Mathematical Finance Program 2011 Events Recap and Slideshow
During the fall 2011 semester, the Mathematical Finance Program held a series of social events, including our Power of Ten celebration and conference, a speaker series, and our annual holiday party for first- and second-year students. The program also hosted various social gatherings such as Pub Nights at the BU Pub and Cornwall’s and trivia night at The White Horse in Allston. Get more details below, including a slideshow with pictures from these events.
The Power of Ten: Math Finance Anniversary Celebration and Conference
Saturday October 1, 2011
This event, held at Boston University School of Management, was a huge success, drawing approximately 150 Math Finance students, Finance faculty, and BU community members. The day included:
Lunch for alumni
Conference and Panel of Speakers:
“Chasing Bernie Madoff”: Harry Markopolos, Independent Financial Fraud Investigator and Bernie Madoff whistleblower
“A Reflection of Financial Crisis”: David Ye, Chief Risk Officer for State Street Global Markets
“A New Measure of Systemic Risk: Applications for Investors and Regulators”: Mark Kritzman, President and Chief Investment Officer of Windham Capital Management
Mathematical Finance Alumni Career Panel:
- Alex Brill, (MSMF ’01), CEO, Matrix Global Advisors; Research Fellow, American Enterprise Institute
- Nidhi Azar (MSMF ’01), Risk Manager, Fixed Income Credit, Barclays Capital
- Brandon Farr (MSMF ’04), Vice President, Investment Risk Management State Street Global Advisors
- Cel Kulasekaran (MSMF ’04), Senior Research Associate, Windham Capital Management
- Leon Zhang (MSMF ’07), Financial Risk Manager, Everbright Securities, Co, Ltd.
- Christopher Glynn (MSMF ’09), Jr. Quantitative Research Analyst, Boston Advisors
- Olesya Shubov (MSMF ’09), Assistant Vice President, Strategy Advisory Group, Jennison Associates
Program Reception, School of Management Atrium
Alumni Celebratory Dinner, Trustees’ Lounge
See pictures from this event in our slideshow.
MF Program 2011 Speaker Series
- November 7, 2011: Dmitry Kiselyov, CFA Manager, Complex Securities Group, Ernst & Young, LLP, “Valuation of Credit Instruments”*
- October 24, 2011: Simon Tuck, Director, Catastrophe Management, Liberty Mutual, “Catastrophe Insurance: Quantitative approach”*
- October 7, 2011: Kishore Karunakaran, President and Chief Operating Officer, FFCM LLC, “Market Neutral ETFs and Their Applications
- September 23, 2011: Dragan Skoko, Director, Trading, Batterymarch Financial Management, Inc., “The Anatomy of a Buyside Trading Desk.” This talk was followed by a reception.
- August 31, 2011: Crystal Fantry, Senior Educational Outreach Specialist, Wolfram Research, “Introduction to Mathematica”
- August 3, 2011: Francesco Pasquariello, Sales Representative, Bloomberg, “Introduction to Macro Tools and Single Security Analysis”
- May 3, 2011: Tarek Eldin, Head of Quantitative Research, Geode Capital Management, “Quantitative Analysis for Asset Management”*
- April 28, 2011: Matthew Appel, CFA, Vice President, Risk Services, State Street, “Investment Analytics”*
*Talk arranged by Kateryna Kruzement-Prykhodko (MSMF, January 2012)
Get more recent MF news and pictures in the news story “Mathematical Finance Program’s Latest Statistics“