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 School of Business, 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, School of Business "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 / Time Location Speaker Topic

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  
9/13/2012
5:00 pm
Babbio 122 Steven Landsburg, Professor of Economics, University of Rochester Financial Engineering Seminar

 

Past Events: 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 Does 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements

ARCHIVE

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

ARCHIVE

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

 

 Past Events: 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  

*Post-event reception to take place in Babbio Center Atrium
To be informed of future speakers for upcoming seminars, subscribe here.

To suggest a speaker or to learn more about the FE Seminar Series:

CONTACT:
Dr. Rupak Chatterjee, Industry Professor & Deputy Director, Financial Engineering
Email: Rupak.Chatterjee@stevens.edu

ORGANIZING COMMITTEE

  • 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 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.