Events

The Business of Blockchains

Want to learn what blockchains are all about? From theory to implementation, this course has you covered. With hands-on exercises, understand how to reframe your service or product using a blockchain...

Event Archives

The State of the US Listed Options Industry

You are cordially invited to attend the last FRE Lecture this semester. Henry Schwartz, president...

The Micro-Price

Join us for the lecture with: Sasha Stoikov, senior research associate, Cornell Financial...

Identifying Financial Risk Factor with Sparse and Low-Rank Decompositions

You are cordially invited to attend the FRE Lecture. Lisa Goldberg will present a talk on the...

Smiling Hyperbolas

Please join us for a talk with: Alexey Polishchuk, Quant Research Analyst, Bloomberg L.P. Light...

Parallel Processing for the Pricing of Financial Derivatives: Examples with SPX and SPY Options

You are cordially invited to attend the FRE Lecture when Louis Scott, Officer in the Model Risk...

Probability Density of Lognormal Fractional Sabr Model

Please join us for the lecture with: Tai-Ho Wang, Math Professor, Baruch College, CUNY Refreshments...