Mathematical Finance Seminar
The mathematical finance seminar covers a broad range of topics in mathematical and quantitative finance, including:
- Data science and machine learning in finance
- Econometric techniques and quantitative finance
- Portfolio and risk management
- Pricing and risk models
- Regulatory models and regulation
- Trading strategies and back testing
Presenters include invited visitors and NYU Courant faculty. A seminar presentation often covers original research. The seminar meets monthly on Tuesdays at 5:30 pm to 7 pm in room 1302 of Warren Weaver Hall at 251 Mercer Street, New York unless specified otherwise. Please make sure to check the exact schedule. Talks generally last an hour, followed by networking.
The seminar coordinator is Petter Kolm.
Seminar Organizer(s): Petter Kolm
Tuesday, October 3, 20175:30PM, Warren Weaver Hall 1302
Optimal Execution, Order-Placement Tactics, and Hamiltonian Dynamics
Jerome Benveniste (joint work with Gordon Ritter), NYU Courant, M.S. Mathematics in Finance