Spring 2008-2009 - Financial Engineering Practitioners Seminar
<-- Return to the list| 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 |
| 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 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |