News & Events

Past Events

Oct 22 2010

JP Morgan - Fall Recruitment Event - Quantitative Research and Fixed Income Strategy

Information
Friday, October 22, 2010 - Friday, October 22, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
SEC 202, Friday,  3:00-4:40 p.m.
JP Morgan Quant Professionals:  Dr. Anatoly Morosov, an Executive Director at JP Morgan and Senior C
Oct 20 2010

High Frequency Trading and Career Opportunities at Knight ETG

Information
Wednesday, October 20, 2010 - Wednesday, October 20, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 1:40 - 4:40 p.m.
Knight Equity Trading Professionals:  * Dr. Ilya Berdnikov, V.P., Quant Strategist;* Dr. Doug Borden
Oct 19 2010

Some applications of Clark-Ocone representation formula

Information
Tuesday, October 19, 2010 - Tuesday, October 19, 2010
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
The classical Ito stochastic representation theorem asserts that any square integrable random variab
Oct 13 2010

Credit Suisse

Information
Wednesday, October 13, 2010 - Wednesday, October 13, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 3:40 - 4:40 p.m.
Credit Suisse Professional:   This event is only available for Rutgers University MSMF students/alum
Oct 12 2010

Too interconnected to fail: contagion and systemic risk in financial networks

Information
Tuesday, October 12, 2010 - Tuesday, October 12, 2010
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
As illustrated by recent empirical studies on the structure of links and exposures across financial
Oct 05 2010

Smoothness of the law of the supremum of the Gaussian process

Information
Tuesday, October 5, 2010 - Tuesday, October 5, 2010
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We will show that the supremum of a class of Gaussian processes has an infinitely differentiable den
Sep 28 2010

American-style options, stochastic volatility, and degenerate parabolic variational inequalities

Information
Tuesday, September 28, 2010 - Tuesday, September 28, 2010
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Elliptic and parabolic partial differential equations arising in option pricing problems involving t
Sep 24 2010

Career Day

Information
Friday, September 24, 2010 - Friday, September 24, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Busch Campus Center, 10:00 a.m.- 3:00 p.m.
Engineering and Computer Science Employers:  For more information: http://careerservices.rutgers.edu
Sep 22 2010

FX Concepts - Practical Application of Tools in Quant Finance on the Buy Side

Information
Wednesday, September 22, 2010 - Wednesday, September 22, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00-4:00
Head of Quantitative Research, FX Concepts:
Sep 21 2010

Hedging under arbitrage

Information
Tuesday, September 21, 2010 - Tuesday, September 21, 2010
1:45 PM - 2:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
Explicit formulas for optimal trading strategies in terms of minimal required initial capital are de
Sep 17 2010

Goldman Sachs - Comparative Interviewing Skills and Q&A

Information
Friday, September 17, 2010 - Friday, September 17, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Busch Campus Center,  Center Hall, 3:00 - 4:40 p.m.
Goldman Sachs Professional, Sr. Managing Director:  This event is only available for Rutgers Univers
Sep 15 2010

Quant Careers 101

Information
Wednesday, September 15, 2010 - Wednesday, September 15, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 1:40-3:00 p.m.
Carol Rutgers, Associate Director for Career Services and Employer Relations:  All 1st-semester stud
Sep 08 2010

Bloomberg Overview Presentation

Information
Wednesday, September 8, 2010 - Wednesday, September 8, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 3:00 - 4:40 p.m.
Bloomberg Professional:  This event is only available for Rutgers University MSMF students/alumni wh
May 04 2010

Credit Risk Modeling - CANCELLED

Information
Tuesday, May 4, 2010 - Tuesday, May 4, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 525, 1:45-2:45pm
Igor Halperin:  Dr. Halperin will describe his work at JP Morgan and preview some of his lecture top
Apr 30 2010

The Use of Stochastic Control Theory in High Frequency Trading

Information
Friday, April 30, 2010 - Friday, April 30, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 4:00-5:00pm
Douglas Borden:  *** Joint with Department of Mathematics Colloquium and Mathematical Finance and Pr
Apr 27 2010

Non-zero-sum Stochastic Differential Games of Control and Stopping

Information
Tuesday, April 27, 2010 - Tuesday, April 27, 2010
1:45 PM - 2:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
We take two approaches, martingale techniques and BSDE’s, to solve non-zero-sum stochastic di
Apr 23 2010

Portfolio Theory and Applications

Information
Friday, April 23, 2010 - Friday, April 23, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 525, 3:00-4:00pm
Arthur Robb:  Dr. Robb will describe his work at MSIM and preview some of his lecture topics for the
Apr 20 2010

Feynman-Kac Formula for Heat Equation Driven by Fractional White Noise

Information
Tuesday, April 20, 2010 - Tuesday, April 20, 2010
1:45 PM - 2:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
In this paper we establish a version of the Feynman-Kac formula for the stochastic heat equation wit
Apr 13 2010

Risk Careers

Information
Tuesday, April 13, 2010 - Tuesday, April 13, 2010
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 009, 2:00pm-3:00pm
Bill May:  Only Rutgers MSMF students/alumni are eligible to attend.  Please register on Quant Caree
Apr 06 2010

Bright Noise: Modelling Volatility Smiles

Information
Tuesday, April 6, 2010 - Tuesday, April 6, 2010
1:45 PM - 2:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
We investigate modelling volatility surfaces using the alpha-stable Levy motion as the driving term