| December 8, 2015 |
High Frequency Trading |
Oren Tapiero |
| December 1, 2015 |
Law of Large Numbers and Statistics of Tail Events |
Nassim Nicholas Taleb |
| November 17, 2015 |
From Brain Research to Financial Markets via Complex System Theory |
Mina Teicher |
| November 10, 2015 |
TBA |
TBA |
| November 3, 2015 |
TBA |
Jim Gatheral |
| October 27, 2015 |
Finance and Emerging Economics: A Geopolitical Perspective |
Bouchra Benhida |
| October 20, 2015 |
Complex Network Risks and the Integrity of Financial Markets |
Dror Kennett |
| October 13, 2015 |
Analogies between Interest Rates and Variance Rates |
Peter Carr |
| October 6, 2015 |
The New Finance: Digital Currencies and their Impact on Wall Street |
Barry Silbert |
| September 29, 2015 |
Fractional and Empirical Finance: Brownian Motion and Stochastic Fractional Calculus |
Charles S. Tapiero |
| September 15, 2015 |
A Few Myths in Quantitative Finance |
Bruno Dupire |
| April 14, 2015 |
Provisioning Against Borrowers Default Risk |
Pierre Vallois |
| March 31, 2015 |
Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions |
Andrew Papanicolaou |
| February 17, 2015 |
Volatility, the Size Premium, and the Information Quality of the VIX and VIX Futures: New Evidence |
Lorne Switzer |
| February 3, 2015 |
Investment Advising |
Motley Fool |
| December 2, 2014 |
Market Sentiment, Innovation and Stock Returns |
Zhaoxia Xu |
| November 18, 2014 |
Hedging with Conditional VaR and Related Questions |
Alexander Melnikov |
| October 7, 2014 |
Dynamic Programming in Mathematical Finance |
Alain Bensoussan |
| September 30, 2014 |
Capital Markets: Foundations for Long-Term Growth |
Jingdong Hua |
| September 16, 2014 |
The Price of Granularity and Incomplete Finance |
Charles S. Tapiero |
| September 8, 2014 |
The Difference Between Precautionary and Evidentiary Risk |
Nassim Nicholas Taleb |
| April 29, 2014 |
Transaction Costs and Call Option Bid and Ask Spread: A Stochastic Dominance Approach |
Stylianos Perrakis |
| April 22, 2014 |
The Impact of Basel III Regulations on a Bank Management |
Agnes Tourin |
| April 8, 2014 |
Supervisory Expectations of Model Risk Management |
Karen Schneck |
| April 1, 2014 |
Maimonides Risk Parity |
Philip Z. Maymin |
| March 11, 2014 |
Financial Dependence and Innovation: The Case of Public Versus Private Firms |
Zhaoxia Xu |
| March 05, 2014 |
Extreme Events and Turbulence |
President and Dean Screenivasan |
| February 18, 2014 |
Time Scales and Mean-Reversion in Volatility |
Ronnie Sircar |
| February 11, 2014 |
Using a Market Simulator to Develop High-Frequency Execution Algorithms |
Robert Almgren |
| February 4, 2014 |
Understanding Jumps in the High Frequency VIX |
Inna Khagleeva |
| February 3, 2014 |
Robust Cointegration and Statistical Arbitrage |
Thomas Hanson |
| January 28, 2014 |
Financial Regulation Risks and Control: A Statistical Approach |
Charles S. Tapiero |
| December 3, 2013 |
Behavioral Finance in Practice |
Michael Liersch |
| November 12, 2013 |
Fast Computing for Nonlinear Time Series including GARCH, RCA, etc. Using Martingale Estimating Functions |
Nalini Ravishanker |
| October 22, 2013 |
Benchmark Approach of Finance |
Eckhard Platen |
| October 10, 2013 |
Africa Financial Geopolitics and Globalization |
Bouchra Benhida |
| September 24, 2013 |
