CFEM Presents "Bridge to Cornell" Seminar Series

April 7, 2009

Dr. Sasha Stoikov, Head of Research at Cornell Financial Engineering Manhattan (CFEM), will host a spring 2009 seminar series. The series, which is free but by invitation only, is held on three Wednesdays from 5:15 pm to 6:30 pm at 55 Broad Street in Manhattan, and is broadcast to Rhodes 267 at Cornell in Ithaca. Individual talks are listed on the Financial Engineering Seminars page as well as below.

Registration is required. If the number of Ithaca registrations requires a larger room, a change in the Ithaca location will be announced the day before the event.   

Speakers include: 

Marco Avellaneda, New York University, speaking on April 8, 2009 on Statistical Arbitrage in the U.S. Equities Market

Jim Gatheral, Bank of America Merrill Lynch, speaking on April 22, 2009 on No Arbitrage and the Decay of Market Impact 

Peter Carr, Bloomberg, speaking on May 20, 2009 on Perturbations on Black Scholes: Vanna, Volga, and Beyond

Earlier this series, Rama Cont, Columbia University, spoke on When Diversification Fails: Feedback Effects and Endogenous Correlation in Asset Returns

Dr. Stoikov said that he seeks, as speakers, "academics who think of themselves as quants, and quants who think of themselves as academics" - hence the Bridge to Cornell designation. 

For further information contact Dr. Stoikov, sfs33@cornell.edu or Dr. Victoria Averbukh, CFEM Director, vza1@cornell.edu.

For additional information, click here.