CFM-Imperial Quantitative Finance seminar archive

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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

Event
Seminar

Thu 23 June 2016, 18.00–19.00

Guillaume Plantin (Sciences Po): “Marking to Market versus Taking to Market”

Clore Lecture Theatre, Huxley Building

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