Room 207
http://www.math.columbia.edu/~smirnov/PractSeminar05.html
Rick Klotz (Managing Director and Senior Risk Manager, Greenwich Capital) Understanding US Fixed Income Market (Mini-course with slide demonstrations)
January 18, Tuesday, Rick Klotz, (
January 20, Thursday, Mikhail Smirnov, Class projects overview
January 25, Tuesday, Rick Klotz, (
January 27, Thursday, Rick Klotz, (
February 1, Tuesday, Rick Klotz, (
February 3, Thursday, Rick Klotz, (
February 8, Tuesday, Rick Klotz, (
February 10, Thursday, Mikhail Smirnov, Class projects overview
February 15, Tuesday, Rick Klotz, (
February 17, Thursday, Rick Klotz, (
February 22, Tuesday, Mikhail Smirnov, Quantitative
Investment Methods (Projects Overview)
February 24, Thursday, David Schwartz, (Dynamic Credit
Partners) Credit Markets/ Quantitative Interviewing
March 1, Tuesday, Mikhail Smirnov, Dynamic Leverage
March 3, Thursday, Noah Yechiely,
(
March 8, Tuesday, Mikhail Smirnov, Nonlinear Portfolio Insurance
March 10, Thursday, Darren Clipston,
(Drake) Convertible Arbitrage
March 22, Tuesday, To be Announced
March 24, Thursday, Michael Stanley, (Goldman Sachs)
March 29, Tuesday, Alexei Surkov,
(Deloitte) Credit Derivatives
March 31, Thursday, Hanse Chung,
(Risk Capital Partners), Credit Derivatives
April 5, Tuesday, To be Announced
Apr. 7, Thursday, To be Announced
Apr. 12, Tuesday,
A.Bensoussan (UTexas Dallas, Former Chairman of European
Space Agency)Risk Management Methods and Techniques
Speakers for further dates will be announced during the semester in class and on the website.
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 17
.The projects are due May 3 and will be presented on May 3 and 5 in class.