Seminar Series

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.

Finance Seminar Series Schedule

Seminar Series on Quantitative Finance

The Zell Center sponsors the Seminar Series on Quantitative Finance. This series runs throughout the school year.

2010-2011

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

2009-2010

Monday, October 12, 2009. 12:15-1:30:  Nicola Fusari, University of Lugano, Switzerland on “Pricing Options with Realized Volatility.” Jacobs 4214. For presentation slides, click here.

2008-2009

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

Tuesday, April 7. 12:15 - 1:20: Christian Bontemps, Toulouse School of Economics and IDEI, on “Moment-based Tests for Discrete Distributions.” Jacobs 5237

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.

Finance Research Lunch Series Schedule

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.

Zell Center for Risk Research
Kellogg School of Management
2001 Sheridan Road
Evanston, IL 60208-2800
847.491.3300