2023-2024 Quantitative Finance Seminar
Description
The Quantitative Finance Seminar has been a centrepiece 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 third Wednesday of every month throughout the academic year and usually take place in the evening (unless specified otherwise). Each seminar is organized around a single theme with a 45-minute talk and a 15-minute Question and Answer session. There is no cost to attend these seminars and everyone is welcome. (The seminar will be held in a hybrid format: in-person in Room 230, Fields Institute and online via Zoom.)
You can find all previous talk recordings here: https://www.youtube.com/playlist?list=PLArBKNfJxuumDwk6qbcJEOC7GTlj63Oro
To participate in the seminar series remotely, please join via the following Zoom meeting link: https://zoom.us/j/99587669186
Schedule
17:00 to 18:00 |
Samuel Cohen, University of Oxford |
18:00 to 18:30 |
Break
|
17:00 to 18:00 |
Steven Vanduffel, Vrije Universiteit Brussel |
18:00 to 18:30 |
Break
|
17:00 to 18:00 |
Kim Weston, Rutgers University |
18:00 to 18:30 |
Break
|
17:00 to 18:00 |
John Hull, University of Toronto, Zissis Poulos, York University |
18:00 to 18:30 |
Break
|
17:00 to 18:00 |
Anatoliy Swishchuk, University of Calgary |
18:00 to 18:30 |
Break
|
17:00 to 18:00 |
Erick Delage, HEC Montréal |
18:00 to 18:30 |
Break
|