Computational Finance Seminars 2011-2012
| Date | Speaker | Organization | Talk Title |
|---|---|---|---|
| October 14 | Darrell Duffie | Stanford University | Re-Plumbing the Financial System: Uneven Progress |
| October 28 | Andy Kalotay | Kalotay Associates | Bond ETF's: Analytic Challenges (Slide deck) |
| November 4 | Jose Menchero | MSCI Barra | Eigen-Adjusted Covariance Matrices (Slide deck) |
| December 2 | Mike Dueker | Russell Investments | A Time-Varying Threshold STAR Model of Unemployment and the Natural Rate (Paper) |
| February 3 | Charles Fishkin | Finance Professional | The Changing Dynamic for Finance Professionals (Slide deck) (Video) |
| April 6 | Steven Golbeck | Northwestern University | Stochastic Models in Asset-Backed Finance (abstract) |
| April 10 | Robert Litterman | Kepos Capital | Pricing Climate Risk (slides) |
| April 27 | Lisa Goldberg | MSCI Barra | Will My Risk Parity Strategy Outperform? |
| April 30 | Chris Strickland | Lacima Group | Risk Management for Energy Contracts & Assets (abstract) (415L Guggenheim Hall, 5:00 PM) |
| May 4 | Jay Henniger | OneWest Bank | (Title TBD) |