Fields- 2016-2017 Quantitative Finance Seminar

  1. Title:
    Crashes and Bubbles: a heterogeneous agent model with transaction costs and learning
    Speaker:
    Erhan Bayraktar

    Link:
    https://video-archive.fields.utoronto.ca/view/6764

  2. Title:
    Estimating Latent Asset Pricing Factors from Large-Dimensional Data
    Speaker:
    Markus Pelger

    Link:
    https://video-archive.fields.utoronto.ca/view/6662

  3. Title:
    The State of XVA
    Speaker:
    Andrew Green

    Link:
    https://video-archive.fields.utoronto.ca/view/6670

  4. Title:
    Institutional investors and the dependence structure of asset returns
    Speaker:
    Lakshithe Wagalath

    Link:
    https://video-archive.fields.utoronto.ca/view/6356

  5. Title:
    Intraday Market Making with Overnight Inventory Costs
    Speaker:
    Agostino Capponi

    Link:
    https://video-archive.fields.utoronto.ca/view/6267

  6. Title:
    “The Checklist” – Ten Steps for Advanced Risk and Portfolio Management
    Speaker:
    Attilio Meucci

    Link:
    https://video-archive.fields.utoronto.ca/view/6098

  7. Title:
    Jumping with Default: Wrong-Way-Risk Modeling for Credit Valuation Adjustment
    Speaker:
    Fabio Mercurio

    Link:
    https://video-archive.fields.utoronto.ca/view/6099