November 26, 2015

FieldsLive Video Archive

This archive holds videos of past Fields lectures. These videos may be viewed in two ways, by pressing the interactive or static buttons beside each lecture.

The interactive player provides the same unique ability to adjust the view, and zoom in and out when needed, that is provided by our FieldsLive live streaming system. It is still somewhat experimental and under development. It is targeted for desktop use and requires a web browser with the Flash Player plugin (version 11 or later), which is not available on many mobile devices.

Garbled video in the interactive version? May be a Flash Player bug. Try turning off hardware acceleration (right-click on video, choose "Settings", and click left-most icon on bottom to get to the display settings where you can turn it off).

The static button lets you view a precomposed video for viewing in any media player that supports the Ogg Theora video format (support for this is built in to the Firefox and Chrome browsers and should work on mobile devices too). It also allows the video to be downloaded for later viewing (right-click on the button). However, since zooming in is not possible, blackboard writing may not be legible.

The info (and, in some cases, slides) links take you to a web page with information and downloadable slides. If there is no slides link, there may still be downloadable slides available from within the info page.

Quantitative Finance Seminar — 2013 (Other events) (Other years)

interactive static info Julien Guyon: Stochastic Volatility's Orderly Smiles (February 6)
interactive static info Jon Gregory: Why CDOs Work (February 6)
interactive static info Mike Lipkin: Market turbulence, monetization, and universality (February 27)
interactive static info Ulrich Bindseil: Central bank liquidity provision, risk-taking and economic efficiency (February 27)
interactive static info slides Albert S. (Pete) Kyle: Market Microstructure Invariance: Theory and Empirical Tests (March 27)
interactive static info Carol Alexander: Nice Moment Swaps (April 24)
interactive static info Sergey Nadtochiy: Weak Reflection Principle and Static Hedging of Barrier Options (April 24)
interactive static info slides Christian Gourieroux: Bilateral Exposures and Systemic Solvency Risk (November 27)
interactive static info Kartik Anand: The Macro-Financial Risk Assessment Framework (MFRAF): Model Features and Policy Use (November 27)