Events

Event Archives

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...

A Confidence-Based Model for Asset and Derivative Prices in the Bitcoin Market

Please join us for a talk with Gianna Figa Talamanca, Associate Professor, Dept. of Economics...