On Oct. 25, 2017, the Quantitative Finance Seminar held presentations by Peter Carr and John Hull as part of the Fields Institute 25th Anniversary Celebrations.
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2017-2018 Quantitative Finance Seminar
July 1, 2017 to June 30, 2018, The Fields Institute
The Quantitative Finance Seminar has been a centerpiece of the Commercial/Industrial program at the Fields Institute since 1995. Its mandate is to arrange talks on current research in quantitative finance that will be of interest to those who work on the border of industry and academia. Wide participation has been the norm with representation from mathematics, statistics, computer science, economics, econometrics, finance and operations research. Topics have included derivatives valuation, credit risk, insurance and portfolio optimization.
Talks occur on the last Wednesday of every month throughout the academic year and usually take place in the evening. Each seminar is organized around a single theme with two 45-minute talks with time for networking in between them. There is no cost to attend these seminars and everyone is welcome.
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Schedule
Past Talks
| 17:00 to 18:00 |
Harvey Stein, Bloomberg Location:Fields Institute, Room 230 |
| 17:00 to 17:45 |
Grzegorz Halaj, Bank of Canada Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Hany Farag, CIBC Toronto Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Andrew Papanicolaou, NYU Tandon School of Engineering Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Teemu Pennanen, King's College London Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Mathieu Rosenbaum, Ecole Polytechnique Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Johannes Muhle-Karbe, Carnegie Mellon University Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Josef Teichmann, ETH Zürich Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Reception
|
| 17:00 to 18:00 |
Peter Carr, New York University Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
John Hull, University of Toronto Location:Fields Institute, Room 230 |
| 17:00 to 18:00 |
Adam Metzler, Wilfrid Laurier University Location:Fields Institute, Room 230 |
| 18:00 to 19:00 |
Matheus Grasselli, McMaster University Location:Fields Institute, Room 230 |
