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.

Upcoming Events

SEPTEMBER 2014- MAY 2015

  • 2/5/2015 - Kamyar Neshvadian, Quantitative Researcher/Trader, Highbridge Capital Management "Yield Curve Modeling and Commodities"
  • 1/22/2015 - Prof. Maggie Chen, Swansea University "A Tale of Two Market Microstructures: Spillovers of Informed Trading and Liquidity For Cross Listed Chinese A and B Shares"
  • 11/13/2014 - Mezghan Qabool, Vice President, Eurex Exchange "The Role of an International Derivatives Exchange: Futures & Options Products and Trading Technology" 
  • 11/6/2014 - Prof. Alan Hawkes,  "Hawkes processes in Finance"
  • 10/30/2014 - Prof. Hamed Ghoddusi & Prof. Stefano Bonini, Assistant Professors, Howe School "The 2014 Nobel Prize in Economics Explained"
  • 10/2/2014 - Alma Chen, Head of the Analytic Development Group (ADG), Americas "S&P Capital IQ Credit Risk Modeling"
  • 9/25/2014 - Dr. Peter Carr, Managing Director, Morgan Stanley "Options as Optimizations: A Dual Approach to Derivatives Pricing"
  • 9/4/2014 - Joshua Patterson, R&D Manager, Data Science, Accenture Technology Labs "Accelerating Understanding Through Data Visualization: The Power of Story Telling"

Past Events

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

5:00 pm

Babbio 122Robin L. Lumsdaine, American UniversityWall Street vs. Main Street: A comparison of Beliefs 
5:00 pm
Babbio 122Vladimir Filimonov, Chair of Entrepreneurial Risks, ETH ZurichHigh Frequency Trading - Technology, Strategies, Regulations 
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
5:00 pm
Babbio 122Maria Grith, Center for Applied Statistics, Universitat zu BerlinAn Axiomatic and Data Driven View on the EPK Paradox 
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


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


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
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



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


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


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


5:00 – 6:00 pm
Babbio 541BQi Wu, Applied Mathematics - Columbia UniversityForward 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 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:

Dr. Rupak Chatterjee, Industry Professor & Deputy Director, Financial Engineering


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

* Please RSVP for online webinars to 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.