WHEN & WHERE
August 27, 2015
5:00pm

Bloomberg L.P.
7MPR
731 Lexington Avenue
New York, NY
10022

6:15pm Lightning Talks
A lightning talk is a very short presentation lasting only 5 minutes. Several ones will be delivered in a single session by different speakers in quick succession.
Emanuel Derman A scientific foundation for both CAPM and options valuation
Dhruv Madeka Malliavin Calculus made simple
Aditi Dandapani Modeling how information changes can cause financial bubbles
Edward Weinberger Probabilistic Accounting
Mohamed Ndaoud Constructing the Fractional Brownian Motion
Nassim Taleb Dimensionality and model error: a copula approach

Source: BLOOMBERG QUANT SEMINAR SERIES