Events

Valgebra

Please join us for the the BBQ Keynote Talk. Speaker: Peter Carr, Department Chair and Professor, Finance and Risk Engineering Abstract: We apply abstract algebra to arbitrage-free valuation of...

Talk with David Shimko

Please join us for a talk with David Shimko. More information will be forthcoming.

Talk with Roger Stein

Please join us for a talk with Roger Stein. More information will be forthcoming.

Event Archives

Estimating Term Structure Models for Fixed Income Quantitative Trading

You are cordially invited to attend the following FRE Lecture. Our invited guest is Edith Mandel,...

Professor Dilip Madan's 70th Birthday Conference

A Mathematical Finance Conference in honor of the 70th Birthday of Dilip B. Madan Hosted by the...

Inverse Problems in Finance

Welcome back to the spring 2017 semester. We have an exciting list of guest speakers coming to...

The Recovery Theorem and Long-Term Factorization of the Pricing Kernel

You are cordially invited to the FRE Lecture Series. Our special invited guest speaker is Likuan...

Interview Aces Workshop: Guided Tour Inside the Random Walk with Declinations of Black Scholes and Merton

The Department of FINANCE and RISK ENGINEERING at the NYU Tandon School of Engineering announces...

Positive Interest Revisited: Yield Curve Modeling in Low Rate Environments

You are cordially invited to the FRE Lecture Series. Our special invited guest speaker is: Bjorn...