Brooklyn Quant Experience (BQE) Lecture Series | NYU Tandon School of Engineering

Brooklyn Quant Experience (BQE) Lecture Series

The BQE Lecture series is held every Thursday at 6:00 p.m. ET. Add to your calendar to stay updated.

John Hull gives a talk to students as part of the NYU FRE Lecture Series

Thank you for attending our BQE Lecture Series this semester. You can watch recordings of past lectures below. Check back in the summer for our Fall 2022 schedule!

Spring 2022

Luca Capriotti
A gentle introduction to Adjoint Algorithmic Differentiation (AAD)
2/10/22
Upon the request of the speaker, no recording is available for this lecture.
Alex Shkolnik
James-Stein Estimation of Minimum Variance Portfolios
2/17/22
View Recording »
Alejandra Quintos Lima
Dependent Stopping Times and an Application to Credit Risk Theory.
2/24/22
View Recording »
Laura Leal
Optimal Execution with Quadratic Variation Inventories
3/10/22
View Recording »
Roza Galeeva
Oil Futures Volatility Smiles in 2020: Why the Bachelier Smile is Flatter
3/24/22
View Recording »
Stephan Sturm
When to Sell an Asset? - A Distribution Builder Approach
3/31/22
View Recording »
Leon Tatevossian
Risk and Reward in the Fixed-Income Market: Where are We Now?
4/21/22
View Recording »
Andrei Lyashenko
Bridging P-Q Modeling Divide with Factor HJM Modeling Framework
4/28/22
Upon the request of the speaker, no recording is available for this lecture.
Derek Snow
Simulacrum or Shenanigan: Deep Generative Models and Simulators for Financial Markets
5/5/22
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.

Past Lectures

Nassim Nicholas Taleb
What are the Technical Errors on Covid?
9/23/2021
View Recording »
Charles Fishkin
The Dysfunctional State of Risk Management Policies: What's Wrong, Why It Matters, and What Can be Done?
9/30/2021
Upon the request of the speaker, no recording is available for this lecture.
Mike Lipkin
Turbulence in Finance
10/7/2021
View Recording »
Peter Carr
Optionality as a Binary Operation
10/14/2021
View Recording»
David Shimko
Arbitrage-Based Derivative Pricing without Stochastic Calculus
10/21/2021
View Recording »
Federico Bandi
Spectral Asset Pricing
10/28/2021
View Recording »
Kim Weston
Equilibrium Existence in a Limited Participation Economy
11/4/2021
View Recording »
Liuren Wu
A Factor Model of Company Valuation
11/11/2021
View Recording »
Naresh Malhotra
Market Liquidity Risk in Financial Markets
11/18/2021
Upon the request of the speaker, no recording is available for this lecture.
Frederic Siboulet
Machine Learning in Financial Services
12/2/2021
Upon the request of the speaker, no recording is available for this lecture.
Bruno Kamdem
Tradable Carbon Permits Auctions Under Regulation and Competition
12/9/2021
View Recording »
Keith Lewis
Managing Member, KALX, LLC
2/4/2021
View Recording »
Tom Davis
Vice President, Director Research, Fixed Income and Derivatives, FactSet
2/11/2021
View Recording »
Ed Weinberger
Adjunct Professor, NYU Tandon FRE
2/18/2021
View Recording »
Doyne Farmer
Baillie Gifford Professor of Mathematics, University of Oxford
2/25/2021
View Recording»
Laura Balotta
Professor, Cass Business School
3/4/2021
View Recording »
Roza Galeeva
Adjunct Professor, NYU Tandon FRE
3/11/2021
View Recording »
Viktor Todorov
Professor of Risk Management and Professor of Finance at the Kellogg School of Management, Northwestern University
3/18/2021
View Recording »
Leon Tatevossian
Adjunct Professor, NYU Tandon FRE
3/25/2021
View Recording »
Maggie Copeland
Adjunct Professor, NYU Tandon FRE
4/1/2021
View Recording »
Samim Ghamami
Senior Researcher at NYU and UC Berkeley
4/8/2021
View Recording »
Sasha Stoikov
Senior Research Associate, Cornell Financial Engineering Manhattan (CFEM)
4/15/2021
View Recording »
George Skiadopoulos
Professor of Finance in the School of Economics and Finance at Queen Mary University of London
4/22/2021
View Recording »
Ioana Boier
Head of Quantitative Portfolio Solutions, Alphadyne Asset Management
5/6/2021
Sandrine Ungari
MD, Societe Generale
5/13/2021
View Recording »
Alexander Antonov
Chief Analyst, Danske Bank
9/10/2020
View Recording »
Jon Hill
NYU Tandon
9/17/2020
View Recording »
Steven Heston
Professor of Finance at University of Maryland, College Park
9/24/2020
View Recording »
Pasquale Cirillo
Professor of Risk Management, University of Nicosia, Cyprus
10/01/2020
View Recording »
Conall O'Sullivan
Assistant Professor of Finance, University of Dublin
10/08/2020
View Recording »
Weilong Fu
Ph.D. Candidate, Columbia University
10/15/2020
Bruno Kamdem
Professorial Lecturer, The George Washington University
10/22/2020
View Recording »
Peter Carr
NYU Tandon, FRE Department Chair
10/29/2020
View Recording »
Sanjay K. Nawalkha
Professor of Finance, University of Massachusetts
11/05/2020
View Recording »
David Shimko
NYU Tandon, Industry Full Professor
11/12/2020
View Recording »
Oleg Bondarenko
Professor, University of Illinois at Chicago
11/19/2020
View Recording »
Ting Kam Leonard Wong
Assistant Professor, University of Toronto
12/03/2020
Michael Konikov
Senior VP and Head of Quantitative Development Numerix
12/10/2020