2008-2009 - Financial Engineering Practitioners Seminar
<-- Return to the listFall | |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 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 |
Spring | |
| Gamma Expansion of the Heston Stochastic Volatility Model | |
| Speaker | Date/Location |
| Paul Glasserman, Business School: Columbia University | 02-02-2009 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Dynamic Leverage | |
| Speaker | Date/Location |
| Mikhail Smirnov, Department of Mathematics: Columbia University | 02-16-2009 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option | |
| Speaker | Date/Location |
| Andrew Ang, Business School: Columbia University | 03-02-2009 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| A Deep Dive into the VIX: Trading Equity Volatility though the Crisis | |
| Speaker | Date/Location |
| Karg 'Buzz' Gregory, Goldman Sachs | 03-23-2009 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Commodities and Commodity Derivatives (Part 1) | |
| Speaker | Date/Location |
| Helyette Geman, Director, Commodity Finance Centre, Birkbeck, University of London & ESCP- EAP | 04-14-2009 Start Time: 3:00pm End Time: 5:00pm Mudd 303 |
| Commodities and Commodity Derivatives (Part 2) | |
| Speaker | Date/Location |
| Helyette Geman, Director, Commodity Finance Centre, Birkbeck, University of London & ESCP- EAP | 04-21-2009 Start Time: 3:00pm End Time: 5:00pm Mudd 303 |
| The Quant Delusion: Financial Engineering in the post-Lehman Landscape | |
| Speaker | Date/Location |
| Stephen Blyth, Harvard Management Co. | 04-27-2009 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Commodities and Commodity Derivatives (Part 3) | |
| Speaker | Date/Location |
| Helyette Geman, Director, Commodity Finance Centre, Birkbeck, University of London & ESCP- EAP | 04-28-2009 Start Time: 3:00pm End Time: 5:00pm Mudd 303 |