FE Seminar Series

The Financial Engineering Seminar Series is a centerpiece of the undergraduate Quantitative Finance and the graduate Financial Engineering programs 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 in both industry and academia. These events are co-sponsored by the Quantitative Finance department of the School of Business and the Financial Engineering department of the School of Systems & Enterprises. Past speakers have included: 

  • Emanuel Derman, Professor & Program Director, FE, Columbia University
  • Robert Engle, Professor of Finance, NYU 
  • Andrei Kirilenko, Senior Financial Economist, U.S. Commodity Futures Trading Commission (CFTC) 
  • Steven Landsberg, Professor of Economics, University of Rochester 
  • Nasim Taleb, Professor of Risk Engineering, NYU

September 2013 - May 2014

Date / Time Location Speaker Topic
   
Dr. Khaldoun Khashanah 
   
9/19/13
5:00 pm
Babbio 122 Khaldoun Khashanah, Financial Engineering Program Director, SSE Algorithmic Contract Types Unified Standards (ACTUS)  
10/3/13
5:00 pm
Babbio 122      
10/17/13
5:00 pm
Babbio 122      
11/14/13
5:00 pm
Babbio 122      
12/12/13
5:00 pm
Babbio 122      
September 2012 - May 2013

3/28/2013
5:00 pm

Babbio 122 Robin L. Lumsdaine, American University Wall Street vs. Main Street: A comparison of Beliefs  
3/26/2013
5:00 pm
Babbio 122 Vladimir Filimonov, Chair of Entrepreneurial Risks, ETH Zurich High Frequency Trading - Technology, Strategies, Regulations  
3/7/2013
5:00 pm
Babbio 122 Haim Bodek, Managing Principal - Decimus Capital Markets, LLC The Problem of High Frequency Trading  
2/21/2013 Babbio 122 Peter Griffes, Director of Comprehensive Market Structure, Pacific Gas & Electric, Co. The Profitability of Congestion Revenue Rights in California's Electricity Market ARCHIVE
12/6/2012
5:00 pm
Babbio 122 Maria Grith, Center for Applied Statistics, Universitat zu Berlin An Axiomatic and Data Driven View on the EPK Paradox

RSVP

10/25/2013
5:00 pm

Babbio 122 Paul N. Samuels, Director / President Legal Action Center Social Impact Bonds: An Innovative Way to do Good and do Well  
10/11/2012
5:00 pm
Babbio 110 Irena Leonova, Financial Stability Board, Basel, Switzerland A Global Legal Entity Identifier for Financial Markets ARCHIVE
9/13/2012
5:00 pm
Babbio 122 Steven Landsburg, Professor of Economics, University of Rochester  

RSVP

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  

 

2/23/2012
5:45 - 6:45 pm
Babbio 122 Larry Tabb, Founder & CEO TABB Group  

 

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

 

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

ARCHIVE

 

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

ARCHIVE

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

ARCHIVE

03/31/2011
5:00 – 6:00 pm
Babbio 122 Brian T. Hayes, Morgan Stanley Quantitative Equity Hedge Funds: An Investor Perspective

ARCHIVE

02/10/2011
5:00 – 6:00 pm
Babbio 541B Qi Wu, Applied Mathematics - Columbia University Forward and Future Implied Volatility

ARCHIVE

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

ARCHIVE

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

ARCHIVE

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

ARCHIVE

To be informed of speakers and titles for upcoming seminars and financial mathematics activities, please subscribe to this mail list.

*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, Quantitative Finance program director

* 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.