2007-2008 - Financial Engineering Practitioners Seminar
<-- Return to the listSpring | |
| Where have all the Stat Arb Profits Gone? | |
| Speaker | Date/Location |
| Andrew J. Sterge, AJ Sterge Division of Magnetar Capital, LLC. | 01-28-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| How to build derivatives risk/trading analytics systems for Hedge Funds | |
| Speaker | Date/Location |
| Robert Navin, Real Time Risk Systems LLC | 02-11-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Performance Maximization of Actively Managed Funds | |
| Speaker | Date/Location |
| Gur Huberman, Columbia University - Graduate School of Business | 02-25-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| The Subprime Mortgage Crisis of 2007: Anatomy of a Market Failure | |
| Speaker | Date/Location |
| Kenneth A. Posner, Morgan Stanley | 03-10-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Hedge Fund Risk Management | |
| Speaker | Date/Location |
| Aaron Brown, AQR Capital Management | 03-24-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| A WORLD OF CHANCE: Betting on Religion, Games, Wall Street | |
| Speaker | Date/Location |
| Reuven Brenner, McGill University | 04-14-2008 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
Fall | |
| Statistical Analysis of Hedge Fund Returns: Replication and Nonlinearities | |
| Speaker | Date/Location |
| Raphael Douady of Riskdata | 09-10-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Applications of Credit Derivatives: Trading Counterparty Credit Risk | |
| Speaker | Date/Location |
| Michael Stanley, Goldman Sachs | 09-17-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Equity Trade Scheduling | |
| Speaker | Date/Location |
| Dan diBartolomeo, Northfield | 10-01-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| The Myths and Limits of Hedge Fund Replication | |
| Speaker | Date/Location |
| Lionel Martellini, EDHEC | 10-15-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Monte Carlo Estimation of Greeks | |
| Speaker | Date/Location |
| Mike Giles, University of Oxford | 10-29-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Interest rate models: paradigm shifts in recent years | |
| Speaker | Date/Location |
| Damiano Brigo, DerivativeFitch | 11-05-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |