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Events

  • Apr
    7

    IEMS Seminar: Engineering Financial Stability

    Department of Industrial Engineering and Management Sciences

    11:00 AM ITW 1.350 Ford Motor Company Engineering Design Center

    EVENT DETAILS

    Paul Glasserman

    Columbia Business School

    Abstract: Financial engineering has traditionally addressed problems of portfolio selection, derivatives valuation, and risk measurement. This talk will provide an overview of more recent financial engineering problems that arise in the design and monitoring of the financial system. Several problems in this domain can be viewed as instances of stabilizing or destabilizing feedback. Some problems result from a combination of the two: actions that are stabilizing for individual agents can become destabilizing when agents interact. Other problems draw on traditional tools of the field. I will discuss specific modeling problems in the design of capital requirements, measuring counterparty risk, margin requirements for derivatives, and the effects interconnections between financial institutions, drawing on joint work with several other researchers.

    Biography: Paul Glasserman is the Jack R. Anderson Professor of Business at Columbia Business School, where he serves as research director of the Program for Financial Studies. In 2011-2012, he was on leave from Columbia, working full-time at the Office of Financial Research in the U.S. Treasury Department, where he currently serves as a part-time consultant. His work with the OFR has included research on stress testing, financial networks, contingent capital, and counterparty risk. Paul's research recognitions include the INFORMS Lanchester Prize, the Erlang Prize in Applied Probability, and the I-Sim Outstanding Simulation Publication Award; he is also a past recipient of Risk magazine's Quant of the Year award. Paul served as senior vice dean of Columbia Business School in 2004-2008 and was interim director of its Sanford C. Bernstein Center for Leadership and Ethics in 2005-2007.

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    TIME Tuesday, April 7, 2015 at 11:00 AM - 12:00 PM

    LOCATION ITW 1.350 Ford Motor Company Engineering Design Center    map it

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    CONTACT Agnes Kaminski    a-kaminski@northwestern.edu EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences

  • Apr
    30

    Learning and Information Aggregation in Dynamic Games

    Department of Industrial Engineering and Management Sciences (IEMS)

    11:00 AM ITW 1.350, Ford Motor Company Engineering Design Center

    EVENT DETAILS

    TIME Tuesday, April 30, 2024 at 11:00 AM - 12:00 PM

    LOCATION ITW 1.350, Ford Motor Company Engineering Design Center    map it

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    CONTACT Kendall Minta    kendall.minta@gmail.com EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences (IEMS)

  • May
    8

    Extending Care: A Conversation about Conservation and Futurity

    Block Museum of Art

    6:00 PM Block Museum of Art, Mary and Leigh

    EVENT DETAILSmore info

    TIME Wednesday, May 8, 2024 at 6:00 PM - 7:30 PM

    LOCATION Block Museum of Art, Mary and Leigh    map it

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    CONTACT Block Museum of Art    block-museum@northwestern.edu EMAIL

    CALENDAR Block Museum of Art

  • Jun
    10

    Northwestern Engineering PhD Hooding and Master's Degree Recognition Ceremony

    McCormick School of Engineering and Applied Science

    9:00 AM Welsh-Ryan Arena

    EVENT DETAILSmore info

    TIME Monday, June 10, 2024 at 9:00 AM - 11:00 AM

    LOCATION Welsh-Ryan Arena   

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    CONTACT Amy Pokrass    amy.pokrass@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Jun
    10

    Northwestern Engineering Undergraduate Convocation

    McCormick School of Engineering and Applied Science

    2:00 PM Welsh-Ryan Arena

    EVENT DETAILSmore info

    TIME Monday, June 10, 2024 at 2:00 PM - 4:00 PM

    LOCATION Welsh-Ryan Arena   

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    CONTACT Amy Pokrass    amy.pokrass@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Aug
    14

    Undergraduate Quantum Summer School

    McCormick School of Engineering and Applied Science

    All Day Ford Motor Company Engineering Design Center

    EVENT DETAILSmore info

    TIME Wednesday, August 14, 2024

    LOCATION Ford Motor Company Engineering Design Center    map it

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    CONTACT Dongyang Li    lidongyang@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Aug
    15

    Undergraduate Quantum Summer School

    McCormick School of Engineering and Applied Science

    All Day Ford Motor Company Engineering Design Center

    EVENT DETAILSmore info

    TIME Thursday, August 15, 2024

    LOCATION Ford Motor Company Engineering Design Center    map it

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    CONTACT Dongyang Li    lidongyang@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science