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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Tuesday, May 1, 20185:30PM, Warren Weaver Hall 1302
Funding and Counterparty Credit Costs for CCP and OTC Trading
Leif B. Andersen, BAML and NYU Courant Institute -
Tuesday, March 27, 20185:30PM, Warren Weaver Hall 1302
The Dispersion Bias
Lisa Goldberg, University of California, Berkeley and Aperio Group -
Tuesday, March 6, 20185:30PM, Warren Weaver Hall 1302
Non-Traditional Datasets in Quantitative Investing: Challenges and Solutions
Gene Ekster, Alternative Data Group -
Tuesday, February 6, 20185:30PM, Warren Weaver Hall 1302
Trading Illiquid Goods: Market Making as a Sequence of Sealed-Bid Auctions, with Analytic Results
Peter Cotton, Data Science Division of J.P. Morgan