News & Events

Past Events

Dec 02 2011

Citibank Information Session

Information
Friday, December 2, 2011 - Friday, December 2, 2011
12:10 PM - 1:00 PM
Event Type: Career Workshops
ARC 105, 2:00 - 4:00
A representative from Citibank:  Representatives from Citibank will discuss opportunities at Citiban
Nov 29 2011

Physical and risk-free density estimation in the energy market

Information
Tuesday, November 29, 2011 - Tuesday, November 29, 2011
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Based on ground breaking work of Tabak and VandenEijdn, this talk describes a new family of algorith
Nov 22 2011

Some Variational Formulas with Applications to Large Deviations

Information
Tuesday, November 22, 2011 - Tuesday, November 22, 2011
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Variational representations for moments of nonnegative functionals on Wiener and Poisson spaces will
Nov 17 2011

JP Morgan Chase Quantitative Research Networking Event

Information
Thursday, November 17, 2011 - Thursday, November 17, 2011
12:10 PM - 1:00 PM
Event Type: Career Workshops
270 Park Avenue Room 202/203, 6:00 - 8:00 p.m.
This event is for students who have completed, or are currently enrolled in a PhD Program, a MFE pro
Nov 16 2011

Trading Systems Trends

Information
Wednesday, November 16, 2011 - Wednesday, November 16, 2011
12:10 PM - 1:00 PM
Event Type: Career Workshops
, 3:00 - 5:00
A representative from FiServe:
Nov 15 2011

Implied volatility from local volatility: A path integral approach

Information
Tuesday, November 15, 2011 - Tuesday, November 15, 2011
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Starting from an argument given in Gatheral, Hsu, Laurence, Ouyang,and Wang (GHLOW, 2011), we derive
Nov 11 2011

Ancient solutions to different geometric flows

Information
Friday, November 11, 2011 - Friday, November 11, 2011
3:00 PM - 4:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
We will indicate the importance of study and classification of ancient solutions in geometric flows.
Nov 08 2011

Surface integrals of rapidly Oscillating functions, with applications to PDE

Information
Tuesday, November 8, 2011 - Tuesday, November 8, 2011
1:40 PM - 2:40 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
In this talk I will discuss surface integrals of rapidly oscillating functions, and their limit beha
Nov 08 2011

Analytic foundations for a class of degenerate diffusions arising in population genetics

Information
Tuesday, November 8, 2011 - Tuesday, November 8, 2011
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We analyze a class of partial differential equations that arise as "backwards Kolmogorov operators"
Nov 04 2011

Mathematical Finance & Partial Differential Equations Conference

Information
Friday, November 4, 2011 - Friday, November 4, 2011
12:10 PM - 1:00 PM
Event Type: Career Workshops
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Consult this website for more information http://www.finmath.rutgers.edu/mfpde2011/
Nov 02 2011

Optimal investment in the presence of high-water mark fees

Information
Wednesday, November 2, 2011 - Wednesday, November 2, 2011
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
In this talk we consider the problem of optimal asset allocation for an agent who may invest in a mo
Nov 01 2011

Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences

Information
Tuesday, November 1, 2011 - Tuesday, November 1, 2011
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We provide results on the existence and uniqueness of equilibrium in dynamically incomplete financia
Oct 28 2011

IAFE Career Fair

Information
Friday, October 28, 2011 - Friday, October 28, 2011
12:10 PM - 1:00 PM
Event Type: Career Workshops
NYU, 10:00 - 5:00
IAFE:  Look at the link below for more information: http://www.finmathjobfair.org/
Oct 26 2011

Bloomberg Training

Information
Wednesday, October 26, 2011 - Wednesday, October 26, 2011
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 5:00
Bloomberg Trainer:  Two sessions will be held, from 2:00 - 3:00 and 3:30 - 4:30 to train students on
Oct 25 2011

Goldman Sachs Info Session

Information
Tuesday, October 25, 2011 - Tuesday, October 25, 2011
12:10 PM - 1:00 PM
Event Type: Career Workshops
Busch Campus Center, 6:00 - 7:30
A representative from Goldman Sachs:
Oct 25 2011

Mimicking theorem for generalized Heston-like processes

Information
Tuesday, October 25, 2011 - Tuesday, October 25, 2011
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We prove existence, uniqueness and regularity results for a certain class of degenerate elliptic par
Oct 21 2011

Gaussian Random Fields: Spectral Measures and Fine Properties

Information
Friday, October 21, 2011 - Friday, October 21, 2011
3:00 PM - 4:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
Consider a centered Gaussian random fi_x000C_eld {X =X(t);tin R^N} with stationary increments and sp
Oct 21 2011

Risk Analytics Infrastructure

Information
Friday, October 21, 2011 - Friday, October 21, 2011
12:10 PM - 1:00 PM
Event Type: Career Workshops
ARC 105, 2:00 - 4:00
A representative from Bank of America:
Oct 14 2011

Optimal Order and Portfolio Execution

Information
Friday, October 14, 2011 - Friday, October 14, 2011
12:10 PM - 1:00 PM
Event Type: Career Workshops
ARC 105, 2:00 - 4:00
A representative from ITG:
Oct 11 2011

Density and tail estimates with Malliavin calculus

Information
Tuesday, October 11, 2011 - Tuesday, October 11, 2011
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Consider a centered random variable $X$ on a Wiener space, satisfying almost-sure conditions involvi