Quantitative Finance on Fridays

Quantitative Finance on Fridays is a seminar series bridging the academic and professional finance communities. The series draws leading scholars and practitioners from across the financial sector to share their ideas and insight on important current issues.

The series is sponsored by the International Center for Futures and Derivatives and the Stefanovich Center at University of Chicago.

The seminars begin at 4 p.m. and will be held in the Executive Conference Center (ECC) of the Chicago Mercantile Exchange, located at 20 South Wacker Drive. To register for this event please click on the link below:

Register for November 11, 2011 by Oliver Scaillet.

Past QFF speakers include:

Andrei Kirilenko, , Chief Economist with the Commodity Futures Trading Commission (CFTC), " Machine Learning and Electronic Markets".

Albert S. Kyle, Charles E. Smith Chair Professor of Finance at the University of Maryland's Robert H. Smith School of Business,"High Frequency Trading in Electronic Markets: Implications for Public Policy".

Dr. Paul Embrechts, Professor of Mathematics at ETH, Zurich,"Financial Engineering and the Credit Crisis".

Maureen O'Hara, the Robert W. Purcell Professor of Finance at the Johnson Graduate School of Management, Cornell University, "Toxicity and Volatility in High Frequency Markets".
Flow Toxicity And Volatility In a High Frequency World
The Microstructure of the Flash Crash
The Exchange Of Flow Toxicity
The Microstructure of the Flash Crash (jpm version)

Ravi Jagannathan, Chicago Mercantile Exchange/John F. Sandner Distinguished Professor of Finance, Kellogg School of Managements, Northwestern University; " Why are we in a recession? The Financial Crisis is the Symptom not the Disease!"

George M. Constantinides, Leo Melamed Professor of Finance at the University of Chicago Booth School of Business; "The Puzzle of Index Option Returns.

Lars Hansen, Homer J. Livingston Distinguished Service Professor at the University of Chicago; " Fragile Beliefs and the Price of Uncertainty ".

John Campbell, Department of Economics at Harvard University; "What are the Risks of Treasury Bonds?"

Eric Ghysels, Edward M. Bernstein distinguished professor of economics at the University of North Carolina - Chapel Hill and professor of finance at the Kenan-Flagler Business School; "Skewness and the Bubble."

Robert Engle, 2003 Nobel Laureate, professor of finance, Michael Armellino Professorship in the management of Financial Services Affiliated Faculty of the Stern School of Business at New York University; "What's Happening to Financial Market Volatility and Why."

John Cochrane, Myron S. Scholes professor of finance at the University of Chicago; "Some simple economics of the financial crisis".

William Goetzmann, Edwin J. Beinecke professor of finance and management studies, director of the International Center for Finance at the Yale School of Management; "Estimating Operational Risk."

Richard Thaler, Robert P. Gwinn professor of Behavioral Science and Economics, University of Chicago; "Nudge".

Kenneth Singleton, Adams Distinguished professor of management, senior associate dean for Academic Affairs; "Why Do Risk Premiums in Sovereign Credit Markets Covary?"

Nassim Taleb, The Black Swan.

Andrew Lo, Harris and Harris Group professor at MIT, director of the MIT Laboratory for Financial Engineering.