Topfer Chair Lectures | NYU Tandon School of Engineering
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