Fields- 2013-2014 Quantitative Finance Seminar

  1. Title:
    Multivariate Poisson Processes and their Applications in Operational Risk Modeling
    Speaker:
    Alex Krenin

    Link:
    https://video-archive.fields.utoronto.ca/view/2430

  2. Title:
    Contagion channels for financial systemic risk
    Speaker:
    Thomas Hurd

    Link:
    https://video-archive.fields.utoronto.ca/view/2431

  3. Title:
    High Frequency Trading
    Speaker:
    Andrei Kirilenko

    Link:
    https://video-archive.fields.utoronto.ca/view/2345

  4. Title:
    Illiquidity Premia in the Equity Options Market
    Speaker:
    Peter Christoffersen

    Link:
    https://video-archive.fields.utoronto.ca/view/2346

  5. Title:
    Intermediary Leverage Cycles and Financial Stability
    Speaker:
    Tobias Adrian

    Link:
    https://video-archive.fields.utoronto.ca/view/926

  6. Title:
    Market Cycles, Risk and Early Warning of Asset Price Bubbles
    Speaker:
    William F Shadwick

    Link:
    https://video-archive.fields.utoronto.ca/view/927

  7. Title:
    Bilateral Exposures and Systemic Solvency Risk
    Speaker:
    Christian Gourieroux

    Link:
    https://video-archive.fields.utoronto.ca/view/1978

  8. Title:
    The Macro-Financial Risk Assessment Framework (MFRAF): Model Features and Policy Use
    Speaker:
    Kartik Anand

    Link:
    https://video-archive.fields.utoronto.ca/view/1979