Mathematical Finance & Financial Data Science Seminar

The mathematical finance & financial data science 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

This seminar series is part of the Quantitative Finance & Financial Data Science Working Group's activities at NYU Courant, organized by Petter Kolm (email: petter DOT kolm AT nyu DOT edu).

Presenters include invited visitors and NYU Courant faculty. Seminar presentations often cover 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, unless specified otherwise. Please make sure to check the exact schedule and room assignment.

Seminar Organizer(s): Petter Kolm

Upcoming Events

Tuesday, March 3, 2020
5:30PM, Warren Weaver Hall 1302
Financial Applications of Machine Learning
Terry Benzschawel, Benzschawel Scientific, LLC
Wednesday, March 4, 2020
3:30PM, 60 Fifth Avenue 527
What is Model Risk Management? Regulatory Guidance for Model Developers
Ben Steiner, Global Fixed Income, BNP Paribas Asset Management
Tuesday, March 31, 2020
5:30PM, Warren Weaver Hall 1302
Modeling Interest Rate and FX Derivatives with Division Algebras
Gregory Pelts
Tuesday, April 28, 2020
5:30PM, Warren Weaver Hall 1302
On the Value of Portfolio Construction
Jason MacQueen, Smart Portfolio Strategies (SPS)

Past Events

Tuesday, February 18, 2020
5:30PM, Warren Weaver Hall 1302
The Importance of Clean-Up Cost in Algorithmic Trading
Nick Westray, NYU Courant
Tuesday, February 4, 2020
5:30PM, Warren Weaver Hall 1302
Looking Forward to Backward-Looking Rates: A Modeling Framework for Term Rates Replacing LIBOR
Fabio Mercurio, Bloomberg & NYU Courant