Events

7.31.2014

2:30 pm to 3:30 pm

SSE Seminar: Peter Lin "Hedging Strategies for Liability-Driven Investment"

Babbio 503

SSE Seminar Series
Hedging Strategies for Liability-Driven Investment
Peter Lin - 
Managing Director, Gamma Paradigm Capital -- New York, NY

ABSTRACT: Today there are more than 29,000 private sector pension plans covering more than 44 million worker-retirees.  The associated liability under these plans is almost $3 trillion.  In 2012 the New York Times reported (July 20, 2012) that of companies in the Standard & Poor’s 500, 338 had defined benefit pension plans with aggregate liability of $1.68 trillion, only 18 were fully funded and the underfunded amount was estimated as $355 billion. This research explores the risks faced by pension sponsors under the Pension Protection Act of 2006. Some hedging strategies drawn from analyzing these risks are considered and their costs and opportunity identified. In addition, hedging instruments are proposed and priced for unforeseen and un-hedgable portfolio risks.

BIOGRAPHY: Peter C.L. Lin, Ph.D., is an Adjunct Professor of Financial Engineering and the Department of Mathematical Sciences at the Stevens Institute of Technology. Dr. Lin received his MS in Computer Science from Columbia University and his PhD in Applied Mathematics and Statistics from Johns Hopkins University. He is currently a managing director at Gamma Paradigm Capital. Previously, he was a quantitative analyst for fixed-income quantitative portfolio strategies at Ryan Labs Asset Management, a New York-based investment advisor with over $4 Billion assets under management. His research interests include algorithmic trading with cloud and parallel computing, interest-rate term-structure modeling, and quantitative portfolio management.

8.2.2014

9:30 am to 1:00 pm

Graduate Admissions Open House

Babbio Center

If you are interested in pursuing your graduate studies at Stevens Institute of Technology, we invite you to join our faculty and leadership at the Hoboken Campus, only a 10-minute ferry or commuter train ride from Midtown Manhattan. Tour the University's tranquil campus, which overlooks the Hudson River with breathtaking views of one of the most influential cities in the world. Attend a Graduate Open House to learn how a high-impact, applied graduate degree from Stevens will give you a competitive advantage.

 

Please click here to RSVP for the event.

 

If you have any additional questions, please email the Office of Graduate Admissions.

 

 

 

10.1.2014

4:00 pm to 6:00 pm

Deans’ Seminar Series: Peter Shainin, The Shainin Group

Stevens Institute of Technology, Babbio 122

This fall's invited speaker for the Deans' Seminar Series is Peter Shainin, CEO and CTO, of the Shainin Group.

Attendance for this event is open to all Stevens faculty, students, staff and invited guests.

More information to come.

10.15.2014

4:00 pm to 6:00 pm

Provost's Lecture Series on Women in Leadership

Stevens Institute of Technology, Babbio 122

The Provost’s Lecture Series on Women in Leadership is designed to showcase the achievements of prominent and successful women and to motivate the next generation of leaders. It provides an opportunity for women to share their individual experiences and to analyze the unique strengths, challenges and opportunities they face. The women selected for this series are true visionaries from which we can all learn.

This fall, Linda S. Sanford, Senior Vice President of Enterprise Transformation at IBM, will join the list of Stevens' distinguished speakers.

Attendance for this event is open to all Stevens faculty, students, staff and invited guests.

More information to come.

 

10.29.2014

4:00 pm to 6:00 pm

Deans’ Seminar Series: Roger Gurnani, Verizon

Stevens Institute of Technology, Babbio 122

This fall's invited speaker for the Deans' Seminar Series is Roger Gurnani, Executive Vice President and Chief Information Officer, Verizon.

Attendance for this event is open to all Stevens faculty, students, staff and invited guests.

More information to come.

 

3.17.2015

9:00 am to 5:00 pm

13th Annual Conference on Systems Engineering Research

Stevens Institute of Technology

March 17-19, 2015
Hoboken, NJ, United States

CONFERENCE OBJECTIVE: 

The 13th Annual Conference on Systems Engineering Research (CSER 2015) invites authors to submit papers that push the boundaries of systems engineering research and respond to new challenges for systems architecting and engineering. Since its inception, CSER has become the primary conference for disseminating systems engineering research and germinating new research ideas.

Current and prospective doctoral students are also invited to attend the Systems Engineering & Architecting Network for Research (SEANET) workshop on March 17, 2015. Research challenges and strategies for success in graduate research will be discussed.

CALL FOR PAPERS:

We invite original research papers addressing any aspect of systems engineering, to include:

  • Theoretical Foundations of Systems Engineering
  • Trade Space Exploration
  • Innovations in Systems Engineering Education
  • Resilience and Flexibility
  • Innovations in Modeling and Simulation
  • Systems Science
  • Trusted Systems
  • Complex Logistical Systems
  • Digital Thread

Papers are especially solicited for the following applications areas of systems engineering:

  • Transportation Systems
  • Healthcare Policy and Delivery
  • Financial Systems and Systemic Risk
  • Urban Systems and Infrastructure Resilience
  • Defense and Aerospace Systems
  • Sustainable Energy Policy and Systems
  • Non-Domain Specific Foundational Topics

12.12.2015

All Day

Undergraduate Reading Day

Undergraduate Reading Day