Past Activities in Quantitative Finance
2015-16 Activities
- GRI-Fields Conference and Workshop on the Stability of Financial Systems: Modelling, Regulation and Stress Testing, June 27 - 29, 2016
- PIMS Summer School in Financial Mathematics, University of Alberta, June 25 to July 6, 2016
- 2nd Conference on Financial Econometrics and Risk Management, Western University, April 1 - 2, 2016
- 2015 IFID Conference, November 26, 2015.
- Industrial-Academic Workshop on Optimization in Finance and Risk Management, October 5-6, 2015.
- 2015 Quantitative Finance Career Day, October 5, 2015.
2014-15 Activities
- Workshop on Big Data in Commercial and Retail Banking, May 20-21, 2015.
- Conference on Financial Econometrics and Risk Management, Western University, March 28, 2015.
- Distinguished Public Lecture, Andrew Lo (MIT), Big Data, Big Brother, and Systemic Risk Measurement and Management, March 25, 2015.
- 2014 IFID Conference: Financial and Actuarial Implications of Very Old Age, November 27, 2014.
- 2014 Quantitative Finance Career Day, September 22, 2014.
- Public Lecture, Robert Aliber (Chicago), The Source of Financial Crisis, September 11, 2014.
2013-14 Activities
- YSI Workshop at INET 2014 Annual Plenary Conference, April 8-9, 2014.
- 2013 IFID Conference: Alternative Annuity Designs, November 28, 2013.
- Mathematics for New Economic Thinking, October 31-November 2, 2013.
- Quantitative Finance Retrospective Workshop, October 27-30.
- Industrial-Academic Workshop on Optimization in Finance and Risk Management, September 23-24, 2013.
- Panel on 'How I Became a Quant', September 23, 2013.
- Focus Program on Commodities, Energy and Environmental Finance, August 6- 30, 2013.
2012-13 Activities
- Alternative Investment Management Association Canada meeting, June 26, 2013.
- CMS MPE2013 Lecture Series, Darrell Duffie, Stanford, The new architecture of our financial system, April 11, 2013.
- Panel Discussion on Monetary Policy, Liquidity, and Counterparty Risk, March 1.
- Short Course on Monetary Policy Implementation and Central Bank Financial Crises Management, February 28-March 1. Instructor: Ulrich Bindseil (ECB).
- Workshop on Complexity Science and Risk Management, October 26, 2012.
- 2012 IFID Conference: Withdrawing Money from your Nest Egg, November 22, 2012.
- Panel Discussion on Financial Quants in Today’s Job Market, November 30.
2011-12 Activities
- Alternative Investment Management Association Canada meeting, June 21, 2012.
- Second Quebec-Ontario Workshop on Insurance Mathematics, February 3, 2012.
- 2011 IFID Conference: Annuity Day, November 24, 2011.
- First 3-C Risk Forum & 2011 International Conference on Engineering and Risk Management (ERM), October 28-30, 2011.
- Industrial-Academic Workshop on Optimization in Finance and Risk Management, October 3-4, 2011.
- PRMIA Risk Management Course, September 22 to December 8, 2011.
- Introduction To The Canadian Hedge Fund Industry, July 19, 2011.
Other Select Activities
- Distinguished Lecture Series, Darrell Duffie (Stanford), April 21-23, 2010.
- Keyfitz Lectures in Mathematics and the Social Sciences, Robert C. Merton (Harvard), April 15, 2010.
- Coxeter Lecture Series, Nicole El Karoui (Ecole Polytechnique), April 6-8, 2010.
- 6th World Congress of the Bachelier Society, June 22-26, 2010.
- 14th International Congress on Insurance: Mathematics and Economics, June 17- 19, 2010.
- Thematic Program on Quantitative Finance: Foundations and Applications, January to June 2010.
- IFID/MITACS Conference on Financial Engineering for Actuarial Mathematics, November 9 - 10, 2008.
- Quantitative Finance Conference on Credit Risk, University of Western Ontario, November 5, 2005.
- New Directions in Financial Risk Management, McMaster University, April 23 and 24, 2001.
- Short Course on Probability Theory and Modern Finance, April 11-12, June 28- 29, October 18-19, 2000. Instructors: T. Salisbury (York), M. Milevsky (York).
- Short Course on Quantitative Methods for Credit Risk Management, May 15-16, 2000. Instructor: Dr. Dan Rosen (Algorithmics).
Individual Members
Name | Affiliation |
---|---|
Carol Alexander | University of Sussex |
Damiano Brigo | Imperial College |
Joe Campolieti | Wilfrid Laurier University |
Rene Carmona | Princeton University |
Peter Christoffersen | University of Toronto |
Thomas F. Coleman | University of Waterloo |
Matt Davison | Western University |
Darrell Duffie | Stanford University |
Hans Foellmer | HU Berlin |
Jean-Pierre Fouque | UC Santa Barbara |
Marco Frittelli | University of Milan |
Paul Glasserman | Columbia University |
Sílvia Goncalves | Western University |
Christian Gourieroux | University of Toronto |
Matheus Grasselli | McMaster University |
Huaxiong Huang | York University |
Lane Hughston | Brunel University |
Sebastian Jaimungal | University of Toronto |
Hyejin Ku | York University |
Roger Lee | University of Chicago |
David Lozinski | McMaster University |
Rogemar Mamon | Western University |
Tom McCurdy | University of Toronto |
Adam Metzler | Wilfrid Laurier University |
Moshe Milevsky | York University |
Ismael Mourifié | University of Toronto |
Kruno Perkovic | Synchrony Consulting Services |
Traian Pirvu | McMaster University |
Eckhard Platen | University of Technology Sydney |
Philip Protter | Columbia University |
Oleksandr Romanko | IBM |
Chris Rogers | University of Cambridge |
Dan Rosen | The Fields Institute |
Tom Salisbury | York University |
David Saunders | University of Waterloo |
Ronnie Sircar | Princeton University |
Lars Stentoft | Western University |
Nizar Touzi | Ecole Polytechnique |
Stuart Turnbull | University of Houston |
Current Corporate Members
Former Corporate Members