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Cambridge Finance Workshop Series

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Cambridge Finance coordinates the programmes of research and study in all areas of finance across the University of Cambridge. Its members are grouped in a number of Centres:

Centre for Corporate and Commercial Law (3CL), Centre for Financial Analysis and Policy (CFAP), Centre for Financial Research (CFR), Centre for International Macroeconomics & Finance (CIMF), CJBS Finance & Accouting Group (JBSF), Real Estate Finance(REF), Centre for Financial History (CFH).

The Seminar series is usually on a Thursday during term time, at 5.00pm.

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If you have a question about this list, please contact: kn321; Cerf Admin; rd426. If you have a question about a specific talk, click on that talk to find its organiser.

6 upcoming talks and 87 talks in the archive.

Sequential Credit Markets

UserUlf Axelson, Abraaj Group Professor in Finance and Private Equity London School of Economics and Political Science..

HouseRoom W4.03 Judge Business School.

ClockThursday 18 May 2017, 13:00-14:00

Product Market Competition and Option Prices

UserMorellec, Erwan (SFI).

HouseRoom W4.03 Judge Business School.

ClockThursday 04 May 2017, 13:00-14:00

Contagion in the CDS Market

UserH. Peyton Young, James Meade Professor of Economics, University of Oxford.

HouseRoom W4.03 Judge Business School.

ClockThursday 09 March 2017, 13:00-14:00

Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability

UserAgostino Capponi (Columbia University).

HouseRoom W4.03 Judge Business School.

ClockThursday 23 February 2017, 13:00-14:00

Harnessing the Wisdom of Crowds

UserZhi Da, Professor of Finance, University of Notre Dame..

HouseLecture Theatre 1, Cambridge Judge Business School, Trumpington Street.

ClockThursday 09 February 2017, 13:00-14:00

The Dynamics of Investment, Payout and Debt

UserProfessor Bart Lambrecht, Cambridge Judge Business School.

HouseRoom W4.03 Judge Business School.

ClockThursday 26 January 2017, 13:00-14:00

Safe-Haven CDS Premiums

UserDavid Lando, Professor of Finance, Copenhagen Business School.

HouseCastle Teaching Room.

ClockThursday 24 November 2016, 13:00-14:00

Risk Management—the Revealing Hand

UserAnette Mikes - HEC Lausanne.

HouseRoom W4.03 Judge Business School.

ClockThursday 26 May 2016, 13:00-14:00

A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data

UserYacine Ait-Sahalia, Otto A. Hack 1903 Professor of Finance and Economics .

HouseRoom W4.03 Judge Business School.

ClockThursday 12 May 2016, 13:00-14:00

Innovation, Social Connections, and the Boundary of the Firm

UserSudipto Dasgupta (Lancaster).

HouseRoom W4.03 Judge Business School.

ClockThursday 03 March 2016, 13:00-14:00

Incompatible European Partners? Cultural Predisposition and Household Financial Behaviour

UserMichael Haliassos holds the Chair of Macroeconomics and Finance at Goethe University Frankfurt and is Director of the newly launched CEPR Network on Household Finance, Fellow of CEPR and NETSPAR, and advisor to the ECB and ESMA..

HouseRoom W4.03 Judge Business School.

ClockThursday 18 February 2016, 13:00-14:00

Are Serial Acquirers Born or Made

UserRaghavendra Rau, Sir Evelyn de Rothschild Professor of Finance at Cambridge Judge Business School.

House Lecture Theatre 2, Cambridge Judge Business School (http://www.jbs.cam.ac.uk/aboutus/location.html).

ClockThursday 04 February 2016, 13:00-14:00

Central Bank Collateral Frameworks

UserProfessor Kjell G. Nyborg, a native of Norway, currently holds the Chair in Corporate Finance at the Department of Banking and Finance at the University of Zurich.

HouseRoom W4.05 Judge Business School.

ClockThursday 21 January 2016, 13:00-14:00

Why Do Institutions Delay Reporting Their Shareholdings? Evidence from Form 13F

UserSusan Christoffersen is an Associate Professor of Finance, Rotman School of Management.

HouseRoom W2.02 Judge Business School.

ClockThursday 26 November 2015, 13:00-14:00

Noisy Rational Bubbles

UserQiusha Peng Interests: Macroeconomics, Theory, Finance.

HouseRoom W4.03 Judge Business School.

ClockThursday 12 November 2015, 13:00-14:00

Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios

UserUPPAL Raman, PhD Professor - Speciality: Finance, EDHEC Business School.

HouseRoom W4.03 Judge Business School.

ClockThursday 29 October 2015, 13:00-14:00

Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market

UserBrent W. Ambrose is the Smeal Professor of Real Estate, Director of the Institute for Real Estate Studies, and Director of the Smeal College Ph.D. Program at the Smeal College of Business at the Pennsylvania State University. .

HouseRoom W4.03 Judge Business School.

ClockThursday 15 October 2015, 13:00-14:00

Ad-hoc Seminar: Commodities as Collateral

UserKe Tang, Professor of Finance, School of Social Science, Tsinghua University, Beijing.

HouseRoom W4.03 Judge Business School.

