The Courant Institute of Mathematical Sciences,
New York University

Mathematical Finance Seminar
Spring Semester 2012

The seminar presents weekly lectures in financial modeling by leading researchers and industry people. Meetings take place Thursdays from 5:30 to 7 p.m. in room 102 of Warren Weaver Hall, 251 Mercer St., at the NYU Washington Square campus. The seminar is open to the public.

Once a month, we hold a joint session with Columbia University's Center for Financial Engineering to produce the New York Quantitative Finance Seminar, a cycle of high-profile lectures that bring together the broad New York community interested in quantitative finance. The schedule of the NY Quantitative Finance Seminar can be found at the Center for Financial Engineering at Columbia University. Meetings of the NYQF seminar usually take place in the BlackRock offices on 52nd Street

For information about the seminars or to be included in our weekly e-mail list, please contact Marco Avellaneda.

February 9,2012 Alan de Genaro Dario, CIMS and BM&F Bovespa, Sao Paulo
Point Processes in Finance: new results for High Frequency Trading (abstract)
Location: Warren Weaver Hall (Courant Building) Room 102