Professor Dilip Madan's 70th Birthday Conference

A Mathematical Finance Conference in honor of the 70th Birthday of Dilip B. Madan

Hosted by the Finance and Risk Engineering Department at NYU Tandon School of Engineering, Brooklyn

Registration is Mandatory.

Register  (via EventBrite)

Agenda

• 08:30AM – 09:00AM: Registration and breakfast
• 09:00AM – 09:15AM: Opening Remarks, Peter Carr, Department Chair and Professor, Department of Finance and Risk Engineering, New York University Tandon School of Engineering
• 09:15AM – 10:30AM: Modeling the Start of a Financial Bubble, Philip Protter, Professor, Department of Statistics, Columbia University
• 10:30AM – 10:45AM: Coffee Break
• 10:45AM – 12:00PM: TBD, Ali Hirsa, Global Head of Quantitative Strategy, DV Trading / Managing Partner, Sauma Capital / Adjunct Professor of Financial Engineering, Columbia University
• 12:00PM – 01:30PM: Lunch
• 01:30PM – 02:45PM: Option Valuation with Volatility Components, Fat tails, and Non-monotonic Pricing Kernels, Steve Heston, Professor, Department of Finance, University of Maryland, College Park
• 02:45PM – 04:00PM: Vol, Skew, and Smile Trading, Peter Carr, Department Chair and Professor, Department of Finance and Risk Engineering, New York University Tandon School of Engineering
• 04:00PM – 04:15PM: Coffee Break
• 04:15PM – 05:30PM: Conic Asset Pricing and the Value of the Invested Dollar, Dilip Madan, Professor, Department of Finance, University of Maryland, College Park
• 05:30PM – 05:35PM: Closing Remarks, Peter Carr, Department Chair and Professor, Department of Finance and Risk Engineering, New York University Tandon School of Engineering