Financial Engineering 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 School of Systems & Enterprises, Financial Engineering Department and the Howe School of Technology, Quantitative Finance Department.

Our 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 
  • Nassim Taleb, The Black Swan: The Impact of the Highly Improbable


SEPTEMBER 2013 - MAY 2014

  • 2/20/2014 - Haim Bodek, Decimus Capital Markets, LLC "The Problem of Fragmentation"
  • 1/23/2014 - Vladimir Mark Markov, Liquidnet "Block Tracing Dark Pools"
  • 12/5/2013 - Stephen Markscheid, CEO, Synergenz BioScience, Inc.
  • 11/21/2013 - Thomas Coleman, University of Chicago
  • 9/19/2013 - Dr. Khaldoun Khashanah "Algorithmic Contract Types Unified Standards"

 

Past Events: September 2012 - May 2013

Date / TimeLocationSpeakerTopic

3/28/2013
5:00 pm

Babbio 122Robin L. Lumsdaine, American UniversityWall Street vs. Main Street: A comparison of Beliefs 
3/26/2013
5:00 pm
Babbio 122Vladimir Filimonov, Chair of Entrepreneurial Risks, ETH ZurichHigh Frequency Trading - Technology, Strategies, Regulations 
3/7/2013
5:00 pm
Babbio 122Haim Bodek, Managing Principal - Decimus Capital Markets, LLCThe Problem of High Frequency Trading 
2/21/2013Babbio 122Peter Griffes, Director of Comprehensive Market Structure, Pacific Gas & Electric, Co.The Profitability of Congestion Revenue Rights in California's Electricity MarketARCHIVE
12/6/2012
5:00 pm
Babbio 122Maria Grith, Center for Applied Statistics, Universitat zu BerlinAn Axiomatic and Data Driven View on the EPK Paradox 
9/13/2012
5:00 pm
Babbio 122Steven Landsburg, Professor of Economics, University of RochesterFinancial Engineering Seminar

 

Past Events: September 2011 - May 2012
Date / TimeLocationSpeakerTopic
5/3/2012Babbio 122Michel A. Robe, Associate Professor of Finance, Kogod School of Business - American UniversityDoes 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements

ARCHIVE

2/23/2012
5:45 - 6:45 pm
Babbio 122Larry Tabb, Founder & CEO TABB GroupQuants in Financial Markets – Opportunities and Trends

ARCHIVE

12/8/2011
5:45 - 6:45 pm
Babbio 122 and Online via WimbaSteve Yang, University of VirginiaBehavior Based Learning in Identifying Algorithmic Trading Strategies

 

11/17/2011 5:30 - 6:30 pmBabbio 122Byron Baldwin, Senior Vice President, OTC Clearing and Institutional Investor Business Development, EurexEuropean Financial Futures & Commodity Products, Technology and Key Structural Differences to the U.S. Marketplace 
10/20/2011 5:30 - 6:30 pmBabbio 122Oguz Ozsahin
VP Global Merchant Services Risk,
Risk, Information and Banking, American Express Company
Consumer Credit Card Risk OverviewARCHIVE
09/29/2011
5:30 – 6:30 pm
Babbio 122Paul 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

 

 Past Events: September 2010 - May 2011
Date / TimeLocationSpeakerTopic
05/05/2011
5:00 – 6:00 pm
Babbio 122Rupak Chatterjee, PhD, CitiOptimal Hedging Monte Carlo

ARCHIVE

04/07/2011
5:00 – 6:00 pm
Babbio 122Professor Robin Lumsdaine, Crown Prince of Bahrain Professor of International Finance at American University’s Kogod School of BusinessWhat the Market Watched: Bloomberg News Stories and Bank Returns as the Financial Crisis Unfolded

ARCHIVE

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

ARCHIVE

02/10/2011
5:00 – 6:00 pm
Babbio 541BQi Wu, Applied Mathematics - Columbia UniversityForward 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 ExchangeThe Role of an International Derivatives Exchange: Futures & Options Products and Trading Technology 

*Post-event reception to take place in Babbio Center Atrium
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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.