Math Finance Seminar Series

Guest Speaker: Dr. Lisa S. Ponti, Vice President - Institutional Outreach The America, Global Association of Risk Professionals (GARP)

Dr.Lisa Ponti's Bio.pdf

March 24th at 4:30 networking to follow  Center City Building 501


PAST SEMINARS

Financial and Economic Analysis for Investing in Renewable Energy and Energy Markets

Guest Speaker: David March, Co-Founder and Managing Partner of Entropy Investment Management


Term Auction Facility: The Fed's First Response to the Financial Crisis and Its Effects on LIBOR

Guest Speaker: Dr. Zhenyu Wang


Advances in Fair Lending Modeling

Guest Speaker: Dr. Maia Berkane, Wells Fargo


Counterparty Credit Risk: Measurement and Management

Guest Speaker: Catherine Li, SVP, Bank of America


Model Risk Management in the Current Environment

Guest Speaker: Tony Yang, Director in Financial Risk Management, KPMG LLP, Advisory Service


Introduction to CVA/DVA/FVA

Guest SpeakerJohn Carpenter, Director in Corporate Treasury, Bank of America

Click here to view the presentation.


Quantitative Strategies in the Hedge Fund Industry

Guest Speaker: Lee Slonimsky, Managing Member at Ocean Capital Partners LLC

Click here to view the presentation.


Quantitative Risk Management:  VaR and Others

Guest Speaker: Dr. Roy DeMeo, Wells Fargo

Click here to view the presentation.


Portfolio Alpha from Unique Relative Strength Rotation

Guest Speaker: Mathew Verdouw, Global CEO/Founder of Market Analyst Software

Click here to view the presentation.


Incorporating Macro-economic Shocks in Regulatory Capital Stress Testing

Guest Speaker: Dr. Steven Zhu, Bank of America


Math Finance Application in Corporate Investments Technology

Guest Speaker: Bryan Porter, Director, Global Funding & Investments Technology

Click here to view the presentation.


Credit Portfolio Management:  Old Challenges and New Opportunities

Guest Speaker: Randy Miller Head of Enterprise Credit Portfolio Analytics, Global Portfolio Strategies at Bank of America

Click here to view the presentation.


Value-at-Risk:  Market Risk Modeling

Guest Speaker: Han Zhang, Director, Head of Risk Analytics at Wells Fargo Bank

Click here to view the presentation.