- Wonderful career event for full-time students with guests from the financial industry (read more)
- Well-attended panel discussion on Quantitative Portfolio Management, co-hosted by NYU Courant's Mathematics in Finance and Columbia's Financial Engineering programs (read more)
- Michael Ang elected to the Director’s List (read more)
- Slides (891.1 KB) from the October 2 Mathematical Finance Seminar on Incorporation of Text News Analytics in Risk Assessment by Dan diBartolomeo, Northfield Information Services, Inc.
- Gene Ekster speaks on Alternate Data (watch it here)
- Minicourse with Professor Julien Guyon on Smile Calibration (watch Part 1 and Part 2)
- Professor Bruno Dupire on Maching Learning (watch it here)
- Mincourse on Volatility Futures and ETNs by Marco Avellaneda (watch it here)
Follow us on Twitter
October 23: In-depth Dive into Short-term Alpha Profiling of Portfolio Managers by Vlad Rashkovich, Bloomberg LP
November 6: Time Scales in Finance & Event-Driven Modeling by Mike Lipkin
November 13: The Impact of Disputes on Financial Markets – Two Recent Case Studies by Rick Grove and Bob Selvaggio, Rutter Associate
December 4: Collateralized Networks by Samim Ghamami, Goldman Sachs
October 19: The 2018 National Financial Mathematics Career Fair (organized by NYU Courant & IAQF)
- October 12: The NYU Courant Mathematics in Finance Alumni Association & the Columbia Financial Engineering Program present a panel discussion and networking event on Quantitiative Portfolio Management (more here)
We offer in-person and online information sessions. All information sessions are 7pm-8pm (EST).
- November 5: In person, room TBD
- December 1: Online
Those interested in participating in an online session must email firstname.lastname@example.org to register. A confirmation email will be sent a day or two prior to each online session to those participating with instructions on how to join.