dstefan
Baruch MFE Director
- Joined
- 5/19/06
- Messages
- 1,339
- Points
- 93
A presentation of selected Capstone Projects of Baruch MFE graduates took place on December 16, 2014. The schedule of presentations is given below:
- Implementing a Directional Strategy on S&P Using Options
Nikos Rachmanis, BNP Paribas; Advisor: Andrew Lesniewski
- Commodity Volatility Is Also Rough
Alex Solodukhin, Mizuho Alternative Investments; Advisor: Jim Gatheral
- Multi-Timescale Execution Uncertainty
Yu Gan, Morgan Stanley; Advisor: Tai-Ho Wang
- CCAR (Comprehensive Capital Analysis and Review) and European Union Stress Testing
Svetlana Rafailova, Blackrock Solutions; Advisor: Ken Abbott
- The Inverse Solution in Structured Finance
Hillary Zhao and Wenyi Zhou, EY; Advisor: Sylvain Raynes
- Empirical Dynamics of the Swaption Volatility Matrix
Fubo Shi, Blackrock Solutions; Advisor: Andrew Lesniewski
While open to the public, due to space constraints, the event was invitation-only.
- Implementing a Directional Strategy on S&P Using Options
Nikos Rachmanis, BNP Paribas; Advisor: Andrew Lesniewski
- Commodity Volatility Is Also Rough
Alex Solodukhin, Mizuho Alternative Investments; Advisor: Jim Gatheral
- Multi-Timescale Execution Uncertainty
Yu Gan, Morgan Stanley; Advisor: Tai-Ho Wang
- CCAR (Comprehensive Capital Analysis and Review) and European Union Stress Testing
Svetlana Rafailova, Blackrock Solutions; Advisor: Ken Abbott
- The Inverse Solution in Structured Finance
Hillary Zhao and Wenyi Zhou, EY; Advisor: Sylvain Raynes
- Empirical Dynamics of the Swaption Volatility Matrix
Fubo Shi, Blackrock Solutions; Advisor: Andrew Lesniewski
While open to the public, due to space constraints, the event was invitation-only.
