Organized by: Prof. Dr. Erich Walter Farkas, Prof. Dr. Ashkan Nikeghbali
Current Challenges in Finance
MAT975 Current Challenges in Finance
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.
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.