11 Dec 2018

IAQF & Thalesians Seminar Series: Doug Martin — FamaFrench 1992 Redux with Robust Statistics

14 Nov 2018

IAQF & Thalesians Seminar Series: Gordon Ritter — The Usefulness of Reinforcement Learning in Finance

15 Oct 2018

IAQF & Thalesians Seminar Series: Marzena Rostek  Financial Innovation in Decentralized Markets

04 Sep 2018

IAQF & Thalesians Seminar Series: Arik Ben Dor — The Low Volatility Phenomenon across the Capital Structure: Bonds vs. Equities of High Yield Issuers

20 Jun 2018

IAQF & Thalesians Seminar Series: Kasper Larsen  Smart TWAP Trading in ContinuousTime 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 reducedform model for level1 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. TaiHo 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 DataDriven 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 FlighttoSafety in the RiskReturn 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
