PROGRAMS AND ACTIVITIES

November 20, 2014

Commercial and Industrial Mathematics Program Calendar

To cooperate with business, enabling technology transfer between mathematical scientists and the information society

 

2014 Nov Dec Jan Feb Mar Apr May 2015 Later Months
[previous period] November 2013 to February 2014 [next period]
Date Time Event

Wed Nov 27

5:00 p.m.

Quantitative Finance Seminar

Christian Gourieroux (Toronto)

Bilateral Exposures and Systemic Solvency Risk

Kartik Anand (Bank of Canada)

The Macro-Financial Risk Assessment Framework (MFRAF): Model Features and Policy Use

Fields Institute, Room 230

Thu Nov 28

IFID Conference

Fields Institute, Stewart Library

Alternative Annuity Designs

Tue Dec 3

5:00 p.m.

Industrial Optimization Seminar

Laura Sanita (University of Waterloo)

Finding small stabilizers for unstable graphs

Ritchie (Yeqi) He (Royal Bank of Canada)

An Improved Model for Calculation of Debt Specific Risk VaR with Tail Fitting

Fields Institute, Room 230

Wed Jan 29

5:00 p.m.

Quantitative Finance Seminar

Tobias Adrian (Federal Reserve Bank of New York)

Intermediary Leverage Cycles and Financial Stability

William F. Shadwick (Omega Analysis Limited)

Market Cycles, Risk and Early Warning of Asset Price Bubbles

Fields Institute, Room 230

Wed Feb 26

5:00 p.m.

Quantitative Finance Seminar

Andrei Kirilenko (MIT)

High Frequency Trading

Peter Christoffersen (Rotman School of Management, U of Toronto)

Illiquidity Premia in the Equity Options Market

Fields Institute, Room 230