Are you interested in the Math Finance Program? Do you have questions you’d like answered? Join us at one of our upcoming information sessions! Our sessions are held on the first Monday of each month from 7:00 to 8:00 PM EST. To register, click the link below and…
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…
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…
This year our annual career fair was held on October 13, with more than 400+ students from quantitative & mathematical finance and financial engineering masters program from across the US and Canada. The next career fair will be held in October 2018. For information on participating in this…
Petter Kolm, our Director, presented “60 Years of Portfolio Optimization: Practical Challenges and Current Trends” at SQA’s Half Day Conference “Advances in Portfolio Construction – Celebrating 25 Years of Black Litterman” on November 10, 2016. He presented “Multiperiod Portfolio Selection and Bayesian Dynamic Models” at Citigroup on November 16, 2016.
Petter Kolm gave the NYU Courant Holiday Lecture on December 9 in front of a packed audience. He spoke on “Musings on Math, Magic and the Mind” and shared personal experiences and stories on mathematical magic, sleight of hand, psychic phenomena, and our magical minds.
On October 28, we organized together with the International Association of Quantitative Finance (IAQF) the National Mathematics Career Fair 2016 at NYU’s Kimmel Center. More than 400 math finance and financial engineering student from across the country participated, and got to meet companies including: Axioma Inc. Bank of America Deloitte Fannie Mae…