Peter Carr Brooklyn Quant Experience (BQE) Seminar Series | NYU Tandon School of Engineering

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.


Peter Carr

NYU Students are highly encouraged to attend in person.
All other non-NYU guests are invited to attend virtually.


Fall 2022

Emanuel Derman
A Stylized History of Quantitative Finance
9/22/22

Alex Pannier
VIX Options and Rough Volatility
9/29/22

Nassim Nicholas Taleb
Covid: A Lesson in Risk Management
10/6/22

Liuren Wu
Common Pricing of Decentralized Risk: A New Linear Option Pricing Model
10/13/22

10/20/22



11/17/22

12/1/22

12/8/22

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.

 

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

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

Alejandra Quintos Lima
Dependent Stopping Times and an Application to Credit Risk Theory.

Laura Leal
Optimal Execution with Quadratic Variation Inventories

Roza Galeeva
Oil Futures Volatility Smiles in 2020: Why the Bachelier Smile is Flatter

Stephan Sturm
When to Sell an Asset? - A Distribution Builder Approach

Leon Tatevossian
Risk and Reward in the Fixed-Income Market: Where are We Now?

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.


Nassim Nicholas Taleb
What are the Technical Errors on Covid?

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

Peter Carr
Optionality as a Binary Operation

David Shimko
Arbitrage-Based Derivative Pricing without Stochastic Calculus

Federico Bandi
Spectral Asset Pricing

Kim Weston
Equilibrium Existence in a Limited Participation Economy

Liuren Wu
A Factor Model of Company Valuation

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

Keith Lewis
Managing Member, KALX, LLC

Tom Davis
Vice President, Director Research, Fixed Income and Derivatives, FactSet

Ed Weinberger
Adjunct Professor, NYU Tandon FRE

Doyne Farmer
Baillie Gifford Professor of Mathematics, University of Oxford

Laura Balotta
Professor, Cass Business School

Roza Galeeva
Adjunct Professor, NYU Tandon FRE

Viktor Todorov
Professor of Risk Management and Professor of Finance at the Kellogg School of Management, Northwestern University

Leon Tatevossian
Adjunct Professor, NYU Tandon FRE

Maggie Copeland
Adjunct Professor, NYU Tandon FRE

Samim Ghamami
Senior Researcher at NYU and UC Berkeley

Sasha Stoikov
Senior Research Associate, Cornell Financial Engineering Manhattan (CFEM)

George Skiadopoulos
Professor of Finance in the School of Economics and Finance at Queen Mary University of London

Ioana Boier
Head of Quantitative Portfolio Solutions, Alphadyne Asset Management
5/6/2021

Sandrine Ungari
MD, Societe Generale

Alexander Antonov
Chief Analyst, Danske Bank

Jon Hill
NYU Tandon

Steven Heston
Professor of Finance at University of Maryland, College Park

Pasquale Cirillo
Professor of Risk Management, University of Nicosia, Cyprus

Conall O'Sullivan
Assistant Professor of Finance, University of Dublin

Weilong Fu
Ph.D. Candidate, Columbia University
10/15/2020

Bruno Kamdem
Professorial Lecturer, The George Washington University

Peter Carr
NYU Tandon, FRE Department Chair

Sanjay K. Nawalkha
Professor of Finance, University of Massachusetts

David Shimko
NYU Tandon, Industry Full Professor

Oleg Bondarenko
Professor, University of Illinois at Chicago

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