7th Annual Modeling HF Data in Finance Conference

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FE Seminar Series

The Financial Engineering Seminar Series is a centerpiece of the graduate Financial Engineering program of the School of Systems and Enterprises and undergraduate Quantitative Finance program of the School of Business at Stevens Institute of Technology. Its mandate is to arrange talks on current research and industry trends in financial engineering and 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, finance, engineering and operations research. Topics have included derivatives valuation and high-risk frequency trading.

Talks occur on Thursdays bi-monthly throughout the academic year and are scheduled between 5pm – 7pm (time subject to change). Each seminar is organized around a single theme with two 45-minute talks (subject to change), refreshments are provided. There is no cost to attend these seminars and everyone is welcome. In some instances talks will be available online via WIMBA platform. Space is limited, attendee's must RSVP for each event.

September 2013- May 2014
Date / Time Location Speaker Topic
Babbio 122 Sheridan Titman, McAllister Centennial Chair in Financial Services, University of Texas at Austin Short-Term Reversals and the Efficiency of Liquidity Provision


3/20/2014 Babbio 122 Haim Bodek, Decimus Capital Markets, LLC The Problem of Fragmentation  
1/23/2014 Babbio 122 Vladimir Markov, Head of Market Structure Research, Liquidnet Block Trading Dark Pools  
12/5/2013 Babbio 122 Stephen Markscheid, CEO, Synergenz BioScience, Inc.  US Listed Chinese Companies - An Insider's View  
11/21/2013 Babbio 122 Thomas Coleman Financial Risk Measurement and Joint Extreme Events- The Normal, Student and Mixture of Normals  
10/31/2013 Babbio 122 Dr. Ricardo Collado, Assistant Professor, Dr. German Creamer, Associate Professor, and Dr. Hamed Ghodussi, Assistant Professor, Stevens Institute of Technology 2013 Nobel Prize in economics Explained  
9/9/2013 Babbio 122 Dr. Khaldoun Khashanah, Division Director, Financial Engineering, Stevens Institute of Technology Algorithmic Contract Types Unified Standards  
September 2012 - May 2013
Date / Time Location Speaker Topic
5:00 pm
Babbio 122 Steven Landsburg, Professor of Economics, University of Rochester  


September 2011 - May 2012
Date / Time Location Speaker Topic
5/3/2012 Babbio 122 Michel A. Robe, Associate Professor of Finance, Kogod School of Business - American University  


5:45 - 6:45 pm
Babbio 122 Larry Tabb, Founder & CEO TABB Group  


5:45 - 6:45 pm
Babbio 122 and Online via Wimba Steve Yang, University of Virginia Behavior Based Learning in Identifying Algorithmic Trading Strategies


11/17/2011 5:30 - 6:30 pm Babbio 122 Byron Baldwin, Senior Vice President, OTC Clearing and Institutional Investor Business Development, Eurex European Financial Futures & Commodity Products, Technology and Key Structural Differences to the U.S. Marketplace  
10/20/2011 5:30 - 6:30 pm Babbio 122 Oguz Ozsahin
VP Global Merchant Services Risk,
Risk, Information and Banking, American Express Company
Consumer Credit Card Risk Overview ARCHIVE
5:30 – 6:30 pm
Babbio 122 Paul Engel, Managing Director of Appraisal Economics Inc.
Scott Vandervliet, Vice President of Appraisal Economics Inc.
Valuation Theory Applied: Valuing Technology and Complex Equity Instruments



September 2010 - May 2011
Date / Time Location Speaker Topic
5:00 – 6:00 pm
Babbio 122 Rupak Chatterjee, PhD, Citi Optimal Hedging Monte Carlo


5:00 – 6:00 pm
Babbio 122 Professor Robin Lumsdaine, Crown Prince of Bahrain Professor of International Finance at American University’s Kogod School of Business What the Market Watched: Bloomberg News Stories and Bank Returns as the Financial Crisis Unfolded


5:00 – 6:00 pm
Babbio 122 Brian T. Hayes, Morgan Stanley Quantitative Equity Hedge Funds: An Investor Perspective


5:00 – 6:00 pm
Babbio 541B Qi Wu, Applied Mathematics - Columbia University Forward and Future Implied Volatility


12/09/2010   Andrei Kirilenko, Senior Financial Economist, U.S. Commodity
Futures Trading Commission (CFTC)
Application of Machine Learning Methods to Transaction Level Data


5:00 – 6:00 pm
  Dr. Emmanuel Derman, Professor & Program Director, FE, Columbia University; Head of Risk Management, Prisma Capital Partners LP; Author, “My Life As A Quant” Metaphors, Models & Theories in Science & Finance


6:00 – 8:00 pm
  Axel Vischer, VP Eurex & International Securities Exchange The Role of an International Derivatives Exchange: Futures & Options Products and Trading Technology  

*Post-event reception to take place in Babbio Center Atrium
To be informed of future speakers for upcoming seminars, to suggest a speaker or to learn more about the FE Seminar Series:

Dr. Rupak Chatterjee
Industry Professor, Financial Engineering Division, School of Systems and Enterprises
Email: [email protected]


  • Dr. Khaldoun Khashanah, PhD, Program Director, Financial Engineering and Distinguished Service Professor
  • Dr. Rupak Chatterjee, Industry Professor, Financial Engineering
  • Dr. George Calhoun, Executive-in-Residence, Quantitative Finance

* Please RSVP for online webinars to [email protected] in order to participate.

If you missed any sessions, or would like to see what topics have been covered in the last academic year, feel free to browse through our Archive as well as our Stevens iTunesU channel.