Friday Seminars | Spring 2013
12:00PM to 1:20PM in KMC 5-90, 44 West 4th Street, New York, NY, 10012
| Date | Speaker / Affiliation | Topic |
03/08 | Stephen Figlewski New York University, Stern School of Business | "What is Risk Neutral Volatility?" |
| 03/15 | Anil Kashyap Chicago Booth | "Who Should Pay for Credit Ratings and How?" |
| 03/22 | Matteo Maggiori New York University, Stern School of Business | "Conditional Risk Premia in Currency Markets and Other Asset Classes" |
| 03/29 | Marti Subrahmanyam New York University, Stern School of Business | "Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor" |
| 04/05 | Ana Fostel George Washington University, visiting NYU | "Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes" |
| 04/12 | Max Croce University of North Carolina, visiting NYU | "Production-Based Term Structure of Equity Returns" |
| 04/26 | No seminar: Volatility Conference | |
| 05/03 | Itamar Drechsler New York University Stern School of Business | "Who Borrows from the Lender of Last Resort?'' |
| 05/10 | Emil Siriwardane New York University Stern School of Business | "The Pricing of Disaster Risk" |
Organizers: Xavier Gabaix (xgabaix@stern.nyu.edu), Alexander Ljungqvist (aljungqv@stern.nyu.edu) and Mary Iannone (miannone@stern.nyu.edu). Please email all 3 organizers if you'd like to request a slot.
