Past Events

Event Type

Year

Oct 07 2011

Math and Actuarial Career Fair

Information: Friday, October 7, 2011 - Friday, October 7, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; , 10:00; Event Short Description
Contact Rutgers University Career Services for more information http://careerservices.rutgers.edu/

Oct 05 2011

Numerix Advanced Risk Management

Information: Wednesday, October 5, 2011 - Wednesday, October 5, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill 705, 2:00 - 4:00; Event Short Description
Representatives from Numerix: Representatives from Numerix will discuss risk management and interns

Oct 04 2011

Estimates for the heat kernel with Dirichlet boundary condition

Information: Tuesday, October 4, 2011 - Tuesday, October 4, 2011; 11:30 AM - 12:30 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
I will present two-sided Gaussian bounds for the heat kernel corresponding to the Laplacian with a d

Sep 30 2011

Recent development in the theory of linear and fully nonlinear elliptic and parabolic nondivergence form equations with VMO coefficients.

Information: Friday, September 30, 2011 - Friday, September 30, 2011; 4:00 PM - 5:00 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
I will be talking about equations with discontinuous coefficients and about a progress in studying t

Sep 27 2011

Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations

Information: Tuesday, September 27, 2011 - Tuesday, September 27, 2011; 11:30 AM - 12:30 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Consider an Ornstein-Uhlenbeck process, $dX_t=- heta X_t dt+sigma dB^H_t$, driven by fractional Brow

Sep 26 2011

Bloomberg Recruiting Event

Information: Monday, September 26, 2011 - Monday, September 26, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Busch Career Center, 6:00 - 8:00 p.m.; Event Short Description
Bloomberg recruiters will be taking resumes on September 23 at the Rutgers University Engineering an

Sep 23 2011

Rutgers University Engieering and Computer Science Career Fair

Information: Friday, September 23, 2011 - Friday, September 23, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; , 10:00 - 4:00; Event Short Description
Rutgers Career Services: Contact the Rutgers Career Services for more information. http://careerse

Sep 23 2011

JP Morgan Talk

Information: Friday, September 23, 2011 - Friday, September 23, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; CORE Auditorium, 2:00 -4:00; Event Short Description
Representatives from JP Morgan: Representatives from JP Morgan will give an overview of the Investm

Sep 21 2011

A Goldman Sachs Overview

Information: Wednesday, September 21, 2011 - Wednesday, September 21, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; CORE Auditorium, 3:30 - 5:00; Event Short Description
A representative from Goldman Sachs:

Sep 16 2011

Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case

Information: Friday, September 16, 2011 - Friday, September 16, 2011; 4:00 PM - 5:00 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
We introduce a probabilistic version of the classical Perron's method to construct viscosity solutio

Sep 15 2011

Liquidation in Limit Order Books with Controlled Intensity

Information: Thursday, September 15, 2011 - Thursday, September 15, 2011; 4:00 PM - 5:00 PM; Event Type: Mathematical Finance and Probability Seminars; Simon library, New Jersey Hall 3rd floor (Economics Building, College Avenue Campus); Event Short Description
We consider a framework for solving optimal liquidation problems in limit order books. In particular

Sep 14 2011

The Evolution of Funding and Liquidity during the Crisis

Information: Wednesday, September 14, 2011 - Wednesday, September 14, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; CORE Auditorium, 3:00 - 5:00; Event Short Description
A representative from Credit Suisse:

Sep 09 2011

The Global Quant World

Information: Friday, September 9, 2011 - Friday, September 9, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; ARC 105, 2:00 - 3:30; Event Short Description
A representative from TTG: Students will learn about the global quant career opportunities that exi

Sep 08 2011

National Association of Asian MBAs

Information: Thursday, September 8, 2011 - Thursday, September 8, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; New York, New York,; Event Short Description
From September 8- 10 http://www.asianmba.org/Taking Leadership to New Heights, the National Associat

Sep 02 2011

MSMF Second Year Students Annual meeting

Information: Friday, September 2, 2011 - Friday, September 2, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; CORE Auditorium, 2:00 - 5:00; Event Short Description
Please join Dr. Feehan, Director of the Mathematical Finance Master's Program, Carla Visser, Direct

Aug 31 2011

Mandatory Career Management Seminar 1A: Know Yourself

Information: Wednesday, August 31, 2011 - Wednesday, August 31, 2011; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill 705, 2:00 - 3:30; Event Short Description
Carla Visser: This seminar reviews the importance of doing a self-assessment to be able to know you

May 03 2011

Applications of a Markov mapping theorem

Information: Tuesday, May 3, 2011 - Tuesday, May 3, 2011; 11:00 AM - 12:00 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Conditions in terms of generators are given under which the image of a solution of a martingale prob

Apr 26 2011

Pricing and Hedging in Affine Models with Possibility of Default

Information: Tuesday, April 26, 2011 - Tuesday, April 26, 2011; 11:15 AM - 12:15 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
We propose a general class of models for the simultaneous treatment of equity, corporate bonds, gove

Apr 26 2011

A Point Process Model for the High-Frequency Dynamics of a Limit Order Book

Information: Tuesday, April 26, 2011 - Tuesday, April 26, 2011; 10:15 AM - 11:15 AM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
We study the statistical properties of events affecting a limit order book -market orders, limit ord

Apr 22 2011

Stochastically invariant manifolds for Jump diffusion on Hilbert space

Information: Friday, April 22, 2011 - Friday, April 22, 2011; 4:00 PM - 5:00 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Josef Teichmann, ETH Zurich ABSTRACT We show necessary and sufficient conditions for finite

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