Upcoming Events

FRE Lecture Series


Photo of Industry Women in Quant Finance event.

October 25, 2018, 6pm: Particle Filtering with Stable Errors
Speaker: Hu McCulloch, Professor Emeritus of Economics and Finance, Ohio State University

November 1, 2018, 6pm: A Term Structure Model for Dividends and Interest Rates
Speaker: Sander Willems, PhD Candidate, Swiss Finance Institute, École Polytechnique Fédérale de Lausanne

November 8, 2018, 6pm: Machine Learning for Quantitative Finance: Fast Derivative Pricing, Hedging and Fitting
Speaker: Dilip Madan, Professor of Mathematical Finance, Robert H. Smith School of Business

November 15, 2018. 6pm: A Forward Equation for Barrier Options for Efficient Model Calibration
Speaker: Christoph Reisinger, Professor of Applied Mathematics, University of Oxford

November 29, 2018, 6pm: Illiquidity and Financial Contagion in a Multi-Layered Financial Network
Speaker: Zachary Feinstein, Assistant Professor, Electrical and Systems Engineering Department, Washington University