February 9, 2016

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.

Retrospective Workshop on Quantitative Finance (Other events)

interactive static info Mete Soner: Robust Hedging, Duality and No-Arbitrage (October 27)
interactive static info Mathieu Rosenbaum: Estimation of the efficient price from the order flow (October 27)
interactive static info Marcel Nutz: On Model Uncertainty in Discrete Time (October 27)
interactive static info slides Sasha Stoikov: Time is Money: Estimating the Cost of Latency in Trading (October 28)
interactive static info slides Anna Obizhaeva: Smooth Trading with Overcondence and Market Power (October 28)
interactive static info slides Rob Almgren: Option Hedging with Market Impact (October 28)
interactive static info Joshua Reed: High Frequency Asymptotics for the Limit Order Book (October 28)
interactive static info Sebastian Jaimungal: Robust Market Making (October 28)
interactive static info slides Teemu Pennanen: Optimal Investment and Contingent Claim Valuation in Illiquid Markets (October 29)
interactive static info Dorje Brody: Aggregation of Risk Aversion in Heterogeneous Markets (October 29)
interactive static info Martijn Pistorius: Optimal Dividend Distribution in the Presence of a Penalty (October 29)
interactive static info slides Monique Jeanblanc: Non-arbitrage Conditions up to Random Horizon and after Honest Times (October 29)
interactive static info slides Igor Cialenco: On Bid-Ask Prices for Dividend Paying Securities (October 29)
interactive static info slides Laurent Clerc: New Advances in Measuring and Assessing Systemic Risks: a Central Bank Perspective (October 30)
interactive static info Lane Hughston: On the Relation between Risk and Return when Asset Prices Jump (October 30)
interactive static info Viral Acharya: Measuring Systemic Risk (October 30)
interactive static info slides Alfred Lehar: Why are Banks Highly Interconnected? (October 30)
interactive static info Tom Hurd: Illiquidity and Insolvency Cascades in the Interbank Network (October 30)