FERM Brown Bag Lunches
The division hosted a lunchtime seminar series during the summer to discuss research in the area of Financial Engineering and Risk Management.
Presenters could discuss their own work, read someone else's paper and present it or pose open problems. The forum was designed to be primarily discussion-based with presentations scheduled for 30 minutes and an equal amount of time devoted to questions and answers.
The series was last held during the summer of 2004.
Past Schedules:1999 | 2000 | 2001 | 2003 | 2004
Summer 2004 Schedule
||Nan Chen, IEOR Department
"Credit Spread, Implied Volatility and Optimal Capital Structure under a Double Exponential Jump-diffusion Model"
|August 3||Michael Johannes,
Columbia Business School
"Earnings and Options"
Steve Kou, IEOR