News & Events

Past Events

Feb 05 2013

Regulatory Changes and the FX market

Information
Tuesday, February 5, 2013 - Tuesday, February 5, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00 p.m.
TBA:  A senior executive from JP Morgan will discuss the impact of regulatory changes and the FX mar
Feb 04 2013

A classical Perron method for existence of smooth solutions to boundary value and obstacle problems for degenerate-elliptic operators via holomorphic maps

Information
Monday, February 4, 2013 - Monday, February 4, 2013
2:00 PM - 3:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
We prove existence of solutions to boundary value problems and obstacle problems for degenerate-elli
Feb 01 2013

Bloomberg Talent Search

Information
Friday, February 1, 2013 - Friday, February 1, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
TBA, 9:00 - 12:00 p.m.
MSMF students will be participating in the Bloomberg Talent Search.
Jan 29 2013

NRG Energy

Information
Tuesday, January 29, 2013 - Tuesday, January 29, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00 p.m.
TBA:  Representatives from NRG Energy will be coming to discuss their company, risk management in en
Jan 22 2013

Advanced Networking

Information
Tuesday, January 22, 2013 - Tuesday, January 22, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Ph 111, 2:00 - 4:00 p.m.
Carla Visser:  Students will practice advanced networking techniques and use their 30 second commerc
Dec 10 2012

The problem of local volatility calibration of American options

Information
Monday, December 10, 2012 - Monday, December 10, 2012
1:40 PM - 2:40 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
In 1994, Dupire showed how the Black-Scholes model can be extended to make it compatible with observ
Dec 07 2012

Internship Panel Discussion

Information
Friday, December 7, 2012 - Friday, December 7, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 703, 11:30 - 1:30 p.m.
MSMF Students:  MSMF Student will discuss their internship experiences and will share tips on how to
Dec 05 2012

Quant Opportunities at Morgan Stanley

Information
Wednesday, December 5, 2012 - Wednesday, December 5, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
CORE Auditorium, 2:00 - 4:00 p.m.
Representatives from Morgan Stanley:  Representatives from Morgan Stanley will discuss quant opportu
Nov 30 2012

Expansion of filtrations via stochastic processes, and insider trading

Information
Friday, November 30, 2012 - Friday, November 30, 2012
4:00 PM - 5:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705  (Joint with Mathematics Colloquium)
Recently there has been a sequence of scandals involving insider trading, and insider knowledge, the
Nov 30 2012

Internships:  Your Bridge to a New Job

Information
Friday, November 30, 2012 - Friday, November 30, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 116, 2:00 - 4:00 p.m.
Carla Visser:  Students will learn how important internships are as a bridge to a new job.
Nov 28 2012

Successful Interviewing

Information
Wednesday, November 28, 2012 - Wednesday, November 28, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:00 p.m.
Carla Visser:  Students will learn about the interviewing process, the different types of interviews
Nov 19 2012

Parameter estimation methods for reflected Ornstein-Uhlenbeck processes

Information
Monday, November 19, 2012 - Monday, November 19, 2012
1:40 PM - 2:40 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
The reflected Ornstein-Uhlenbeck (ROU) process arises as the key approximating process for stochasti
Nov 16 2012

Quant Opportunities at CITADEL

Information
Friday, November 16, 2012 - Friday, November 16, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 116, 2:00 - 4:00 p.m.
Representatives from Citadel:  Representatives from Citadel, a quant hedge fund based in Chicago and
Nov 16 2012

Career Opportunities in Risk Management

Information
Friday, November 16, 2012 - Friday, November 16, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
CORE Auditorium, 2:00 - 4:00 p.m.
Chief Risk Officers:  Chief Risk officers from Morgan Stanley, Nationwide Insurance, CIT and Woodbin
Nov 14 2012

Quant projects at Bank of America

Information
Wednesday, November 14, 2012 - Wednesday, November 14, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:00 p.m.
A senior executive from Bank of America:  A senior executive from Bank of America will discuss quant
Nov 12 2012

Optimal Stopping under Adverse Nonlinear Expectation

Information
Monday, November 12, 2012 - Monday, November 12, 2012
1:40 PM - 2:40 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We consider the optimal stopping problem $inf_taumathcal{E}(X_tau)$ for a class of sublinear expecta
Nov 02 2012

Visit to Standard and Poor's

Information
Friday, November 2, 2012 - Friday, November 2, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
55 Water Street NY, 2:00 - 4:00 p.m.
We will visit Standard and Poor's where senior executives will have a panel discussion about career
Oct 31 2012

Quant work at a Hedge Fund

Information
Wednesday, October 31, 2012 - Wednesday, October 31, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:00 p.m.
A representative from Murex:  A representative from CurAlea will discuss quant work that they do as
Oct 31 2012

Markovian Projection of Stochastic Processes

Information
Wednesday, October 31, 2012 - Wednesday, October 31, 2012
10:45 AM - 11:45 AM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We give conditions under which the flow of marginal distributions of a discontinuous semimartingale
Oct 26 2012

IAFE CareerFair

Information
Friday, October 26, 2012 - Friday, October 26, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
NYU Kimmel Center, 10:00 - 4:00 p.m.
The IAFE Career Fair will be held at the NYU Kimmel Center in new York on October 26 from 10 - 4:00.