Mathematical Finance & Financial Data Science Seminar

The mathematical finance & financial data science seminar covers a broad range of topics in mathematical and quantitative finance, including:

  • Data science and machine learning in finance
  • Big data  and econometric techniques
  • Quantitative finance
  • Market microstructure and trading costs 
  • Portfolio and risk management
  • Pricing, hedging and risk models
  • Regulation and regulatory models
  • Trading strategies and back testing

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This seminar series is part of the Quantitative Finance & Financial Data Science Working Group's activities at NYU Courant, organized by Petter Kolm (email: petter DOT kolm AT nyu DOT edu).

Presenters include invited visitors and NYU Courant faculty. Seminar presentations often cover original research. All seminars are held online as per the schedule below. 

Seminar Organizer(s): Prof. Petter Kolm

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