PROGRAMS AND ACTIVITIES

April 30, 2016

Commercial and Industrial Mathematics Program Calendar

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

 

2016 Apr May Jun Jul Aug Sep Oct 2016 Later Months
[previous period] January to April 2014 [next period]
Date Time Event

Wed Jan 29

5:00 p.m.

Quantitative Finance Seminar

Tobias Adrian (Federal Reserve Bank of New York)

Intermediary Leverage Cycles and Financial Stability

Fields Institute, Room 230

Wed Jan 29

6:00 p.m.

Quantitative Finance Seminar

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

Fields Institute, Room 230

Wed Feb 26

6:00 p.m.

Quantitative Finance Seminar

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

Illiquidity Premia in the Equity Options Market

Fields Institute, Room 230

Tue Mar 4

5:00 p.m.

Industrial Optimization Seminar

Adrian Nachman (University of Toronto)

A Variational Problem Arising in Conductivity Imaging from Interior Measurements

Fields Institute, Room 230

Tue Mar 4

6:00 p.m.

Industrial Optimization Seminar

Douglas C. White (Emerson Process Management)

Process Plant Optimization in Real Time: Energy and Environmental Interactions

Fields Institute, Room 230

Wed Apr 30

5:00 p.m.

Quantitative Finance Seminar

Alex Krenin (IBM)

Multivariate Poisson Processes and their Applications in Operational Risk Modeling

Fields Institute, Room 230

Wed Apr 30

6:00 p.m.

Quantitative Finance Seminar

Tom Hurd (Fields Institute/ McMaster University)

Contagion channels for financial systemic risk

Fields Institute, Room 230