International Center for Futures and Derivatives

Quantitative Finance on Fridays

The International Center for Futures and Derivatives and the University of Chicago are sponsoring a seminar series bridging the academic and professional finance communities. The series will offer discussions of important topics concerning "where theory meets practice."

Each seminar will take place in the Executive Conference Center (ECC) of the Chicago Mercantile Exchange, which is located at 20 South Wacker Drive. The seminars will begin at 4 p.m. with check-in at 3:30 p.m.

The spring line up includes:

  • February 19, 2010 - Ravi Jagannathan, Chicago Mercantile Exchange/John F. Sandner Distinguished Professor of Finance, Kellogg School of Managements, Northwestern University will present a talk on " Why are we in a recession? The Financial Crisis is the Symptom not the Disease!"

Click here to register for the seminars.

Check back to this site for additions to the schedule.

Past seminars include:

  • November 20, 2009 - George M. Constantinides, Leo Melamed Professor of Finance at the University of Chicago Booth School of Business will present a talk on "The Puzzle of Index Option Returns.

  • November 9, 2007 - Andrew Lo, Harris and Harris Group professor at MIT, director of the MIT Laboratory for Financial Engineering.
    Photos from Quantitative Finance on Fridays Seminar with Andrew Lo

  • January 11, 2008 - Nassim Taleb, visiting professor of marketing at London Business School, presented his thoughts and theories on trading and investment as outlined in his book the Black Swan.
    Photos from Quantitative Finance on Fridays Seminar with Nassim Taleb

  • April 11, 2008 - Kenneth Singleton, Adams Distinguished professor of management, senior associate dean for Academic Affairs, Stanford University presented a talk on "Why Do Risk Premiums in Sovereign Credit Markets Covary?"

  • May 16, 2008 - Richard Thaler, Robert P. Gwinn professor of Behavioral Science and Economics, University of Chicago presenting a talk on Behavioral Finance/Economics.

  • September 12, 2008 - William Goetzmann, Edwin J. Beinecke professor of finance and management studies, director of the International Center for Finance at the Yale School of Management will present a talk on "Estimating Operational Risk."
    Photos from Quantitative Finance on Fridays Seminar with William Goetzmann

  • October 10, 2008 - John Cochrane, Myron S. Scholes professor of finance at the University of Chicago will present a talk on "Some simple economics of the financial crisis"
    Photos from Quantitative Finance on Fridays Seminar with John Cochrane

  • November 14, 2008 - 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"
    Photos from Quantitative Finance on Fridays Seminar with Robert Engle

  • December 12, 2008 - 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 will present a talk on "Skewness and the Bubble."

  • April 17, 2009 - John Campbell, Department of Economics at Harvard University will be giving a talk titled: "What are the Risks of Treasury Bonds?"

  • May 8, 2009 Lars Hansen, the Homer J. Livingston Distinguished Service Professor at the University of Chicago, will be giving a talk titled: "Fragile Beliefs and the Price of Uncertainty"