News & Events

Past Events

Mar 27 2018

Log-optimal portfolios with memory effect

Information
Tuesday, March 27, 2018 - Tuesday, March 27, 2018
11:40 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
I am going to talk about an investment problem with logarithmic utility function where we take into
Mar 20 2018

Optimal Equilibria for Time-inconsistency -- the Stopping Case

Information
Tuesday, March 20, 2018 - Tuesday, March 20, 2018
11:40 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
For time-inconsistent control/stopping problems, it is known that one should employ an equilibrium s
Mar 09 2018

CFA Society

Information
Friday, March 9, 2018 - Friday, March 9, 2018
2:00 PM - 3:30 PM
Event Type: Career Workshops
Academic Building, Room 1170 (CAC)
Mario Carias, Managing Director
Mar 06 2018

Optimal Investment and Derivative Demand under Price Impact  and is joint work with C. Spilioupoulos of Boston University and M. Anthropelos of University of Pireaus.

Information
Tuesday, March 6, 2018 - Tuesday, March 6, 2018
11:40 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We study the optimal investment problem in a price impact model where multiple market makers compete
Mar 02 2018

CIT Group

Information
Friday, March 2, 2018 - Friday, March 2, 2018
2:00 PM - 3:30 PM
Event Type: Career Workshops
Academic Building, Room 1170 (CAC)
CIT Group Inc. is a financial holding company headquartered in New York City. The company's name is
Feb 23 2018

JP Morgan Chase

Information
Friday, February 23, 2018 - Friday, February 23, 2018
2:00 PM - 3:30 PM
Event Type: Career Workshops
Academic Building, Room 1170 (CAC)
Alvin Huang, Vice President Mr. Huang manages the North America and Latin America institutional trad
Feb 13 2018

International Market Recruiters: Finance - POSTPONED from 2/2/18

Information
Tuesday, February 13, 2018 - Tuesday, February 13, 2018
1:40 PM - 3:00 PM
Event Type: Career Workshops
Academic Building, Room 1170 (CAC)
Lauren English, Financial Recruiter
Jan 23 2018

Rebellion Research

Information
Tuesday, January 23, 2018 - Tuesday, January 23, 2018
1:40 PM - 3:00 PM
Event Type: Career Workshops
SEC, Room 207
Alexander Fleiss, CEO of RebellionResearch.com - Online Machine Learning Wealth Management
Jan 16 2018

Equilibrium Model of Limit Order Books and Optimal Execution Problems

Information
Tuesday, January 16, 2018 - Tuesday, January 16, 2018
11:40 AM - 12:40 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We study the optimal execution problem in an order driven market in which the dynamics of the limit
Dec 08 2017

Company TBD

Information
Friday, December 8, 2017 - Friday, December 8, 2017
1:30 PM - 2:30 PM
Event Type: Career Workshops
Academic Building, Room 1170 (CAC)
Dec 01 2017

Atara Capital

Information
Friday, December 1, 2017 - Friday, December 1, 2017
1:00 PM - 2:30 PM
Event Type: Career Workshops
Academic Building, Room 1170 (CAC)
Rahul Sachdeo, Founding Partner
Nov 17 2017

Federal Reserve Bank of New York - Tour

Information
Friday, November 17, 2017 - Friday, November 17, 2017
11:00 AM - 2:00 PM
Event Type: Career Workshops
FED - NYC
Nov 14 2017

Robust Pricing and Hedging around the Globe

Information
Tuesday, November 14, 2017 - Tuesday, November 14, 2017
11:40 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We consider the Robust Pricing Problem for a class of options encompassing American, Asian, Bermudan
Nov 10 2017

UBS

Information
Friday, November 10, 2017 - Friday, November 10, 2017
1:00 PM - 2:30 PM
Event Type: Career Workshops
Academic Building, Room 1170 (CAC)
Rahel Wendelspiess, Group Risk Control; Environmental and Social Risk Basile Maire, Stress Methodolo
Nov 07 2017

Optimal Decisions in a Time Priority Queue

Information
Tuesday, November 7, 2017 - Tuesday, November 7, 2017
11:40 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We show how the position of a limit order in the queue influences the decision of whether to cancel
Nov 03 2017

Ernest & Young - CANCELLED

Information
Friday, November 3, 2017 - Friday, November 3, 2017
1:00 PM - 2:30 PM
Event Type: Career Workshops
Academic Building, Room 1170 (CAC)
Shubhrata Bhargava, Manager, Quantitative Advisory Services
Oct 27 2017

CIT

Information
Friday, October 27, 2017 - Friday, October 27, 2017
1:00 PM - 2:30 PM
Event Type: Career Workshops
Academic Building, Room 1170 (CAC)
Ben Steiner, Director
Oct 24 2017

A Mean Field Competition

Information
Tuesday, October 24, 2017 - Tuesday, October 24, 2017
11:40 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We introduce a mean field game with rank-based reward: competing agents optimize their effort to ach
Oct 17 2017

Portfolios generated by optimal transport

Information
Tuesday, October 17, 2017 - Tuesday, October 17, 2017
11:40 AM - 12:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill705
First introduced by Fernholz in stochastic portfolio theory, functionally generated portfolio allows
Oct 13 2017

IAQF Student Career Fair (MSMF 2018 Grads ONLY)

Information
Friday, October 13, 2017 - Friday, October 13, 2017
10:00 AM - 5:00 PM
Event Type: Career Workshops
Kimmel Center for University Life; New York University; 60 Washington Square South
Student Career Fair Registration: Who Can Participate: Only candidates seeking full time positions,