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, unless specified otherwise. Please make sure to check the exact schedule and room assignment. Talks generally last an hour, followed by networking.

Seminars are open to the public.

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

Seminar Organizer(s): Petter Kolm

Past Events

Tuesday, May 7, 2019
5:30PM, Warren Weaver Hall 1302
An Algorithmic Approach to Taxable Investing
Adam Grealish, Director of Investing, Betterment
Tuesday, April 30, 2019
5:30PM, Warren Weaver Hall 1302
Reduced Order Representation of Implied Volatility Surfaces
Andrew Papanicolaou, NYU Tandon
Friday, April 26, 2019
5:30PM, Warren Weaver Hall 109
Machine Learning for Trading
Gordon Ritter, Courant Institute of Mathematical Sciences
Tuesday, April 23, 2019
5:30PM, Warren Weaver Hall 1302
Deep (Supervised or Otherwise) Learning
Dhruv Madeka, Senior Machine Learning Scientist, Amazon
Tuesday, April 2, 2019
5:30PM, Warren Weaver Hall 1302
The Adaptive Curve Evolution Model for Interest Rates
Matthias Heymann, Goldman Sachs, Model Risk Management
Tuesday, March 5, 2019
5:30PM, Warren Weaver Hall 1302
Repo Haircut and Pricing
Wujiang Lou, HSBC