Overview
Thank you for your interest in the Bloomberg Quant (BBQ) seminar series. Event registration is closed at this time.
If you have any questions please email quantseminar@bloomberg.net or visit our event page at www.bloomberg.com/bbq.
Agenda
- 5:00pm
Check-in
- 5:30pm
Keynote: Peter Carr
It Was Fifty Years Ago Today
While the seminal contributions of Black Scholes and Merton to options pricing were published in 1973, much was known by them and others in 1969. In this talk, we turn back the clock exactly 50 years and try to determine what was known and not known about pricing options on November 18, 1969.
- 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.
- Bruno Dupire (Bloomberg L.P.) – A simple solution to a very old problem
- Bobby Shackleton (Bloomberg L.P.) – Weather or not
- Frederic Siboulet (Deloitte) – Black-Scholes is dead. Long live the machine!
- Philip Lasser (Juilliard) – The Tapestry of Bach
- Julien Guyon (Bloomberg L.P.) – New voting rules to solve Brexit
- Jessica Yu (Wells Fargo) – Deep Learning for derivatives pricing
- 7:00pm
Cocktail Reception
Keynote Speaker
Peter Carr
Dr. Peter Carr is the Chair of the Finance and Risk Engineering Department at NYU Tandon School of Engineering. He has headed various quant groups in the financial industry for the last twenty years. He also presently serves as a trustee for the National Museum of Mathematics and WorldQuant University. Prior to joining the financial industry, Dr. Carr was a finance professor for 8 years at Cornell University, after obtaining his Ph.D. from UCLA in 1989. He has over 85 publications in academic and industry-oriented journals and serves as an associate editor for 8 journals related to mathematical finance. He was selected as Quant of the Year by Risk Magazine in 2003 and Financial Engineer of the Year by IAQF/Sungard in 2010. From 2011 to 2014, Dr. Carr was included in Institutional Investor’s Tech 50, an annual listing of the 50 most influential people in financial technology.
When & Where
Monday, November 18, 2019
5:00 pm – 8:00 pm ET
Bloomberg L.P.
731 Lexington Avenue
7MPR room
New York, NY 10022