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.  Only NYU students, faculty, and staff are allowed to attend in person. All other guests can attend synchronously via Zoom. 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! Please check back in January 2022 for our Spring schedule. In the meantime, you can watch the recordings from this semester below. 

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?
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
Upon the request of the speaker, no recording is available for this lecture.

Frederic Siboulet
Machine Learning in Financial Services
Upon the request of the speaker, no recording is available for this lecture.

Bruno Kamdem
Tradable Carbon Permits Auctions Under Regulation and Competition

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 for assistance.

Past Lectures

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

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

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

Michael Konikov
Senior VP and Head of Quantitative Development Numerix