Past Events

Event Type

Year

Feb 19 2019

Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential

Information: Tuesday, February 19, 2019 - Tuesday, February 19, 2019; 11:50 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
I will present joint work with Elena Kosygina and Ofer Zeitouni in which we prove the homogenization

Feb 15 2019

Career Seminar: Susquehanna International Group, LLP (SIG)

Information: Friday, February 15, 2019 - Friday, February 15, 2019; 2:00 PM - 3:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC)

Feb 05 2019

Career Seminar: Integrated Management Resources

Information: Tuesday, February 5, 2019 - Tuesday, February 5, 2019; 1:40 PM - 3:00 PM; Event Type: Career Workshops; SEC, 207; Event Short Description
Jordan Rockowitz, Quant & Data Science Recruiter

Nov 30 2018

Career Seminar: Global Association of Risk Professionals (GARP): FRM Exam Overview

Information: Friday, November 30, 2018 - Friday, November 30, 2018; 1:00 PM - 2:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC)

Nov 27 2018

Optimal investment with transient price impact

Information: Tuesday, November 27, 2018 - Tuesday, November 27, 2018; 11:50 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
We introduce a price impact model which accounts for finite market depth, tightness and resilience.

Nov 15 2018

Career Seminar: Rebellion Research (Machine Learning Artificial Intelligence Robo Advisor)

Information: Thursday, November 15, 2018 - Friday, November 16, 2018; 1:00 AM - 2:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC)

Oct 23 2018

Sharing Profits in the Sharing Economy

Information: Tuesday, October 23, 2018 - Tuesday, October 23, 2018; 11:50 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Abstract: A monopolist platform (the principal) shares profits with a population of affiliates (the

Oct 09 2018

An algorithmic approach to the optimal execution problem in finance

Information: Tuesday, October 9, 2018 - Tuesday, October 9, 2018; 11:50 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
In Obizhaeva-Wang setting for the problem of liquidating a large position, we consider the case wher

Oct 05 2018

Career Seminar: Discussion with Panel of Investment Professionals

Information: Friday, October 5, 2018 - Friday, October 5, 2018; 1:00 PM - 2:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC)

Sep 28 2018

Career Seminar: NRG Energy

Information: Friday, September 28, 2018 - Friday, September 28, 2018; 1:00 PM - 2:30 PM; Event Type: Career Workshops

Sep 25 2018

Optimal portfolio allocations in a heterogeneous banking system

Information: Tuesday, September 25, 2018 - Tuesday, September 25, 2018; 11:50 AM - 12:55 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
We study the portfolio choice implications of leverage constrained banks, which need to deleverage i

Sep 21 2018

Career Seminar: Develop your LinkedIn Profile

Information: Friday, September 21, 2018 - Friday, September 21, 2018; 1:00 PM - 2:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC)

Sep 12 2018

Career Seminar: Bloomberg Visit

Information: Wednesday, September 12, 2018 - Wednesday, September 12, 2018; 11:00 AM - 1:30 PM; Event Type: Career Workshops; New York City

Apr 27 2018

Panel: Art of Communicating Technical results to a Non-Technical Audience

Information: Friday, April 27, 2018 - Friday, April 27, 2018; 2:00 PM - 3:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC); Event Short Description
Panelists: Arvind Kumar, Barclays

Apr 24 2018

Exit problems near hyperbolic equilibria and noisy heteroclinic networks

Information: Tuesday, April 24, 2018 - Tuesday, April 24, 2018; 11:40 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Abstract: Motivated by a simple model of sequential decision making, we study small random perturbat

Apr 20 2018

Atara Capital Partners

Information: Friday, April 20, 2018 - Friday, April 20, 2018; 2:00 PM - 3:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC); Event Short Description
Rahul Sachdeo, CEO & Founder

Apr 17 2018

Optimal Portfolio under Fractional Stochastic Environment

Information: Tuesday, April 17, 2018 - Tuesday, April 17, 2018; 11:40 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Rough stochastic volatility models have attracted a lot of attention recently, in particular for the

Apr 13 2018

Detective Analytics

Information: Friday, April 13, 2018 - Friday, April 13, 2018; 2:00 PM - 3:30 PM; Event Type: Career Workshops; Academic Building, Room 1170 (CAC)

Apr 10 2018

Diffusion Transformations, Black-Scholes Equation and Optimal Stopping

Information: Tuesday, April 10, 2018 - Tuesday, April 10, 2018; 11:40 AM - 12:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705

Mar 29 2018

S&P Global NYC Visit

Information: Thursday, March 29, 2018 - Thursday, March 29, 2018; 10:00 AM - 5:00 PM; Event Type: Career Workshops; NYC

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