Finance & Risk Engineering at NYU Tandon School of Engineering

03/01/2023

Today we remember Professor Peter Carr, a beloved teacher, scholar, colleague, and friend.

02/21/2023

Our MSFE program holds steady at #2 in TFE Times 2023 Best Master's of Financial Engineering Rankings!

12/08/2022

Don't miss our final lecture for the Fall 2022 semester with Dilip Madan! Dilip will be presenting "High Dimensional Markovian Trading of a Single Stock" tonight at 6 pm on Zoom

Events Peter Carr Brooklyn Quant Experience Seminar Series: Dilip Madan Finance and Risk Engineering Lecture / Panel   For NYU Community NYU Students are highly encouraged to attend in person. All other non-NYU guests are invited to attend virtually. Attend Virtually Meeting ID: 968 8243 9910 Passw...

11/17/2022

Join us tonight for PC BQE Seminar Series! There are only 3 seminars left this semester.

The FRE Department welcomes Luyao Zhang, Ph.D. to the PC BQE Seminar Series on Thursday, November 17th at 6 pm.

Luyao Zhang will present "A Systemization of Knowledge (SoK): Blockchain Decentralization and Implications for Tokeneconomy". Luyao is an Assistant Professor of Economics and Senior Research Scientist at the Data Science Research Center at Duke Kunshan University (DKU).

NYU Students are highly encouraged to attend in person. All other non-NYU guests are invited to attend virtually.

Events Peter Carr Brooklyn Quant Experience (BQE) Seminar Series: Luyao Zhang Finance and Risk Engineering Lecture / Panel   For NYU Community NYU Students are highly encouraged to attend in person. All other non-NYU guests are invited to attend virtually. Attend Virtually Meeting ID: 920 6370 5213...

10/25/2022

There will be no PC BQE Seminar Series this week. Join us next week on 11/3 as we host Federico Maglione, who will present "Compound Option Pricing and the Roll-Geske-Whaley Formula Under the Conjugate-Power Dagum Distribution".

10/14/2022

The late Professor Peter Carr was named an Honorary Winner of Rebellion Research Top 10 Quant Professors of 2022 https://www.rebellionresearch.com/top-10-quant-professors-2022

Top 10 Quant Professors 2022 : Top 10 Quant Professors 2022

10/11/2022

FRE welcomes Liuren Wu, Wollman Distinguished Professor of Finance at the Zicklin School of Business, Baruch College, to the PC BQE Seminar Series, on Thursday, 10/13/22, at 6 pm.

The title of Prof. Wu's talk is "Common Pricing of Decentralized Risk: A New Linear Option Pricing Model."

https://engineering.nyu.edu/events/2022/10/13/peter-carr-brooklyn-quant-experience-bqe-seminar-series-liuren-wu

NYU Students are highly encouraged to attend in person. All other non-NYU guests are invited to attend virtually.

Events Peter Carr Brooklyn Quant Experience (BQE) Seminar Series: Liuren Wu Finance and Risk Engineering Lecture / Panel   For NYU Community NYU Students are highly encouraged to attend in person. All other non-NYU guests are invited to attend virtually. Attend Virtually Title Common Pricing of Dec...

10/03/2022

The FRE Department will welcome NYU Tandon Retired Distinguished Professor, Nassim Nicholas Taleb, to the PC BQE Seminar Series on Thursday, October 6th at 6 pm ET. The title of Prof. Taleb's talk is "Covid: A Lesson in Risk Management". https://bit.ly/3SNi7sp

NYU Students are highly encouraged to attend in person.
All other non-NYU guests are invited to attend virtually.

09/28/2022

The FRE Department would like to welcome Alexandre Pannier, Assistant Professor at Université Paris-Cité in the Laboratoire de Probabilités Statistique et Modélisation (LPSM), on Thursday, September 29th at 12 pm ET via Zoom. https://bit.ly/3BRJNVE

09/26/2022

Join the IAQF for virtual presentations and conversations with the winners of the IAQF Academic Case Competition on Thursday, September 29th from 5:30 pm to 7 pm. https://iaqf.org/event-4935453

Team Five+1 Guys and Team Alpha were among the winners of this year's competition. Twenty-five teams representing fourteen academic programs submitted papers in response to this year's competition problem which focused on predictors of the state of the market.

This is the second year in a row that teams from the Finance and Risk Engineering Department have been among the winners of this competition. Tandon’s FRE students are the only group with two winning teams in 2021 and 2022.

Student team captain Jiaqi Liang led team Five+1 Guys from NYU MSFE. Team members included Chi Wang Chau, Guojun Chen, Jiarui Li, Wenyi Huang, and Wu-Yen Sun.

Team Alpha from NYU MSFE was led by student team captain Xingyuan Ding. Team members included Levi Lan, Jie Zhou, Shuman Pan, Qiaomin Wang, and Chenwei Wu.

Both teams worked under the direction of Professor Ron Slivka, and Zahra Patterson administered and organized the competition details.

09/22/2022

Don't miss our kick-off event tonight at 6 pm!

09/22/2022

NYU FRE Adjunct Professor Bruno Kamdem will be presenting a lightning talk at the Bloomberg Quant (BBQ) Seminar Series on 9/27. The title of Prof. Kamdem's talk is "Tradable carbon permits auctions". This event is free, but registration is required. https://bloom.bg/3R9KdvX

Please join us for September’s installment of the Bloomberg Quant (BBQ) Seminar Series – in-person in New York City at our Bloomberg Park Avenue office. In this seminar chaired by Bruno Dupire, Jerome Pesenti, former VP of Artificial Intelligence at Meta/Facebook, will present the keynote, follo...