The Quantitative Finance Seminar has been a centerpiece of the Commercial/Industrial
program at the Fields Institute since 1995. Its mandate is to arrange
talks on current research in quantitative finance that will be of interest
to those who work on the border of industry and academia. Wide participation
has been the norm with representation from mathematics, statistics,
computer science, economics, econometrics, finace and operations research.
Topics have included derivatives valuation, credit risk, insurance and
portfolio optimization. Talks occur on the last Wednesday of every month
throughout the academic year and start at 5 pm. Each seminar is organized
around a single theme with two 45-minute talks and a half hour reception.
There is no cost to attend these seminars and everyone is welcome. To
be informed of speakers and titles for upcoming seminars and financial
mathematics activities, please subscribe to the Fields mail
list.
Past Seminars
April 30, 2003 -- audio and
slides of talks
Co-sponsored by MITACS and the Professional
Risk Management International Association
Speakers:
Thomas C. Wilson, Head
of Finance & Risk, Oliver Wyman & Company
Valuing Financial Institutions:
Integrating Internal and External Metrics
David R. Koenig, Chair,
PRMIA Board of Directors
Multiple Points of Failure:
A New View on Risk Management
February 19, 2003 -- audio
and slides of talks
Co-Sponsored by MITACS and The
IFID Centre
Speakers:
David Heath, Carnegie Mellon University
The Consistency of Two Markets
Phelim Boyle, University of Waterloo
Embedded Options in Insurance Contracts: Guaranteed
Annuity Options
January 30, 2003 -- audio and
slides of talks
Hedge Funds
Co-Sponsored by MITACS and SIGMA
November 27, 2002 --audio
and slides of talks
Risk Measurement in Insurance and Finance
October 30, 2002, -- audio
and slides of talks
The role of Exposures and LGDs in Credit Risk
co-sponsored by MITACS and the Professional
Risk Management International Association
September 25, 2002 -- audio
and slides of talks
back to top
