Math Finance Seminar Series

Big Data: Big Impact on predictability

Guest Speaker: Dr. Guofu Zhou, Frederick Bierman and James E. Spears Professor of Finance at Olin Business School (OBS)

Friday, January 17
2:00 - 3:00 PM
Main Campus - Friday Building 137




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Guest Speaker: Jonathan WuManaging Director Area Head of Corporate Market Risk Oversight of Rates, Wells Fargo Bank


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Guest Speaker: Dr. Paul Romanelli, Head of Corporate Risk Model Development (CRMD), Wells Fargo Bank

A simple and robust approach for ES Estimation in risk management

Guest Speaker: Dr. Tao Pang, Associate Professor & Director of Financial Mathematics Program, Department of Mathematics, North Carolina State University

Theoretical Problems in Credit Portfolio Modeling

Guest Speaker: Professor David X. Li, Professor of Finance, Faculty Co-director of Master of Finance at Shanghai Advanced Institute of Finance (SAIF), Associate Director of Chinese Academy of Financial Research (CAFR) at Shanghai Jiaotong University.

Market Risk Stress Testing: Concepts and Issues 

Guest Speaker: Dr. Keith A. Heyen, Managing Director, Market Risk Analytics Credit & Market Risk Management, Wells Fargo & Co.

Machine Learning for financial modeling

Guest Speaker: Agus Sudjianto, Executive Vice President Head of Model Risk at Wells Fargo & Company

What is Fintech?

Guest Speaker: Dr. Yimin Yang, Senior Director at Protiviti, Inc.

Risk Adjusted Pricing for Bank Loans Under Market Interest Rate

Guest Speaker: Dr. Yimin Yang, Senior Director at Protiviti, Inc.

Resume Book & Career Development for M.S. Mathematical Finance Students

Guest Speaker: Ms. Robin Boswell, Dirctor of Graduate Student Career Development

Financial Planning and Management Reporting - Establishing Financial Plans and Measuring Progress

Guest Speaker: Patrick Sullivan, Director Corporate Financial Planning & Analysis (CFP & A)

Global Association of Risk Professionals (GARP)

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

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

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Quantitative Strategies in the Hedge Fund Industry

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

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Quantitative Risk Management:  VaR and Others

Guest Speaker: Dr. Roy DeMeo, Wells Fargo

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Portfolio Alpha from Unique Relative Strength Rotation

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

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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

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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

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Value-at-Risk:  Market Risk Modeling

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

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