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Stevens FE Seminar Series

The Financial Engineering Seminar Series is a centerpiece of the graduate Financial Engineering program in Stevens. Its mandate is to arrange talks on current research and industry trends in financial engineering and quantitative finance that will be of interest to those who work in both industry and academia. This event is sponsored by the Schools of Systems & Enterprises, Financial Engineering Department.

2016 Spring

Tuesday, June 7, 2016 - 5:30pm Babbio 541 Prakash Chandak - Goldman Sachs & Co., NY. "Structured Notes"
Wednesday, May 4, 2016 - 6:45pm BC541 Zura Kakushadze President & Co-Owner, Quantigic Solutions; Full Professor, Free University of Tbilisi Statistical Risk Models, Billion Alphas, and…Cancer Signatures
Thursday, April 28, 2016 - 5:45pm to 6:45pm BC122 Maxim Bichuch,Assistant Professor, Applied Math & Stats - Johns Hopkins University Arbitrage-Free Pricing of XVA
Thursday, April 14, 2016 - 5:45pm to 7:00pm BC122 Roy Kwon, University of Toronto "Factor-based Robust Index Tracking"
Thursday, March 31, 2016 - 5:45am to 6:45am BC 122 Roger Lee How Leverage Transforms a Volatility Skew
Thursday, March 17, 2016 - 5:45pm to 6:45pm Babbio 122 Dan Pirjol, JP Morgan Moment Explosions in Discrete Time Stochastic Processes
Thursday, March 10, 2016 - 5:45pm to 6:45pm Babbio 122 Lingjiong Zhu, Florida State University Self-Exciting Point Processes and Applications to Finance
Wednesday, March 2, 2016 - 5:45pm to 6:45pm Burchard 118 Philip Protter, Columbia University Liquidity Suppliers and High Frequency Trading
Wednesday, February 24, 2016 - 2:00pm to 3:00pm Babbio 319 Delaney Granizo-Mackenzie How to build a long-short equity strategy
Thursday, February 18, 2016 - 5:45pm to 6:45pm Babbio 122 Tarun Chordia, Emory University Do High Frequency Traders Need to be Regulated?

2015 Fall

Thursday, November 19, 2015 - 5:30pm Babbio Center 122 Michael Atkin, John Bottega, EDM Council, Inc. Education for the Next generation of Data Management Professionals
Thursday, November 12, 2015 - 5:30pm Babbio 122 Alexey Polishchuk, Bloomberg L.P. Factor Models For Volatility
Thursday, November 5, 2015 - 5:30pm Babbio 122 Hamed Ghoddusi, Filippo Pavesi, Stevens The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel, 2015
Thursday, October 22, 2015 - 5:30pm Babbio 122 Lee Dickers, Rutgers University Multistage Portfolio Optimization with Transaction Costs and Parameter Uncertainty
Thursday, October 15, 2015 - 5:30pm Babbio 122 Alan Hawkes, Swansea University Flash Crashes, Jumps and Running Jumps: A New Method for Jump Detection
Thursday, October 8, 2015 - 6:00pm Babbio 122 Amir Khalilzadeh, NYU General Equilibrium Models in the Banking System

2015 Spring

Thursday, April 16, 2015 - 5:00pm Babbio 122 Aysu Secmen, Citigroup, Inc. Currency Investing: A Risk Premium Approach
Thursday, April 9, 2015 - 5:30pm Babbio 122 Agostino Capponi, Columbia University Price Contagion through Balance Sheet Linkages
Thursday, February 12, 2015 - 5:00pm Babbio 122 Willi Brammertz, Brammertz Consulting PROJECT ACTUS
Thursday, February 5, 2015 - 5:00pm Babbio 122 Kamyar Neshvadian, Highbridge Capital Management Yield Curve Modeling and Commodities