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 Wesley J. Howe School of Technology Management 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 Thursday’s 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 2012 - May 2013 | ||||
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| Date / Time | Location | Speaker | Topic | |
| 9/13/2012 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 |
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| 2/23/2012 5:45 - 6:45 pm |
Babbio 122 | Larry Tabb, Founder & CEO TABB Group |
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| 12/8/2011 5:45 - 6:45 pm |
Babbio 122 and Online via Wimba | Steve Yang, University of Virginia | Behavior Based Learning in Identifying Algorithmic Trading Strategies |
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| 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 |
| 09/29/2011 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 |
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| September 2010 - May 2011 | ||||
| Date / Time | Location | Speaker | Topic | |
| 05/05/2011 5:00 – 6:00 pm |
Babbio 122 | Rupak Chatterjee, PhD, Citi | Optimal Hedging Monte Carlo | |
| 04/07/2011 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 | |
| 03/31/2011 5:00 – 6:00 pm |
Babbio 122 | Brian T. Hayes, Morgan Stanley | Quantitative Equity Hedge Funds: An Investor Perspective | |
| 02/10/2011 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 | ||
| 12/02/2010 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 | ||
| 10/05/2010 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:
CONTACT:
Dr. Jonathan Kaufman
Affiliate Associate Professor of Quantitative Finance & Financial Engineering
Email: jonathan.kaufman(a)stevens.edu
ORGANIZING COMMITTEE
- Dr. Khaldoun Khashanah, PhD, Program Director, Financial Engineering and Distinguished Service Professor
- Dr. Jonathan Kaufman, Affiliate Associate Professor of Quantitative Finance & Financial Engineering
- Dr. George Calhoun, Executive-in-Residence, Quantitative Finance
* Please RSVP for online webinars to sse@stevens.edu 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.
