News & Events

Past Events

Nov 03 2009

Quantitative Finance Program & Recruiting

Information
Tuesday, November 3, 2009 - Tuesday, November 3, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 705, 3:00-4:30pm
Leighton Symons:       Professional dress is required for this presentation (suits).  Please arrive
Oct 30 2009

National Financial Mathematics Career Fair

Information
Friday, October 30, 2009 - Friday, October 30, 2009
9:00 AM - 5:00 PM
Event Type: Mathematical Finance and Probability Seminars
NYU
Oct 27 2009

Nonparametric Estimation of Time-Changed Levy Models

Information
Tuesday, October 27, 2009 - Tuesday, October 27, 2009
1:45 PM - 2:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Volatility clustering and leverage are two of the most prominent features of the dynamics of asset p
Oct 22 2009

AMS Special Session on Topics in Mathematical Finance at Penn State University

Information
Thursday, October 22, 2009 - Friday, October 23, 2009
12:00 AM - 11:59 PM
Event Type: Mathematical Finance and Probability Seminars
No Seminar
No seminar due to AMS Special Session on Topics in Mathematical Finance at Pennsylvania State Univer
Oct 21 2009

How to Make the Transition From Backpack To Briefcase

Information
Wednesday, October 21, 2009 - Wednesday, October 21, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 705, 4:00-6:00pm
Dan Coben, Career Counselor & Executive Coach:  Please log into Quant Careers fro more details.
Oct 13 2009

Technical Work of Murex

Information
Tuesday, October 13, 2009 - Tuesday, October 13, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 705, 3:00-4:00pm
Rachel Berner:
Oct 12 2009

Liquidation of a Large Block of Stock with Regime Switching

Information
Monday, October 12, 2009 - Tuesday, October 13, 2009
1:45 AM - 2:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Stock-selling rules are mainly concerned with liquidation of the security within a short period of t
Oct 06 2009

Preparing For And Mastering An Interview

Information
Tuesday, October 6, 2009 - Tuesday, October 6, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 705, 2:00-3:30pm
Renee Williams:
Oct 02 2009

Algorithmic Trading: A Buy-Side Perspective

Information
Friday, October 2, 2009 - Friday, October 2, 2009
3:00 PM - 4:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
The traditional view of portfolio construction, risk analysis, and execution holds that these three
Sep 29 2009

Strict Local Martingale Deflators and Pricing American Call-Type Options

Information
Tuesday, September 29, 2009 - Tuesday, September 29, 2009
1:45 PM - 2:45 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We solve the problem of pricing and optimal exercise of American call-type options in markets which
Sep 29 2009

The Art of Networking

Information
Tuesday, September 29, 2009 - Tuesday, September 29, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 705, 3:00-4:00pm
Renee Williams:
Sep 22 2009

Hedge Fund Quantitative Research

Information
Tuesday, September 22, 2009 - Tuesday, September 22, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 705, 3:00-4:00pm
Jim Conklin, Head of Quantitative Research:
Sep 15 2009

What It Takes To Work for ITG

Information
Tuesday, September 15, 2009 - Tuesday, September 15, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 705,  3:00-4:00pm
Milan Borkovec:
Sep 08 2009

Quant Career Program

Information
Tuesday, September 8, 2009 - Tuesday, September 8, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 705,  1:45-2:45pm
Renee Williams:  The MSMF program now has our own career system to assist students in connecting wit
Sep 08 2009

Financial Software Developer position

Information
Tuesday, September 8, 2009 - Tuesday, September 8, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill Room 705, 3:00-4:00pm
Gary Oeters, Bloomberg:   Gary is a Rutgers alum and has developed a strong career at Bloomberg.  Ga
Sep 01 2009

Second-year Student Advising  Workshop

Information
Tuesday, September 1, 2009 - Tuesday, September 1, 2009
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, Tuesday,  2:00-4:00 pm
Paul Feehan:  I will answer questions and provide advice and guidance for second-year and higher mas
May 05 2009

The Recent Financial Turmoil and Related Financial Engineering Research Problems

Information
Tuesday, May 5, 2009 - Tuesday, May 5, 2009
3:00 PM - 4:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
The past several months have been an eventful period for the U.S. financial markets, mainly due to t
May 01 2009

Valuation of Exotic Interest Rate Derivatives - Bermudans, Range Accruals, and Spreads

Information
Friday, May 1, 2009 - Friday, May 1, 2009
3:00 PM - 4:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 525
Exotic interest rate derivatives are hard to value. Care must be taken to make sure that sources of
Apr 28 2009

Market Models for European Options: Dynamic Local Volatility and Tangent Levy Models

Information
Tuesday, April 28, 2009 - Tuesday, April 28, 2009
3:00 PM - 4:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Most financial models introduced for the purpose of pricing and hedging derivatives concentrate on t
Apr 21 2009

Pricing Variance Swaps on Time-Changed Levy Processes

Information
Tuesday, April 21, 2009 - Tuesday, April 21, 2009
3:00 PM - 4:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Define a variance swap on an underlying share price S to pay at time T the quadratic variation of lo