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
Past Events
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Friday, December 11, 20205:30PM, Online
Special Event - ONLINE PANEL DISCUSSION ON LIBOR TRANSITION
Claudio Albanese, Antje Berndt, Samim Ghamami, Lotfi Karoui, Petter Kolm and Fabio Mercurio -
Tuesday, December 8, 20205:30PM, Online Zoom
On the Value of Portfolio Construction
Jason MacQueen, Smart Portfolio Strategies (SPS) -
Tuesday, November 10, 20205:30PM, Online
Static Replication of European Standard Dispersion Options as a Radon Transform Inverse Problem
Sébastien Bossu, NYU Courant & Ogee Group LLC