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Organized by: Prof. Dr. Erich Walter Farkas, Prof. Dr. Ashkan Nikeghbali
MAT975Current Challenges in Financen.00.00-00.00FS 10
Module:  MAT975  Current Challenges in Finance

JOINT SEMINAR

The seminar reflects an ongoing cooperation between the Swiss Banking Institute ISB within the Faculty of Economics, University of Zurich, and the Institute of Mathematics I-Math, Faculty of Science, University of Zurich.

NO credits are given.

Time: On Fridays or Mondays at 6 pm; each term during the lecture times, Usually Mid February - End of May; Mid September - End of December

Start: Spring 2010

Goals: The aim of the seminar is to facilitate a direct contact of the students of the joint degree UZH - ETH program "Master of Science in Quantitative Finance", the students of the Master of Arts in Banking and Finance of the UZH, the students of the Master of Science in Mathematics, the PhD students in Finance and Mathematics from UZH with leading practitioners working in the financial industry.

In particular one can discuss opportunities of internships and joint research projects.


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DateTitleSpeaker
23.04.10
Friday
Relative value arbitrage in fixed income markets: examples of applications of financial mathematics

Bio: Dr Valdo Durrleman obtained his PhD thesis from Princeton University in 2004. He was then a Szego Assistant Professor at Stanford University until 2007 when he moved to Ecole Polytechnique in Paris as an Associate Professor. He then moved to London in 2008 to work for JP Morgan as a Vice-President. He has been a Vice-President at Goldman Sachs since 2009.

Room: PLM 103/104
Valdo Durrleman
Goldman Sachs
26.04.10
Monday
to be announced

Speakers: Roberto Frassanito and Barry Thornton
Room: PLD E 04
Roberto Frassanito
EGL Trading
25.05.10
Tuesday
Dyson series and short time asymptotics for the Green function of stochastic volatility models in Finance
Time: 15.15-16.15 Room: ETH HG G 43
Victor Nistor
Pennsylvania State University
 
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