http://www.math.columbia.edu/~smirnov/PractSeminar03.html

Speakers for the dates not shown below will be announced during the semester in class and on this website.

January 21, Tuesday, No seminar. Seminar schedule is distributed.

January 24, Thursday, Introduction and survey of the student projects.

January 28, Tuesday, David Schwartz (Morgan Stanley) Quantitative Jobs in Finance. Interviewing Workshop

January 30, Thursday, Kirill Levin (Columbia) Numerical Methods in Portfolio Insurance

February 4, Tuesday, Alexei Surkov (Deloitte Touche) Credit Derivatives, Michael Stanley (Goldman Sachs) Fixed Income Trading

February 6, Thursday, Larry Hite (Hite Capital Management)

February 11, Tuesday, Gennady Spivak (Goldman Sachs) Exotic Derivatives

February 13, Thursday, Ali Hirsa (Morgan Stanley) Forward Equations vs. Backward Equations for Option Pricing

February 18, Tuesday, Terry Williams, (Morgan Stanley) Practice of Risk Management

February 20, Thursday, Ali Hirsa (Morgan Stanley) Forward Equations vs. Backward Equations for Option Pricing

February 25, Tuesday, Darren Clipston (Drake Management) Convertible Arbitrage

February 27, Thursday, Ali Hirsa (Morgan Stanley) Forward Equations vs. Backward Equations for Option Pricing

March 6, Thursday, Ali Hirsa (Morgan Stanley) Forward Equations vs. Backward Equations for Option Pricing

Tuesday, March 4, Tuesday, March 11, Thursday March 13, Tuesday March 25, Tuesday April 1, Thursday April 3, Tuesday April 8

Rick Klotz (Managing Director and Senior Risk Manager, Greenwich Capital) Understanding US Fixed Income Market (Mini-course with slide demonstrations)

There is no Midterm or Final exam in this class. 100% of the grade will be calculated on the basis of the Course Project. Project can be a group project (similar to MAT 4071) or individual. Students must form a group, select a topic either themselves or in consultation with prof. Smirnov, and e-mail group list, topic and proposal to prof. Smirnov by February 13. The projects are due May 1 and will be presented on May 1 and 6 in class.