Spring 2006-2007 - Financial Engineering Practitioners Seminar
<-- Return to the list| Where is the Option? Prepayment Modeling of MBS | |
| Speaker | Date/Location |
| Andrew Kalotay, Andrew Kalotay Associates & Deane Yang, Polytechnic University | 04-30-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| TBA | |
| Speaker | Date/Location |
| Stephane Crepey | 04-16-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Sherlock Trader: Take-Over Sleuth | |
| Speaker | Date/Location |
| Michael Lipkin, American Stock Exchange & Columbia University (IEOR) | 04-09-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Robustness and sensitivity analysis of risk measurement procedures | |
| Speaker | Date/Location |
| Rama Cont, Columbia University (IEOR) | 03-19-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Equity Correlation Swaps: A New Approach For Modelling & Pricing | |
| Speaker | Date/Location |
| Sebastian Bossu, Dresdner Kleinwort | 02-26-2007 Start Time: 6:00pm End Time: 7:30pm 303 Mudd |
| Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices & Why has CEO pay increased so much? | |
| Speaker | Date/Location |
| Xavier Gabaix, MIT | 02-19-2007 Start Time: 6:00pm End Time: 7:30pm 417 International Affairs Building, Altschul Auditorium |
| Two Topics in Finance: Siamese Twins and The Macroinvestment Function | |
| Speaker | Date/Location |
| Stephen Ross, MIT | 02-05-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Derivatives Replication under Laplace Dynamics | |
| Speaker | Date/Location |
| Peter Carr, Bloomberg | 01-22-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |