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
-
Tuesday, April 28, 20205:30PM, Warren Weaver Hall 1302
CANCELLED - On the Value of Portfolio Construction
Jason MacQueen, Smart Portfolio Strategies (SPS) -
Tuesday, April 21, 20205:30PM, Warren Weaver Hall 1302
CANCELLED - The Joint S&P 500/VIX Smile Calibration Puzzle Solved
Julien Guyon, Bloomberg L.P. -
Tuesday, March 31, 20205:30PM, Warren Weaver Hall 1302
CANCELLED - Modeling Interest Rate and FX Derivatives with Division Algebras
Gregory Pelts -
Tuesday, March 24, 20205:30PM, Warren Weaver Hall 1302
CANCELLED - Machine Learning for Quantitative Investment and Wealth Management: Opportunities and Challenges
Cristian Homescu, Director, Chief Investment Office, Investment Solutions Group at Bank of America -
Tuesday, March 3, 20205:30PM, Warren Weaver Hall 1302
Financial Applications of Machine Learning
Terry Benzschawel, Benzschawel Scientific, LLC -
Tuesday, February 18, 20205:30PM, Warren Weaver Hall 1302
The Importance of Clean-Up Cost in Algorithmic Trading
Nick Westray, NYU Courant -
Tuesday, February 4, 20205:30PM, Warren Weaver Hall 1302
Looking Forward to Backward-Looking Rates: A Modeling Framework for Term Rates Replacing LIBOR
Fabio Mercurio, Bloomberg & NYU Courant