FieldsLive Video Archive
This archive holds videos of past Fields lectures. Lectures are archived in two formats.The interactive format, viewed in a flash-player-enabled desktop web browser, allows you to zoom in and out on specific areas of the blackboards or screens (providing a viewing experience more like being present in the room). The static format, although it does not allow for zooming in to read small blackboard writing, is downloadable and compatible with a wide variety of desktop and mobile video players.
2013-2014 Quantitative Finance Seminar (Other years) (Other events)
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)
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 Peter Christoffersen: Illiquidity Premia in the Equity Options Market (February 26)
interactive static
info slides Alex Krenin: Multivariate Poisson Processes and their Applications in Operational Risk Modeling (April 30)