NYU FRE

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Finance & Risk Engineering at NYU Tandon School of Engineering Department of Finance and Risk Engineering at the NYU Tandon School of Engineering.

Ranked #2 by TFE Times, #7 by QuantNet, and #11 by Risk.Net

Published on May 24, 2014 Sornette vs. Taleb Diametrically Opposite Approaches to Risk & Predictability

Sornette vs. Taleb Diametrically Opposite Approaches to Risk & Predictability An ETH sponsored meeting and debate between Nassim Taleb and Didier Sornette. Edited to eliminate the parts of the conversation not involving either but othe...

Topfer Chair Lecture, Transaction Costs and Call Option Bid and Ask Spread: A Stochastic Dominance Approach by Distinguished Professor Stylianos Perrakis, April 29, 2014
Time: 4:30PM
Location: LC400

Goodies to share - RASA Malaysian Restaurant Discount
Bring your NYU ID and tell the host that you're FRE students!
Enjoy!

RASA Rasa's kitchen is under the stewardship of Tommy Lai who was one of the first in the US who earned a Michelin star.

Topfer Chair Lecture, The Impact of Basel 3 Regulations on a Bank Management by Agnes Tourin, April 22, 2014
Time: 4:30PM
Location: LC400

Topfer Chair Lecture, Supervisory Expectations for Model Risk Management by Karen Schneck, April 08, 2014
Time: 4PM
Location: LC400

Topfer Chair Lecture, Maimonides Risk Parity by Philip Z. Maymin, April 01, 2014

Topfer Chair Lecture, Financial Dependence and Innovation: The Case of Public Versus Private Firms by Zhaoxia Xu, March 11, 2014

Topfer Chair Lecture, Extreme Events and Turbulence by President and Dean Screenivasan, March 05, 2014

Topfer Chair Lecture, Using a Market Simulator to Develop High-Frequency Ex*****on Algorithms by Robert Almgren, February 11, 2014

FRE Seminars, Understanding Jumps in the High-Frequency VIX by Inna Khagleeva, February 4, 2014

FRE Seminars, Robust Cointegration and Statistical Arbitrage by Thomas Hanson, February 3, 2014