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
Big data and econometric techniques
Quantitative finance
Portfolio and risk management
Pricing and risk models
Regulation and regulatory models
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 and room assignment. Talks generally last an hour, followed by networking.

The seminar coordinator is Petter Kolm (email: petter DOT kolm AT nyu DOT edu).

Seminar Organizer(s): Petter Kolm

Past Events

Tuesday, May 1, 2018
5:30PM, Warren Weaver Hall 1302
Funding and Counterparty Credit Costs for CCP and OTC Trading
Leif B. Andersen, BAML and NYU Courant Institute
Tuesday, March 27, 2018
5:30PM, Warren Weaver Hall 1302
The Dispersion Bias
Lisa Goldberg, University of California, Berkeley and Aperio Group
Tuesday, March 6, 2018
5:30PM, Warren Weaver Hall 1302
Non-Traditional Datasets in Quantitative Investing: Challenges and Solutions
Gene Ekster, Alternative Data Group
Tuesday, February 6, 2018
5:30PM, Warren Weaver Hall 1302
Trading Illiquid Goods: Market Making as a Sequence of Sealed-Bid Auctions, with Analytic Results
Peter Cotton, Data Science Division of J.P. Morgan