Past Events

Event Type

Year

Mar 31 2010

Power Networking

Information: Wednesday, March 31, 2010 - Wednesday, March 31, 2010; 12:10 PM - 1:00 PM; Event Type: Career Workshops; BCC Career Services Center Conference Room, 1:30pm-3:00pm; Event Short Description
Janet Jones: Janet Jones will deliver a powerful presentation on how to best network in today's job

Mar 23 2010

Optimizing the exercise boundary for the holder of an American

Information: Tuesday, March 23, 2010 - Tuesday, March 23, 2010; 1:45 PM - 2:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 525; Event Short Description
The curse of dimensionality is an obstacle to the computation of numerical solutions for PDE in high

Mar 10 2010

Second-year Advising Workshop and Updates on Career Placement

Information: Wednesday, March 10, 2010 - Wednesday, March 10, 2010; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill 705, 2:30-4:00; Event Short Description
Paul Feehan: Advising workshop for students on Wednesday afternoon, in Hill 705, 2:30-4:00, as well

Mar 09 2010

Option Prices in Terms of Distribution Functions

Information: Tuesday, March 9, 2010 - Tuesday, March 9, 2010; 1:45 PM - 2:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 525; Event Short Description
The Black-Scholes type formula associated with a martingale is an increasing function of time, and c

Mar 08 2010

Quant Panel Discussion & Networking Event

Information: Monday, March 8, 2010 - Monday, March 8, 2010; 12:10 PM - 1:00 PM; Event Type: Career Workshops; S&P - NY Office, 55 Water Street, 37th Floor, 1:30pm-3:30pm; Event Short Description
Martin Hampel: S&P will host a career workshop for Rutgers students of the MSMF program; this works

Mar 02 2010

Markov Methods in LIBOR Derivative Pricing

Information: Tuesday, March 2, 2010 - Tuesday, March 2, 2010; 1:45 PM - 2:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 525; Event Short Description
Caps and Swaptions are basic LIBOR interest rate options. In order to conveniently generate strings

Feb 23 2010

Risk Management in Practice in Convertible Arbitrage

Information: Tuesday, February 23, 2010 - Tuesday, February 23, 2010; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill Room 525, 4:00pm-4:45pm; Event Short Description
Alex Ng: Open to MSMF studnets/alumni only. Please register on Quant Careers if you plan to attend

Feb 17 2010

Searching, Applying and Getting the Job

Information: Wednesday, February 17, 2010 - Wednesday, February 17, 2010; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill Room 705, 3:00-4:15pm; Event Short Description
John Miller (former and Renee Williams: John Miller worked with Credit Suisse for nearly 15 years w

Feb 16 2010

Bubbles and contingent claims in markets with short-sale constraints

Information: Tuesday, February 16, 2010 - Tuesday, February 16, 2010; 1:45 PM - 2:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 525; Event Short Description
The current financial crisis, product of the burst of the alleged real estate bubble, has increased

Feb 02 2010

Approximating the Green function of parabolic equations

Information: Tuesday, February 2, 2010 - Tuesday, February 2, 2010; 1:45 PM - 2:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 525; Event Short Description
After some preliminaries, I will present a new type of local asymptotic formula for the Green's func

Feb 02 2010

High Frequency Trading

Information: Tuesday, February 2, 2010 - Tuesday, February 2, 2010; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Busch Campus Center - Center Hall Auditorium, 3:00pm-4:30pm; Event Short Description
Matt Cushman, Head of Quantitative Strategies: This will incluse a formal company presentationa nd

Jan 27 2010

New York City Information Session for Prospective Students and Applicants to MSMF

Information: Wednesday, January 27, 2010 - Tuesday, September 29, 2015; 6:30 PM - 8:30 PM; Event Type: Mathematical Finance; Event Short Description
Date : Wednesday, January 27, 2010 Time : 6:30 PM - 8:30 PM Location : Columbia-Princeton Club , 15

Dec 08 2009

Wiener-Hopf Factorization for Levy Processes with Meromorphic Characteristic Exponent

Information: Tuesday, December 8, 2009 - Tuesday, December 8, 2009; 1:45 PM - 2:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Alexey Kuznetsov, York University ABSTRACT Functionals of a stochastic process, such as ext

Dec 08 2009

Becoming A Quant

Information: Tuesday, December 8, 2009 - Tuesday, December 8, 2009; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill Room 705, 3:00-4:00pm; Event Short Description
Simon Langdon & Guest: This event is only available for Rutgers University MSMF students/alumni who

Nov 24 2009

Commodity Derivatives Models with Mean-Reverting Jumps and Stochastic Volatility: A Spectral Expansion Approach

Information: Tuesday, November 24, 2009 - Tuesday, November 24, 2009; 1:45 PM - 2:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
We construct a novel class of pure jump and jump-diffusion commodity models with state dependent mea

Nov 17 2009

Writing Cover and Thank You Letters

Information: Tuesday, November 17, 2009 - Tuesday, November 17, 2009; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill Room 705, 1:45-2:45pm; Event Short Description
Renee Williams: Come prepared to work on your own cover letter during this session.

Nov 17 2009

PhD Application Workshop for MSMF Students and Alumni

Information: Tuesday, November 17, 2009 - Tuesday, November 17, 2009; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill 705, 3:00-4:00pm; Event Short Description
Paul Feehan: * Overview - Professor Paul Feehan (MSMF Program Director) * Panel - Professor John

Nov 10 2009

Minimizing Conditional Value-at-Risk

Information: Tuesday, November 10, 2009 - Tuesday, November 10, 2009; 1:45 PM - 2:45 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 705; Event Short Description
Speaker: Mingxin Xu, UNC Charlotte

Nov 10 2009

AQR Sought After Skills & How To Best Establish Your Quant Career

Information: Tuesday, November 10, 2009 - Tuesday, November 10, 2009; 12:10 PM - 1:00 PM; Event Type: Career Workshops; Hill Room 705, 3:00-4:00pm; Event Short Description
Aaron Brown: This event is only available for Rutgers University MSMF students/alumni who have regi

Nov 06 2009

Hybrid Monte Carlo

Information: Friday, November 6, 2009 - Friday, November 6, 2009; 3:00 PM - 4:00 PM; Event Type: Mathematical Finance and Probability Seminars; Hill 525; Event Short Description
We describe a method that combines Monte Carlo and numerical quadrature. Speaker: Viorel Costeanu, J

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