modelling | |
| Speaker | Date/Location |
| Marco Avellaneda, New York University | 02-20-2006 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Valuing MBSs and CMOs | |
| Speaker | Date/Location |
| Harvey Stein, Bloomberg LP | 02-13-2006 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Why Care About Variance in Option Pricing? | |
| Speaker | Date/Location |
| Nassim Nicholas Taleb, Empirica Inc and University of Massachusetts, Amherst | 01-23-2006 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |