Sitemap

Home Menu

• Home

Main Menu

• About
• People
  • Faculty
  • Staff
• Admissions
  • Admissions Information
  • Prerequisites
  • Financing the FSRM Degree
  • FAQ
• Academics
  • Program Requirements
  • Program Assessment and Learning Goals
  • Course Descriptions
  • Practical Training Requirement
  • Time for Review and Assessment
• Prospective Students
  • FSRM Program - Why FSRM
  • Five Minute Narrated Slide Show
  • One Minute Slide Show
• Careers
  • Career Development
  • Corporate Partners
• News & Events
  • News & Announcements
    • News Item Detail
      • FSRM Selects Imagine Software, Inc. as Strategic Partner
      • FSRM application for Module 1, PRMIA University Membership
      • GRE/GMAT Score Submissions are waived...
      • Gordon Ritter to teach FSRM Course "Advanced Statistics for Finance"
      • GRE & TOEFL Test Delays Due to Coronavirus
      • FSRM Ranked Among Top 25 Global Quant Finance Programs
      • In Memoriam: Neville E. O’Reilly
  • FSRM Newsletters
  • Seminar Listing
    • Seminar Details
      • Seminars
      • Generating Alpha with Equity  P/E Factor Models 
      • Quantitative Practices in Credit Risk for CCAR/DFAST Stress Testing
      • SEVEN SINS OF QUANTITATIVE INVESTING 
      • Is There Alpha in Stock Buybacks? A Case Study
      • Notes on the Role of Transaction Costs in Portfolio Analysis 
      • Utilizing  'Big Data' to Generate Alpha in Portfolios of Consumer Equities
      • Multiperiod Portfolio Selection and Bayesian Dynamic Models 
      • Models and Algorithms for Understanding the US Equity Derivative Markets
      • Experiments in Conditioning Risk Estimates with Quantified News
      • Optimal Hedging Monte Carlo
      • Deconstructiong Black-Litterman - Or How to get the Portfolio You Always Knew You Wanted
      • Quant Trading: Who does it and  What is it?
      • Statistical Quirks, Subtleties, and Surprises in Financial Data
      • Applications of Statistics in the Credit Card Industry
      • A Structural Model of Sovereign Credit and Bank Risk
      • IMPACT OF REGULATION (CCAR, D-F, Basel) AND CURRENT STATE AND TRENDS IN JOB MARKET FOR QUANTITATIVE RISK MANAGEMENT
      • Stock Market Inefficiencies Over the Last Six Decades
      • Filtering Noise from Correlation/Covariance Matrices. Implications for Trading, Asset Allocation and Risk Management
      • A Transformed Copula Function Approach to Credit Portfolio Modeling
      • Basel Capital Framework and Risk Modeling
    • Past Seminar Listing
• Important Links
• Contact Us