Finance Seminar Series
The Zell Center sponsors the Finance Department's seminar series. This series runs throughout the school year.
The seminars are held on Wednesdays from 11:00 a.m. to 12:30 p.m. in the Jacobs Center room G44 (unless otherwise indicated).
The full schedule of Finance Seminars, including PDF versions of the papers presented can be found on the Finance Department Web site.
Seminar Series on Quantitative Finance
The Zell Center sponsors the Seminar Series on Quantitative Finance. This series runs throughout the school year.
Thursday, September 15, 2011. 3:00 - 4:15. Andrei Kirilenko: Chief Economist, U.S. Commodity Futures Trading Commission, on “The Flash Crash: The Impact of High Frequency Trading on an Electronic Market,” co-authored with Pete Kyle, Mehrdad Samadi and Tugkan Tuzun. Jacobs 4214.
Tuesday, October 11, 2011. 12:15 - 1:30 pm. Torben Andersen, Northwestern University-Kellogg School of Management, on “VPIN and the Flash Crash,” co-authored with Oleg Bondarenko – University of Illinois at Chicago. Jacobs 4214.
Thursday, December 8, 2011. 12:15 - 1:30 pm. Viktor Todorov, Kellogg School of Management, Northwestern University on “Option Pricing Dynamics: Inference and Testing,” co-authored with Torben G. Andersen and Nicola Fusari. (No paper to be distributed: work in progress). Jacobs 4214.
Friday, May 11, 2012. 12:15 - 1:30 pm. Luca Benzoni, Federal Reserve Bank of Chicago, on “Core and ‛Crust’: Consumer Prices and the Term Structure of Interest Rates,” co-authored with Andrea Ajello, Board of Governors of the Federal Reserve System and Northwestern, and Olena Chyruk, Chicago Fed. Jacobs 4214.
Friday, May 25, 2012. 12:15 - 1:30 pm. Liuren Wu, Baruch College, on “A new framework for analyzing volatility risk and risk premium embedded in individual option contracts.” Jacobs 4214
Friday, June 1, 2012. 12:15 - 1:30 pm. Drew Creal, University of Chicago Booth School of Business, on “Exact Likelihood Inference for C.I.R. stochastic volatility models.” Jacobs 4214.
Friday, September 17, 2010. 12:15-1:15 pm. Viktor Todorov, Kellogg School of Management, Northwestern University on "Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models." Jacobs 4214.
Friday, October 1, 2010. 12:15 - 1:25 pm. Werner Ploberger, Washington University, St. Louis on "Rate-Optimal Tests for Jumps in Diffusion Processes." Jacobs 4214
Monday, October 4, 2010. 12:15 - 1:25 pm. Anna Cieslak, Visiting PhD student. University of Lugano, Switzerland. "Understanding Bond Risk Premia." Jacobs 4214
Monday, October 13 2008. 12:15-1:30: Lan Zhang, University of Illinois-Chicago, on “Volatility Estimation when Trade Times and Returns are Dependent” and “Inference for Continuous Semimartingales.” Jacobs 4214.
Monday, October 20, 2008. 12:15-1:30: Mark Podolskij, CREATES, University of Aarhus, Denmark, on “Tests for Jumps in the Presence of Noise.” Jacobs 4214.
Monday, November 10. 12:15-1:30: Beth Andrews, Department of Statistics, Northwestern University, on "Maximum Likelihood Estimation for Alpha-Stable Autoregressive Processes." Jacobs 4214
Monday, November 24. 12:15-1:30: Eric Renault, University of North Carolina at Chapel Hill. "Efficient Derivative Pricing by the Extended Method of Moments." Jacobs 4214
Finance Research Lunch Series
The Zell Center sponsors the Finance Research Lunch Series. This series runs throughout the school year.
The seminars are held on Thursdays from 12:15 p.m. to 1:30 p.m. in the Jacobs Center room 4214 (unless otherwise indicated).
The full schedule of Finance Research Lunch Series, including PDF versions of the papers presented can be found on the Finance Department Web site.
Real Estate Executive Speakers Series
The Zell Center sponsored two of the Real Estate Program's Executive Speakers Series during the 2006-2007 fall quarter.
10/11/06 John Bucksbaum, CEO, General Growth Properties
11/08/06 Bruce Duncan, former president and CEO, Equity Residential
The complete calendar of events, including future Executive Speaker Series events, can be found on the Real Estate Program Web site.