Fall 2008-2009 - Financial Engineering Practitioners Seminar
<-- Return to the list| The Effects of The Current Crisis on the Future of Quantitative Finance | |
| Speaker | Date/Location |
| Richard Lindsey (Calcott Group), Paul Russo (Goldman Sachs), Michael Mendelson (AQR), Peter Carr (Bloomberg) | 11-24-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| The Concept of Credit OAS in Valuation of MBS | |
| Speaker | Date/Location |
| Alex Levin, Andrew Davidson & Co. | 11-10-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| The Post-Crisis World: Where Will Agency MBSs Trade? | |
| Speaker | Date/Location |
| Leon Tatevossian, Zetian Capital, LLC & Columbia University (IEOR) | 11-03-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Chasing Your Tail | |
| Speaker | Date/Location |
| Andrew Weisman, Patel Weisman | 10-13-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| August 2007 Quantitative Equity Turbulence: An Unknown Unknown Becomes A Known Unknown | |
| Speaker | Date/Location |
| Brian Hayes, LBAIM Investment Team | 09-15-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Hard-To-Borrow Stocks, Volatility and Bubble Dynamics: A Challenge to Jarrow + Protter? | |
| Speaker | Date/Location |
| Michael Lipkin, American Stock Exchange & Columbia University (IEOR) | 09-08-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |