January 31, 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 — 2014 & 2015 (Other events) (Other years)

interactive static info Tobias Adrian: Intermediary Leverage Cycles and Financial Stability (January 29)
interactive static info slides William F. Shadwick: Market Cycles, Risk and Early Warning of Asset Price Bubbles (January 29)
interactive static info slides Andrei Kirilenko: High Frequency Trading (February 26)
interactive static info slides Peter Christoffersen: Illiquidity Premia in the Equity Options Market (February 26)
interactive static info Tom Hurd: Contagion channels for financial systemic risk (April 30)
interactive static info slides Alex Krenin: Multivariate Poisson Processes and their Applications in Operational Risk Modeling (April 30)
interactive static info slides Damiano Brigo: Nonlinear valuation under credit gap risk, collateral margins, funding costs and multiple curves (October 31)
interactive static info Paul Glasserman: Hidden Illiquidity with Multiple Central Counterparties (October 31)
interactive static info Yuri Lawryshyn: Incorporating Managerial Cash-Flow Estimates and Risk Aversion to Value Real Options Projects (November 26)
interactive static info Paolo Guasoni: Nonlinear Price Impact and Portfolio Choice (January 28)
interactive static info Anna Obizhaeva: High-Frequency Trading Invariants for Equity-Index Futures (January 28)