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Stevens Institute of Technology

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December 2, 2010

Financial Engineering Seminar Series - December 2, 2010 - Emanuel Derman

Financial Engineering Seminar Series

 Metaphors, Models & Theories in Science and Finance

Emanuel Derman is a professor at Columbia University and the director of their program in financial engineering, and is also the Head of Risk at Prisma Capital Partners, a fund of funds. He obtained his PhD in theoretical physics from Columbia University in 1973 and engaged in research on particle physics at Oxford University, the University of Pennsylvania and The Rockefeller University. He joined AT&T Bell Laboratories in 1980, and moved to Goldman Sachs in 1985, where he subsequently led the Quantitative Strategies group, co-developing the Black-Derman-Toy interest rate model and the local volatility model. He was appointed a Managing Director in 1997. After retiring from Goldman Sachs in 2002, Derman returned to Columbia University. He is the author of the book My Life as a Quant: Reflections of Physics and Finance. The Financial Engineering Seminar Series is a centerpiece of the graduate Financial Engineering program and undergraduate Quantitative Finance programs at Stevens Institute of Technology. Its mandate is to arrange talks on current research and industry trends in financial engineering and 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, finance, engineering and operations research. Topics have included derivatives valuation and high-risk frequency trading. Talks occur on Thursday’s bi-monthly throughout the academic year and are scheduled between 5pm – 7pm (time subject to change). Each seminar is organized around a single theme with two 45-minute talks (subject to change), refreshments are provided. There is no cost to attend these seminars and everyone is welcome.
 
Babbio 122

RSVP http://bit.ly/9FO3Xl 

For more information, please contact:

Maia Canlas
Senior Manager, Instructional Technology
Altofer
Room 316
Phone: 201 216-5167
maia.canlas@stevens.edu

The Innovation University TM


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