News & Events

Past Events

Sep 07 2012

Job Search Techniques

Information
Friday, September 7, 2012 - Friday, September 7, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 116, 2:00 - 4:00 p.m.
Carla Visser:  This is a mandatory career development seminar.  Students will learn the latest job s
Sep 05 2012

Career Development Seminar:  Know Yourself

Information
Wednesday, September 5, 2012 - Wednesday, September 5, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:00
Carla Visser:  This is a mandatory career development seminar and workshop.  Students will identify
Aug 30 2012

New Student Orientation

Information
Thursday, August 30, 2012 - Thursday, August 30, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 8:30 - 4:30 p.m.
Mathematical Finance Master's Degree Student Orientation ProgramDepartmental orientation events, inc
Aug 30 2012

How I Became a Quant

Information
Thursday, August 30, 2012 - Thursday, August 30, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 3:30 - 4:30 p.m.
MSMF Alumni:  Alumni of the MSMF Program will discuss How they became a Quant and will provide caree
May 01 2012

Characterization of reflected diffusions and their stationary distributions

Information
Tuesday, May 1, 2012 - Tuesday, May 1, 2012
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Reflected diffusions are stochastic processes that behave like diffusions in the interior of a domai
Apr 24 2012

On the conditional ergodic theory of Markov processes

Information
Tuesday, April 24, 2012 - Tuesday, April 24, 2012
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Consider a bivariate ergodic Markov process. One component is observed and the other component is hi
Apr 20 2012

Rsk Management at Morgan Stanley

Information
Friday, April 20, 2012 - Friday, April 20, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
, 2:00 - 4:00
A member of Morgan Stanley :  A senior representative of Morgan Stanley will discuss Risk Management
Apr 17 2012

Shadow prices and well posedness in the problem of optimal investment and consumption with transaction costs

Information
Tuesday, April 17, 2012 - Tuesday, April 17, 2012
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We revisit the optimal investment and consumption model of Davis and Norman (1990) and Shreve and So
Apr 10 2012

Trading Algorithms for Hedge Funds

Information
Tuesday, April 10, 2012 - Tuesday, April 10, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 3:00 - 5:00
A representative from FX Concepts:  A representative from FX Concepts will discuss Trading Algorithm
Apr 10 2012

Estimating expected returns from option prices with its application in portfolio selection

Information
Tuesday, April 10, 2012 - Tuesday, April 10, 2012
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Traditionally, the expected return is estimated from the historical data through the classic asset p
Apr 06 2012

Controlled defaults in financial networks

Information
Friday, April 6, 2012 - Friday, April 6, 2012
3:00 PM - 4:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
Distress propagation in financial systems may be modeled by epidemics on a random graph in which nod
Apr 03 2012

Diffusion Approximations for Multiscale Stochastic Networks in Heavy traffic

Information
Tuesday, April 3, 2012 - Tuesday, April 3, 2012
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We study a sequence of nearly critically loaded queueing networks, with time varying arrival and ser
Mar 30 2012

Firmwide Risk Management

Information
Friday, March 30, 2012 - Friday, March 30, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 1:40 - 3:30
A representative from UBS:  A representative from UBS Firmwide Risk Management will talk about Firmw
Mar 23 2012

Business and Dining Etiquette

Information
Friday, March 23, 2012 - Friday, March 23, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
P)h 111, 2:00 - 4:00
Doug Ricci and Tina Knight:  Learn how to conduct yourself in the business world as well as during i
Mar 20 2012

The Probability of a Rare Event

Information
Tuesday, March 20, 2012 - Tuesday, March 20, 2012
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We begin by considering a feed-forward network with a single server station serving jobs with multip
Mar 09 2012

Non Profit and Government Career Day

Information
Friday, March 9, 2012 - Friday, March 9, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
, 10:00 - 4:00
Look at the link below for more information: http://careerservices.rutgers.edu/
Mar 09 2012

Big East Career Fair

Information
Friday, March 9, 2012 - Friday, March 9, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
,
Look at the link below for more information: http://careerservices.rutgers.edu/
Mar 06 2012

Trading with market frictions, asymptotics and options

Information
Tuesday, March 6, 2012 - Tuesday, March 6, 2012
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
I discuss dynamic trading strategies in the presence of small market frictions -- transaction costs
Mar 02 2012

Energy Quant Opportunities

Information
Friday, March 2, 2012 - Friday, March 2, 2012
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 2:00 - 4:00
Representatives from Credit Suiise, Morgan Stanley and other companies:  This panel discussion will
Feb 28 2012

Strong solutions to an elliptic obstacle problem with coefficients in VMO

Information
Tuesday, February 28, 2012 - Tuesday, February 28, 2012
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We consider the obstacle problem: a^{ij}D_{ij}w = Chi_{w > 0} in B_1 with w = psi on partial B_1 whe