Financial and Risk Applications of InfoQ |
Ron Kennett |
| September 17, 2013 |
The Relationship Between Risk and Incomplete States Uncertainty: A Tsallis Entropy Perspective |
Oren Tapiero |
| September 10, 2013 |
The New CCAPM Pricing Model and Economic Inequalities |
Charles S. Tapiero |
| September 3, 2013 |
On the Law of Large Numbers in the Real World |
Nassim Nicholas Taleb |
| December 4, 2012 |
When Harry Met Kelly |
Aaron Brown |
| November 13, 2012 |
A Quantitative Finance and Actuarial Framework For Risk Management |
Dominique Guegan |
| November 6, 2012 |
Interdependencies In The Global Financial Village |
Dror Kenett |
| October 17, 2012 |
Flight-To-Quality and Correlation Between Currency and Stock Returns |
Jin-Wan Cho |
| October 9, 2012 |
Journey Through The Wonderland of Neuroeconomics |
Ariel Rubinstein |
| September 6, 2012 |
Perspectives in Mean Field Games |
Alain Bensoussan |
| May 2, 2012 |
Finance Challenges And Quant-Engineering Futures |
Charles S. Tapiero |
| February 9, 2012 |
Facing the Challenges of Economic Growth and US Competitiveness |
Abby Joseph Cohen |
| October 5, 2011 |
Strategic International Finance and Assets Pricing |
Charles S. Tapiero |
| February 24, 2011 |
Life Insurance: Emerging Through the Current Economic Reality |
Charles Marino |
| June 23, 2010 |
Pricing Options and Equity-Indexed Annuities in a Regime-Switching Model by Trinomial Tree Methods |
Hailiang Yang |
| April 27, 2010 |
Hedge Funds: What's Next? |
Jigar Patel |
| April 26, 2010 |
Corporate Crime: Why the Epidemic Continues and How to Cure It |
Neil Weinberg |
| April 12, 2010 |
Choosing Outcomes Versus Choosing Products: Consumer-Focused Retirement Investment Advice |
Dan Goldstein |
| April 6, 2010 |
The Future of Financial Risk Management |
Charles S. Tapiero |
| March 10, 2010 |
Self-Imposed Limits to Arbitrage |
Philip Z. Maymin |
| February 8, 2010 |
Interest-Rate Risk and Management of Fixed-Income Portfolios |
Elias Shiu |
| January 21, 2010 |
Risk Management Lessons Worth Remembering From the Credit Crisis of 2007-2009 |
Bennett W. Golub |
| April 30, 2009 |
Lessons from the Crisis: The Limits of Financial Engineering |
Peter Schiff |
| February 15, 2009 |
Benchmarking and Industry Performance |
Thijs Ten Raa |
| January 18, 2009 |
Boundedly Rational Exuberance on Commodity Markets |
Bertrand Munier |
| December 8, 2008 |
Bayesian Risks and Software Reliability |
Fabrizio Ruggeri |
| October 21, 2008 |
Mutual Information and Estimation |
Tyrone Duncan |
| November 28, 2007 |
Model Errors in Mathematical Finance |
Nassim Nicholas Taleb |
| October 16, 2007 |
Crunching the Numbers: From Price/Yield Conversion to Option-Based Analysis |
Andrew Kalotay |
| December 7, 2006 |
Energy Transformation and Policymaking Challenges |
Robert Mc Nally |
| September 20, 2006 |
Turning Around Troubled Corporations: An Exercise in Personal Values |
Jerry W. Levin |
| December 7, 2005 |
The DIOR Procedure, a knowledge-based risk management process |
Bertrand Munier |
| November 21, 2005 |
The Making and Undoing of Yukos Oil |
Leonid Nevzlin |
| November 10, 2005 |
On the Optimal Control of Partially observed systems |
Alain Bensoussan |
| November 9, 2005 |
Penalty approximation and analytical characterization of the problem of Super-replication under portfolio constrains |
Alain Bensoussan |
