Upcoming Events | NYU Tandon School of Engineering

Upcoming Events

FRE Lecture Series


Photo of Industry Women in Quant Finance event.

Peter Cotton
Center for Financial Mathematics and Actuarial Research, UC Santa Barbara
"Who Ya Gonna Call"
9/19/2019
Makerspace

John Hull
University of Toronto
"XVA's"
9/26/2019
LC 400 - Dibner

Matthias Heymann
Goldman Sachs
"The Adaptive Curve Evolution Model for Interest Rates"
10/3/2019
MakerSpace

Mykhaylo Shkolnikov
Bendheim Center for Finance at Princeton University
"From Systemic Risk to Supercooling and Back"
10/10/2019
Pfizer Auditorium

John Crosby
Smith School of Business, University of Maryland
"Unspanned Risks, Negative Local Time Risk Premiums, and Empirical Consistency of Models of Interest-Rate Claims"
10/17/2019
Pfizer Auditorium

Nassim Taleb
NYU Tandon, Department of Finance and Risk Engineering
"The Statistical Consequences of Fat Tails"
10/24/2019
Pfizer Auditorium

Pasquale Cirillo
Delft University of Technology
"The Distortions of Finance"
10/31/2019
MakerSpace

Aparna Gupta
Rensselaer Polytechnic Institute
TBA
11/7/2019
LC 400 - Dibner

David Shimko
NYU Tandon, Department of Finance and Risk Engineering
"A Structural Model for Capital Market Equilibrium"
11/14/2019
MakerSpace

Ben Steiner
BNP Paribas
"Model Risk Management for Trading Strategies Built with Deep Learning"
11/21/2019
LC 400 - Dibner

Yuewu Xu
Fordham University
TBA
11/21/2019
LC 400 - Dibner