Past Events

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Past events

20 Jun 2018 IAQF & Thalesians Seminar Series: Kasper Larsen - Smart TWAP Trading in Continuous-Time Equilibria
15 May 2018 IAQF & Thalesians Seminar Series: Albert "Pete" Kyle - The Market Impact Puzzle
09 Apr 2018 IAQF & Thalesians Seminar Series: Leif Andersen - Funding and counterparty credit costs for CCP and OTC trading
15 Mar 2018 IAQF & Thalesians Seminar Series: Celso Brunetti - Common Holdings and Systemic Risk
27 Feb 2018 How I Became a Quant - Berkeley
22 Feb 2018 IAQF & Thalesians Seminar: Ronnie Sircar - Stochastic & Implied Sharpe Ratio
02 Feb 2018 Breakfast Roundtable with IAQF Senior Fellows Phelim Boyle, Doug Breeden, Michael Brennan, Peter Carr, Emanuel Derman & Martin Leibowitz
09 Jan 2018 IAQF & Thalesians Seminar: Alexander Veygman - A Jump on Default Approach to Modeling Multiple Default Contingent Payoffs
05 Dec 2017 IAQF & Thalesians Seminar: Dr. Lasse Heje Pedersen - Generalized Recovery
15 Nov 2017 IAQF & Thalesians Seminar: Dr. Andrey Itkin - Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
10 Oct 2017 IAQF & Thalesians Seminar: Dr. David Zhang - Model House Price Volatility, Application to a Countercyclical Economical Risk Capital Framework
12 Sep 2017 IAQF & Thalesians Seminar: Dr. David Shimko - Total Risk and Project Valuation
15 Aug 2017 A Talk by Petter Kolm - 65 Years of Portfolio Optimization: Practical Challenges and Current Trends
22 Jun 2017 How to Succeed in Quantitative Finance, Presented by David Schwartz
14 Jun 2017 IAQF & Thalesians Seminar: Dr. Harrison Hong - Climate Risks and Market Efficiency
15 May 2017 IAQF & Thalesians Seminar: Dr. Sebastian Jaimungal - Trading algorithms with learning in latent alpha models
28 Apr 2017 Commodity Pricing Models, Presented by 2015 FEOY Dr. Eduardo Schwartz
25 Apr 2017 IAQF & Thalesians Seminar: Dr. Andrew Papanicolaou - Trading in VIX Derivatives
21 Apr 2017 How I Became a Quant - Chicago
07 Apr 2017 How I Became a Quant - Minneapolis
16 Mar 2017 IAQF & Thalesians Seminar: Dr. Lingjiong Zhu - A reduced-form model for level-1 limit order books
01 Mar 2017 How I Became a Quant - Berkeley
28 Feb 2017 How I Became a Quant - Washington, D.C.
15 Feb 2017 IAQF & Thalesians Seminar: Dr. Alan Moreira - Volatility Managed Portfolios
03 Feb 2017 February 3, 2017: Breakfast Roundtable with the IAQF Senior Fellows
24 Jan 2017 IAQF & Thalesians Seminar: Dr. Tai-Ho Wang - Probability density of lognormal fractional SABR model
14 Dec 2016 IAQF & Thalesians Seminar: Dr. Hongzhong Zhang - Intraday Market Making with Overnight Inventory Costs
17 Nov 2016 IAQF & Thalesians Seminar: Dr. Michael Imerman - Insights from a Data-Driven Analysis of the Volatility Risk Premium
20 Oct 2016 IAQF & Thalesians Seminar: Dr. Erik Vogt - Global Variance Term Premia and Intermediary Risk Appetite
17 Oct 2016 How I Became a Quant - Boston
15 Sep 2016 IAQF & Thalesians Seminar: Dr. Arun Verma - Statistical arbitrage using news and social sentiment based quant trading strategies
23 Jun 2016 How to Succeed in Quantitative Finance, Presented by David Schwartz
16 Jun 2016 IAQF & Thalesians Seminar: Dr. Tobias Adrian - Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
12 May 2016 IAQF & Thalesians Seminar: Dr. Luis Seco - Hedge Funds: Are Negative Fees in the Horizon? An Option Pricing Perspective
22 Apr 2016 How I Became a Quant - Chicago
15 Apr 2016 How I Became a Quant - Minneapolis
14 Apr 2016 IAQF & Thalesians Seminar: Dr. Lawrence R. Glosten - Strategic Foundation for the Tail Expectation in Limit Order Book Markets
