CFM-Imperial Quantitative Finance seminar archive

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Event
Seminar

Thu 22 March 2018, 18.00–19.00

Michael Pykhtin (Federal Reserve Board) Credit Exposure in the Presence of Initial Margin

Clore Lecture Theatre

Event
Seminar

Thu 22 February 2018, 18.00–19.00

Jean-Philippe Bouchaud (CFM) – Market Impact: a Review

Clore Lecture Theatre

Event
Seminar

Thu 1 February 2018, 18.00–19.00

Massimo Morini (IMI Bank): Smart contracts for collateral, close-out and central clearing

Clore Lecture Theatre

Event
Seminar

Thu 23 November 2017, 18.00–19.00

Roel Oomen (Deutsche Bank): Internalisation by Electronic FX Spot Dealers

LT 340, Huxley Building

Event
Seminar

Thu 7 September 2017, 18.00–19.00

Walter Schachermayer: Quantifying market impact: the power of dimensional analysis

Clore Lecture Theatre

Event
Seminar

Thu 18 May 2017, 18.00–19.00

Or Shachar (NY Federal Reserve): Dealer Balance Sheets and Bond Liquidity Provision

Clore Lecture Theatre

Event
Seminar

Thu 23 March 2017, 18.00–19.00

Nicholas Polson (University of Chicago): Deep Learning in Finance

Clore Lecture Theatre

Event
Seminar

Thu 23 February 2017, 18.00–19.00

Alexander Michaelides (Imperial College) – Bank Capital Buffers: a Dynamic Model

Clore Lecture Theatre

Event
Seminar

Thu 26 January 2017, 18.00–19.00

Peyton Young (University of Oxford): Contagion in Credit Default Swap Markets

LT 308 - take the stairs next to Clore and follow signs

Event
Seminar

Thu 1 December 2016, 18.00–19.00

Leif Andersen (Bank of America): The Pitfalls of Funding Value Adjustments: Corporate Finance Angle

Clore Lecture Theatre, Huxley Building

Event
Seminar

Thu 10 November 2016, 18.00–19.00

Alexander J. McNeil (University of York): Backtesting Trading Book Models with Realized p-Values

Clore Lecture Theatre, Huxley Building

Event
Seminar

Thu 13 October 2016, 18.00–19.00

The London Quantitative Finance Seminar: Loriana Pelizzon (Goethe-University Frankfurt)

Clore Lecture Theatre, Huxley Building

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