Past Events

Event Type

Year

Nov 04 2014

Power Utility Maximization in Hidden Regime-Switching Markets with Default Risk

Information: Tuesday, November 4, 2014 - Tuesday, November 4, 2014; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Jose Figueroa-Lopez, Purdue University ABSTRACT We consider the problem of maximizing expec

Oct 31 2014

Becoming a Bank Quant: The Skills You Need to Ace the Interview

Information: Friday, October 31, 2014 - Friday, October 31, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Room 116 Hill Center, 2:00-3:30pm; Event Short Description
JP Morgan Representative:

Oct 28 2014

Variational formula for the time-constant of first-passage percolation

Information: Tuesday, October 28, 2014 - Tuesday, October 28, 2014; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Arjun Krishnan, Fields Institute, University of Toronto ABSTRACT Consider first-passage per

Oct 24 2014

KCG

Information: Friday, October 24, 2014 - Friday, October 24, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Room 116 Hill Center, 2:00-3:30pm; Event Short Description
KCG Representative:

Oct 22 2014

Ernst & Young On-Site Info Session

Information: Wednesday, October 22, 2014 - Wednesday, October 22, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Ernst & Young in NYC, 10:00am-12:00pm; Event Short Description
Ernst & Young Professionals:

Oct 21 2014

Dispersed information in FX trading - a martingale representation

Information: Tuesday, October 21, 2014 - Tuesday, October 21, 2014; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Victoria Halstensen, European University Institute ABSTRACT Informational heterogeneity is

Oct 17 2014

Back Testing of Models

Information: Friday, October 17, 2014 - Friday, October 17, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Room 116 Hill Center, 2:00-3:30pm; Event Short Description
Numerix Representative:

Oct 14 2014

Do stochastic PDE hit points and have multiple points in the critical dimension?

Information: Tuesday, October 14, 2014 - Tuesday, October 14, 2014; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Carl Mueller, Rochester University ABSTRACT Please see file in slides. Slides: PDF

Oct 07 2014

A general characterization of the mean field limit for stochastic differential games

Information: Tuesday, October 7, 2014 - Tuesday, October 7, 2014; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Daniel Lacker, Princeton University ABSTRACT Mean field game (MFG) theory generalizes model

Oct 03 2014

Bloomberg On-SiteTour & Info Session

Information: Friday, October 3, 2014 - Friday, October 3, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; New York City, 10:30am-5:00pm; Event Short Description
Bloomberg Representatives:

Sep 30 2014

BSDEs, BSEs, and Fixed Points

Information: Tuesday, September 30, 2014 - Tuesday, September 30, 2014; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Kihun Nam, Rutgers University ABSTRACT In this presentation, we will generalize BSDEs into

Sep 23 2014

Excited random walks, or the "cookie" phenomenon

Information: Tuesday, September 23, 2014 - Tuesday, September 23, 2014; 11:25 AM - 12:25 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Elena Kosygina, CUNY ABSTRACT Excited random walks (ERWs), a.k.a. cookie random walks or "b

Sep 17 2014

How to Nail the Interview

Information: Wednesday, September 17, 2014 - Wednesday, September 17, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Room 705 Hill Center, 2:00-3:30pm; Event Short Description
Renai Ellison:

Sep 16 2014

Deterministic walks in random environments and excited random environments

Information: Tuesday, September 16, 2014 - Tuesday, September 16, 2014; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Ivan Matic, CUNY ABSTRACT Each site of the integer lattice contains a direction that the wa

Sep 12 2014

Sales, Trading and Quantitative Analysis Programs at Citi.

Information: Friday, September 12, 2014 - Friday, September 12, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill 116, 1:40 - 4:20 PM; Event Short Description
Citi Professionals:

Sep 10 2014

Networking 101

Information: Wednesday, September 10, 2014 - Wednesday, September 10, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Room 705 Hill Center, 2:00-3:30pm; Event Short Description
Renai Ellison:

Sep 09 2014

Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement

Information: Tuesday, September 9, 2014 - Tuesday, September 9, 2014; 11:45 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Bo Zhang, IBM Research Center ABSTRACT Counterparty credit risk (CCR), a key driver of the

Sep 04 2014

University Career Services Introduction

Information: Thursday, September 4, 2014 - Thursday, September 4, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Room 705 Hill Center, 10:00am; Event Short Description
Tamara Peters:

Sep 03 2014

Meet the Headhunter

Information: Wednesday, September 3, 2014 - Wednesday, September 3, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill 705, 2:00 - 4:00 p.m.; Event Short Description
Dinka Krstulovich: Dinka Krstulovich from Martingale Search will discuss the job market and job sea

Sep 03 2014

Introduction to MSMF Career Services

Information: Wednesday, September 3, 2014 - Wednesday, September 3, 2014; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Room 705 Hill Center, 2:00-3:30pm; Event Short Description
Renai Ellison:

4
5
6
7
8
9
10
11
12
13