07 Apr 2016 April 7, 2016: Happy Hour and Conversations with the IAQF Paper Competition Winners
23 Mar 2016 How I Became a Quant - Washington, D.C.
15 Mar 2016 IAQF & Thalesians Seminar: Alexander Lipton - Modern Monetary Circuit Theory
02 Mar 2016 How I Became a Quant - L.A.
29 Feb 2016 How I Became a Quant - Berkeley
16 Feb 2016 IAQF & Thalesians Seminar: Dr. Harry Mamaysky - Does Unusual News Forecast Market Stress?
05 Feb 2016 February 5, 2016: Breakfast Roundtable with the IAQF Senior Fellows
12 Jan 2016 IAQF & Thalesians Seminar: Dr. Nick Costanzino - Pricing and Hedging Recovery Risk with Structural and Reduced Form Models
14 Dec 2015 December 14, 2015: IAQF & Thalesians Seminar Series
12 Nov 2015 November 12, 2015: IAQF & Thalesians Seminar Series
10 Nov 2015 P/E Ratios and the Cost of Capital, Presented by 2014 FEOY Martin Leibowitz
22 Oct 2015 How I Became a Quant - Boston
20 Oct 2015 October 20, 2015: How to Transition from the Job You Have to the Job You Want
19 Oct 2015 Opportunities and Challenges Around Complex Model Validation
14 Oct 2015 October 14, 2015: IAQF & Thalesians Seminar Series
05 Oct 2015 How I Became a Quant - Toronto
21 Sep 2015 September 21, 2015: IAQF & Thalesians Seminar Series
24 Jun 2015 June 24, 2015: How to Succeed in Quantitative Finance
18 Jun 2015 June 18, 2015: IAQF & Thalesians Seminar Series
26 May 2015 May 26, 2015: Analytics & Visualization for Financial Services
18 May 2015 IAQF ENDORSED EVENT: Global Derivatives & Risk Management 2015
14 May 2015 May 14, 2015: IAQF & Thalesians Seminar Series
01 May 2015 How I Became a Quant - Chicago
22 Apr 2015 April 22, 2015: IAQF & Thalesians Seminar Series
10 Apr 2015 How I Became a Quant - Minneapolis
16 Mar 2015 March 16, 2015: IAQF & Thalesians Seminar Series
25 Feb 2015 How I Became a Quant - L.A.
24 Feb 2015 How I Became a Quant - Berkeley
23 Feb 2015 February 23, 2015: IAQF & Thalesians Seminar Series
06 Feb 2015 February 6, 2015: Breakfast Roundtable with the IAQF Senior Fellows
03 Feb 2015 How I Became a Quant - Washington, D.C.
12 Jan 2015 January 12, 2015: IAQF & Thalesians Seminar Series
15 Dec 2014 December 15, 2014: IAQF Seminar
24 Nov 2014 November 24, 2014: IAQF & Thalesians Seminar Series
17 Nov 2014 IAQF ENDORSED EVENT: Global Derivatives USA 2014
17 Nov 2014 IAQF ENDORSED EVENT: RiskMinds, Asia
14 Nov 2014 How I Became a Quant - North Carolina
23 Oct 2014 How I Became a Quant - Boston
22 Oct 2014 October 22, 2014: IAQF & Thalesians Seminar Series
22 Sep 2014 How I Became a Quant - Toronto
08 Sep 2014 September 8, 2014: IAQF/Thalesians Seminar Series
18 Aug 2014 August 18, 2014: IAQF Seminar
17 Jun 2014 June 17, 2014: IAQF Seminar
02 Jun 2014 2014 IAQF Annual Conference
20 May 2014 May 20, 2014: IAQF/Thalesians Seminar Series
12 May 2014 IAQF ENDORSED EVENT: Global Derivatives & Risk Management 2014
28 Apr 2014 April 28, 2014: IAQF/Thalesians Seminar Series
11 Apr 2014 How I Became a Quant - Chicago
01 Apr 2014 How I Became a Quant - D.C.
28 Mar 2014 How I Became a Quant - Minneapolis/St. Paul
20 Mar 2014 March 20, 2014: IAQF/Thalesians Seminar Series
05 Mar 2014 How I Became a Quant - Berkeley
04 Mar 2014 How I Became a Quant - L.A.
18 Feb 2014 February 18, 2014: IAQF Seminar Series
07 Feb 2014 February 7, 2014: Breakfast Roundtable with the IAQF Senior Fellows
06 Feb 2014 IAQF/SunGard 2013 Financial Engineer of the Year Gala Dinner
13 Jan 2014 January 13, 2014: IAQF/Thalesians Seminar Series
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