Fields- 2014-2015 Quantitative Finance Seminar

  1. Title:
    Optimal Transport and Robust Finance
    Speaker:
    Marcel Nutz

    Link:
    https://video-archive.fields.utoronto.ca/view/2990

  2. Title:
    Concentration Risk
    Speaker:
    Joe Langsam

    Link:
    https://video-archive.fields.utoronto.ca/view/2991

  3. Title:
    Estimating the cost of latency in trading
    Speaker:
    Sasha Stoikov

    Link:
    https://video-archive.fields.utoronto.ca/view/2989

  4. Title:
    Dual Families of Solvable Diffusion Models: Applications to Modelling and Derivative Pricing in Finance
    Speaker:
    Joe Campolieti

    Link:
    https://video-archive.fields.utoronto.ca/view/2987

  5. Title:
    Risk, Utility and Regression
    Speaker:
    Terry Rockafellar

    Link:
    https://video-archive.fields.utoronto.ca/view/2988

  6. Title:
    Nonlinear Price Impact and Portfolio Choice
    Speaker:
    Paolo Guasoni

    Link:
    https://video-archive.fields.utoronto.ca/view/2985

  7. Title:
    High-Frequency Trading Invariants for Equity-Index Futures
    Speaker:
    Anna Obizhaeva

    Link:
    https://video-archive.fields.utoronto.ca/view/2986

  8. Title:
    Incorporating Managerial Cash-Flow Estimates and Risk Aversion to Value Real Options Projects
    Speaker:
    Yuri Lawryshyn

    Link:
    https://video-archive.fields.utoronto.ca/view/2984

  9. Title:
    Nonlinear valuation under credit gap risk, collateral margins, funding costs and multiple curves
    Speaker:
    Damiano Brigo

    Link:
    https://video-archive.fields.utoronto.ca/view/2982

  10. Title:
    Hidden Illiquidity with Multiple Central Counterparties
    Speaker:
    Paul Glasserman

    Link:
    https://video-archive.fields.utoronto.ca/view/2983