Fields- 2015-2016 Quantitative Finance Seminar

  1. Title:
    Latest Developments in Credit Portfolio Modelling
    Speaker:
    David Li

    Link:
    https://video-archive.fields.utoronto.ca/view/4836

  2. Title:
    Mean Field Games: theory and applications
    Speaker:
    René Carmona

    Link:
    https://video-archive.fields.utoronto.ca/view/4905

  3. Title:
    Contagion in Coupled Financial Networks
    Speaker:
    Co-Pierre Georg

    Link:
    https://video-archive.fields.utoronto.ca/view/4544

  4. Title:
    Statistical Arbitrage using Order Book Signals
    Speaker:
    Sebastian Jaimungal

    Link:
    https://video-archive.fields.utoronto.ca/view/4693

  5. Title:
    Long only portfolios and the Perron Frobenius theorem
    Speaker:
    Phelim Boyle

    Link:
    https://video-archive.fields.utoronto.ca/view/4716

  6. Title:
    Rough Volatility
    Speaker:
    Jim Gatheral

    Link:
    https://video-archive.fields.utoronto.ca/view/4717

  7. Title:
    Know your environment
    Speaker:
    Ron Dembo

    Link:
    https://video-archive.fields.utoronto.ca/view/4335

  8. Title:
    Re-Thinking Scenarios: Stress Testing of Multi-Asset Portfolios by Integrating Economic Scenarios with Advanced Simulation Analytics
    Speaker:
    Dan Rosen

    Link:
    https://video-archive.fields.utoronto.ca/view/4343

  9. Title:
    Optimal Delta Hedging
    Speaker:
    John Hull

    Link:
    https://video-archive.fields.utoronto.ca/view/4291