At a special awards gala event on February 1, 2018, Professor Brennan received the 2017 IAQF/Northfield Financial Engineer of the Year Award. Michael Brennan is emeritus professor of finance at UCLA Anderson and visiting professor at Manchester University. His research interests include asset pricing, corporate finance, the pricing and role of…
Artificial Intelligence (AI) has experienced hype cycles over the last half a century with resulting winters of disillusionment. However, several things have changed. For example, the cost of computing has declined dramatically while the power of computing has improved exponentially. This in term has made AI applications more…
I am delighted to announce that the recipients of the Program Director’s List for fall 2017 are Oksana Kitaychik, Kaili (Kelly) Li, and Yucheng (Joseph) Wang. In the classroom and beyond, they have consistently demonstrated outstanding academic excellence, great program citizenship, and high degree of professionalism. Oksana Kitaychik…
New and “old” students, alumni, faculty and administration got together on Friday, January 26, for the beginning of the spring semester 2018 party. It was a fun event with great attendance. Congratulations to all of you gradutes to your degrees and new jobs. Very exicting times for all.
Read the article here.
We are thrilled to announce that Leif Andersen, BAML and Industry Adviser to our program, was one of the three recipients of Risk’s Quant of the Year 2018 award. Together with Michael Pykhtin (Federal Reserve Board in Washington, DC) and Alexander Sokol (CEO of CompatibL), they created a model…
Aaron Brown, adjunt professor in our program, talks about bitcoin and the debut of bitcoin futures on Bloomberg TV. See the interview here.
As part of the ongoing career workshops for full-time students, on November 8 the students had a chance to experience a series of mock interviews. The purpose of these interviews is to provide students with an opportunity to practice and assess their interviewing skills in an environment similar to the actual interviews they encounter…
The 2nd Annual Eastern Conference on Mathematical Finance was hosted by Columbia University (Friday), NYU Courant (Saturday) and NYU Tandon (Sunday) on November 3-5, 2017. A great line-up of speakers from industry and academic presented on recent developments in quantitative finance, including (a complete list of abstracts and bios…
In the honor of Petter Kolm’s 10 year anniversary as Program Director, the Mathematics in Finance Alumni Organization (under the leadership of Joe Cerniglia ’06 and Kelsey Letang ’12) hosted a discussion and networking event on October 25, 2017. Petter moderated a panel discussion that focused on the major changes in…