Peter Carr Brooklyn Quant Experience (BQE) Seminar Series
The Peter Carr BQE Seminar Series is held every Thursday at 6:00 p.m. ET unless otherwise noted. Add each seminar to your calendar to stay updated.
NYU Students are highly encouraged to attend in person. All other non-NYU guests are invited to attend virtually.
Spring 2023
Anomalies and Their Short-Sale Costs
Exploiting Structure in Reinforcement Learning to Mitigate Risk in Real-World Financial Control Problems
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Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Semi-Parametric Replication of Barrier-Style Claims on Price and Volatility
Event-Driven Finance Trading Biotech Events at Intermediate Time-Scales
Are you interested in attending our BQE Seminar Series? Join our mailing list. Note: NYU MSFE students and faculty will automatically receive updates about our BQE Seminar Series and do not need to sign up.
Stay up-to-date with department news whether on the go or at your desk. Follow FRE on Twitter, Instagram, LinkedIn, and Facebook. You can also watch our previous lectures on YouTube.
Past Lectures
Fall 2022
VIX Options and Rough Volatility
Common Pricing of Decentralized Risk: A New Linear Option Pricing Model
(In Memoriam) Generalizations of the Carr-Madan Spanning Formula
Compound Option Pricing and the Roll-Geske-Whaley Formula Under the Conjugate-Power Dagum Distribution
A Systemization of Knowledge (SoK): Blockchain Decentralization and Implications for Tokeneconomy
Spring 2022
Upon the request of the speaker, no recording is available for this lecture.
James-Stein Estimation of Minimum Variance Portfolios
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Dependent Stopping Times and an Application to Credit Risk Theory.
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Optimal Execution with Quadratic Variation Inventories
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Oil Futures Volatility Smiles in 2020: Why the Bachelier Smile is Flatter
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When to Sell an Asset? - A Distribution Builder Approach
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Risk and Reward in the Fixed-Income Market: Where are We Now?
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Bridging P-Q Modeling Divide with Factor HJM Modeling Framework
Upon the request of the speaker, no recording is available for this lecture.
Simulacrum or Shenanigan: Deep Generative Models and Simulators for Financial Markets
Upon the request of the speaker, no recording is available for this lecture.
Are you interested in attending our BQE Lecture Series? Join our mailing list. Note: NYU MSFE students and faculty will automatically receive updates about our BQE Lecture Series and do not need to sign up.
Stay up-to-date with department news whether on the go or at your desk. Follow FRE on Twitter, Instagram, LinkedIn, and Facebook. You can also watch our previous lectures on YouTube.
The Department of Finance and Risk Engineering at NYU Tandon provides reasonable accommodations to people with disabilities. Requests for accommodations for events and services should be submitted at least two weeks before the date of the accommodation need. Please email fre.communications@nyu.edu for assistance.
Fall 2021
What are the Technical Errors on Covid?
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The Dysfunctional State of Risk Management Policies: What's Wrong, Why It Matters, and What Can be Done?
Upon the request of the speaker, no recording is available for this lecture.
Turbulence in Finance
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Optionality as a Binary Operation
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Arbitrage-Based Derivative Pricing without Stochastic Calculus
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Spectral Asset Pricing
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Equilibrium Existence in a Limited Participation Economy
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A Factor Model of Company Valuation
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Market Liquidity Risk in Financial Markets
Upon the request of the speaker, no recording is available for this lecture.
Machine Learning in Financial Services
Upon the request of the speaker, no recording is available for this lecture.
Tradable Carbon Permits Auctions Under Regulation and Competition
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Spring 2021
Managing Member, KALX, LLC
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Vice President, Director Research, Fixed Income and Derivatives, FactSet
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Adjunct Professor, NYU Tandon FRE
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Baillie Gifford Professor of Mathematics, University of Oxford
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Professor, Cass Business School
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Adjunct Professor, NYU Tandon FRE
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Professor of Risk Management and Professor of Finance at the Kellogg School of Management, Northwestern University
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Adjunct Professor, NYU Tandon FRE
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Adjunct Professor, NYU Tandon FRE
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Senior Researcher at NYU and UC Berkeley
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Senior Research Associate, Cornell Financial Engineering Manhattan (CFEM)
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Professor of Finance in the School of Economics and Finance at Queen Mary University of London
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Head of Quantitative Portfolio Solutions, Alphadyne Asset Management
MD, Societe Generale
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Fall 2020
Chief Analyst, Danske Bank
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NYU Tandon
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Professor of Finance at University of Maryland, College Park
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Professor of Risk Management, University of Nicosia, Cyprus
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Assistant Professor of Finance, University of Dublin
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Ph.D. Candidate, Columbia University
Professorial Lecturer, The George Washington University
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NYU Tandon, FRE Department Chair
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Professor of Finance, University of Massachusetts
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NYU Tandon, Industry Full Professor
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Professor, University of Illinois at Chicago
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Assistant Professor, University of Toronto
Senior VP and Head of Quantitative Development Numerix
The Department of Finance and Risk Engineering at NYU Tandon provides reasonable accommodations to people with disabilities. Requests for accommodations for events and services should be submitted at least two weeks before the date of the accommodation need. Please email fre.communications@nyu.edu for assistance.