Fields- 2019-2020 Quantitative Finance Seminar

  1. Title:
    When to sell an asset? - A distribution builder approach
    Speaker:
    Stephan Sturm

    Link:
    https://video-archive.fields.utoronto.ca/view/11771

  2. Title:
    Robo-Advising: Modeling, Learning, and Mathematical Challenges
    Speaker:
    Agostino Capponi

    Link:
    https://video-archive.fields.utoronto.ca/view/11619

  3. Title:
    Currency target zones, price impact, and singular stochastic control
    Speaker:
    Alexander Schied

    Link:
    https://video-archive.fields.utoronto.ca/view/11143

  4. Title:
    Insider Trading with Activism and Residual Risk
    Speaker:
    Ryan Donnelly

    Link:
    https://video-archive.fields.utoronto.ca/view/11618

  5. Title:
    Dynamic Optimization for Goals-Based Wealth Management with Multiple Goals
    Speaker:
    Sanjiv Das

    Link:
    https://video-archive.fields.utoronto.ca/view/11141

  6. Title:
    Revisiting Systemic Contagion in Financial Networks
    Speaker:
    Thomas Hurd

    Link:
    https://video-archive.fields.utoronto.ca/view/11140

  7. Title:
    Gaussian Process Regression for Derivative Portfolio Modeling and Application to CVA Computations
    Speaker:
    Matthew Dixon

    Link:
    https://video-archive.fields.utoronto.ca/view/11144