Fields- 2012-2013 Quantitative Finance Seminar

  1. Title:
    Nice Moment Swaps
    Speaker:
    Carol Alexander

    Link:
    https://video-archive.fields.utoronto.ca/view/757

  2. Title:
    Weak Reflection Principle and Static Hedging of Barrier Options
    Speaker:
    Sergey Nadtochiy

    Link:
    https://video-archive.fields.utoronto.ca/view/758

  3. Title:
    Market Microstructure Invariance: Theory and Empirical Tests
    Speaker:
    Albert S. Kyle

    Link:
    https://video-archive.fields.utoronto.ca/view/756

  4. Title:
    Stochastic Volatility's Orderly Smiles
    Speaker:
    Julien Guyon

    Link:
    https://video-archive.fields.utoronto.ca/view/752

  5. Title:
    Why CDOs Work
    Speaker:
    Jon Gregory

    Link:
    https://video-archive.fields.utoronto.ca/view/753

  6. Title:
    Market turbulence, monetization, and universality
    Speaker:
    Mike Lipkin

    Link:
    https://video-archive.fields.utoronto.ca/view/754

  7. Title:
    Central bank liquidity provision, risk-taking and economic efficiency
    Speaker:
    Ulrich Bindseil

    Link:
    https://video-archive.fields.utoronto.ca/view/755

  8. Title:
    Risk, Return and Ross Recovery
    Speaker:
    Peter Carr

    Link:
    https://video-archive.fields.utoronto.ca/view/672

  9. Title:
    Trying to Make Economics a Science: Key Empirical Features of Recessions and Thoughts on How to Explain Them
    Speaker:
    Paul Ormerod

    Link:
    https://video-archive.fields.utoronto.ca/view/582

  10. Title:
    The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
    Speaker:
    Yacine Ait-sahalia

    Link:
    https://video-archive.fields.utoronto.ca/view/394

  11. Title:
    Mean-Variance Optimal Portfolios in the Presence of a Benchmark and Application to Fraud Detection
    Speaker:
    Carole Bernard

    Link:
    https://video-archive.fields.utoronto.ca/view/395