Fields- 2017-2018 Quantitative Finance Seminar

  1. Title:
    Big data's dirty secret
    Speaker:
    Harvey Stein

    Link:
    https://video-archive.fields.utoronto.ca/view/7910

  2. Title:
    'Are financial network models useful for policy?
    Speaker:
    Grzegorz Halaj

    Link:
    https://video-archive.fields.utoronto.ca/view/8369

  3. Title:
    Simple rules with deep consequences in the market risk paradigm of the future (a.k.a. FRTB)
    Speaker:
    Hany Farag

    Link:
    https://video-archive.fields.utoronto.ca/view/7159

  4. Title:
    Mean Reversion in VSTOXX \& VIX Futures
    Speaker:
    Andrew Papanicolaou

    Link:
    https://video-archive.fields.utoronto.ca/view/7901

  5. Title:
    Pricing index options by static hedging under finite liquidity
    Speaker:
    Teemu Pennanen

    Link:
    https://video-archive.fields.utoronto.ca/view/7981

  6. Title:
    Understanding the nature of volatility
    Speaker:
    Mathieu Rosenbaum

    Link:
    https://video-archive.fields.utoronto.ca/view/7431

  7. Title:
    Liquidity in Competitive Dealer Markets
    Speaker:
    Johannes Muhle-karbe

    Link:
    https://video-archive.fields.utoronto.ca/view/7432

  8. Title:
    Machine Learning in Mathematical Finance
    Speaker:
    Josef Teichmann

    Link:
    https://video-archive.fields.utoronto.ca/view/7422

  9. Title:
    Vol, Skew, and Smile Trading
    Speaker:
    Peter Carr

    Link:
    https://video-archive.fields.utoronto.ca/view/7501

  10. Title:
    Funding Long Shots
    Speaker:
    John Hull

    Link:
    https://video-archive.fields.utoronto.ca/view/7502

  11. Title:
    State Dependent Correlations and Economic Capital
    Speaker:
    Adam Metzler

    Link:
    https://video-archive.fields.utoronto.ca/view/7421

  12. Title:
    On the Normality of Negative Interest Rates
    Speaker:
    Matheus Grasselli

    Link:
    https://video-archive.fields.utoronto.ca/view/7545