Sponsored by
2016-2017 Quantitative Finance Seminar
Overview
The Quantitative Finance Seminar has been a centerpiece of the Commercial/Industrial program at the Fields Institute since 1995. Its mandate is to arrange talks on current research in quantitative finance that will be of interest to those who work on the border of industry and academia. Wide participation has been the norm with representation from mathematics, statistics, computer science, economics, econometrics, finance and operations research. Topics have included derivatives valuation, credit risk, insurance and portfolio optimization.
Talks occur on the last Wednesday of every month throughout the academic year and usually take place in the evening. Each seminar is organized around a single theme with two 45-minute talks with time for networking in between them. There is no cost to attend these seminars and everyone is welcome.
Subscribe to our mailing list:
To be informed of speakers and titles for upcoming seminars and financial mathematics activities, please subscribe to the Fields mailing list.
Schedule
Past Talks
| 18:00 to 19:00 |
Erhan Bayraktar, University of Michigan |
| 17:00 to 18:00 |
Markus Pelger, Stanford University |
| 18:00 to 19:00 |
Andrew Green, Scotiabank |
| 17:00 to 18:00 |
Lakshithe Wagalath, IESEG Business School |
| 17:00 to 18:00 |
Roel Oomen, FX Spot Trading at Deutsche Bank |
| 18:15 to 19:00 |
Agostino Capponi, Columbia University |
| 17:00 to 17:45 |
Attilio Meucci, Advanced Risk and Portfolio Management |
| 18:15 to 19:00 |
Fabio Mercurio, Quantitative Analytics, Bloomberg |
