How Big is the Big Picture?

Date: March 4
Time: 11:00-12:00pm
Location: 380 Soda Hall

 Speaker: Andrew Mullhaupt

 Abstract: Finance is a rapidly evolving subject, most practitioners come into contact with a small area. It turns out to be an important question, for portfolio managers and risk managers, how large the field is. Recent events have exposed strong connections between branches of finance often previously regarded as unrelated. We illustrate this with old and new mathematics.

About the Speaker: Andrew Mullhaupt has 19 years of experience working in mathematical finance for a number of
big firms on Wall Street. He retired from SAC Capital Advisors as a Portfolio Manager at the end of last
year. Andrew is currently a board member of University of Chicago Business School.

 Joint CSE and Scientific Computing Seminars