ClockTuesday 08 September 2015, 12:00-13:00

Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust

UserJohn Cotter is Professor in Finance and the Chair in Quantitative Finance at University College Dublin. .

HouseRoom W4.03 Judge Business School.

ClockThursday 11 June 2015, 13:00-14:00

On the Long Run Volatility of Stocks

UserCarlos Carvalho.

HouseRoom W4.03 Judge Business School.

ClockThursday 14 May 2015, 13:00-14:00

Mind the Gap: The Difference between US and European Loan Rates

UserAnthony Saunders – John M. Schiff Professorship in Finance - Stern.

House10 Trumpington Street.

ClockWednesday 06 May 2015, 13:00-14:00

Financially Constrained Arbitrage and Cross-Market Contagion

UserDenis Gromb is Professor of Finance at INSEAD, where he teaches Corporate Finance.

HouseRoom W4.03 Judge Business School.

ClockThursday 30 April 2015, 13:00-14:00

Precautionary Saving and Aggregate Demand

UserM. Edouard Challe is a CNRS researcher and associate professor of Economics at Ecole Polytechnique.

HouseRoom W4.06 Judge Business School.

ClockThursday 05 March 2015, 13:00-14:00

Credit Ratings and Structured Finance

UserJoel Shapiro is Associate Professor of Finance at Saïd Business School, University of Oxford.

House10 Trumpington Street.

ClockThursday 19 February 2015, 13:00-14:00

The Excessive Creation of Sequel Firms

UserPierre Mella-Barral, Professor - Speciality: Finance, EDHEC Business School.

House10 Trumpington Street.

ClockThursday 05 February 2015, 13:00-14:00

Randomized Strategies and Prospect Theory in a Dynamic Context

UserProfessor David Hobson, University of Warwick, Department of Statistics.

House Lecture Theatre 3, Judge Business School (http://www.jbs.cam.ac.uk/aboutus/location.html).

ClockThursday 22 January 2015, 12:30-13:30

Robust vs realistic: interpolating between model-specific and model-free settings for pricing and hedging

User Prof. Jan Obloj, Associate Professor of Mathematical Finance, Fellow and Tutor in Mathematics at St John's College, Member of the Oxford-Man Institute of Quantitative Finance.

HouseJudge Business School - Room W4.03.

ClockThursday 27 November 2014, 17:00-18:00

Comparative Advantage and Specialization in Bank Lending

UserDr Daniel Paravisini , The London School of Economics.

HouseBarbara White Room, Newnham College.

ClockThursday 16 October 2014, 17:00-18:00

Misspecified Recovery

UserJose A. Scheinkman, Edwin W. Rickert Professor of Economics at Columbia University.

HouseJudge Business School - Room W4.03.

ClockThursday 09 October 2014, 17:00-18:00

Venture Capital, Patents and Innovation

UserRoberta Dessi, Toulouse School of Economics (joint with Nina Yin). .

HouseBarbara White Room, Newnham College.

ClockTuesday 05 March 2013, 17:00-18:00

Testing the Returns from Black-Box Hedge Fund

UserPeyton Young, University of Oxford.

HouseBarbara White Room, Newnham College.

ClockTuesday 19 February 2013, 17:00-18:00

Structural liquidity: Time coordination of economic activities and sectoral interdependence

UserIvano Cardinale (Emmanuel College), Roberto Scazzieri (University of Bologna and Gonville and Caius College).

HouseBarbara White Room, Newnham College.

ClockTuesday 05 February 2013, 17:00-18:00

CF Weekly Workshop - by Ranadeva Jasasekera - 'A general theory of the firm'

UserRanadeva Jayasekera, a lecturer from Southampton (ex Cambridge PhD).

HouseBarbara White Room, Newnham College.

ClockTuesday 20 November 2012, 17:00-18:00

CF Weekly Workshop - by Xuan Tam - Bankruptcy and Delinquency in a Model of Unsecured Debt

UserXuan Tam - CFAP, Cambridge Judge Business School, University of Cambridge.

HouseSidgwick Hall, Newnham College.

ClockTuesday 23 October 2012, 17:00-18:00

CF Weekly Workshop - by Professor Alexander Lipton - Asymptotics for Exponential Lévy Processes and their Volatility Smile: Survey and New Results

UserProfessor Alexander Lipton, Bank of America Merrill Lynch, Imperial College..

HouseLecture Theatre, Trinity Hall.

ClockTuesday 09 October 2012, 17:00-18:00

'Towards a new institutional analysis of London's insurance market'

UserAdrian Leonard is a PhD candidate in the Faculty of History studying under Professor Martin Daunton and Dr D'Maris Coffman, supported by the Centre for Financial History at Newnham College and the Cambridge Centre for Risk Studies..

HouseLucia Windsor Room, Newnham College.

ClockTuesday 01 May 2012, 17:00-18:00

The Financing and Re-financing of the War of the Spanish Succession, and then Re-Financing the South Sea Company

UserLarry Neal is an Emeritus Professor of Economics at the University of Illinois..

HouseLucia Windsor Room, Newnham College.

ClockTuesday 24 April 2012, 17:00-18:00

The Impact of Jumps and Thin Trading on Realsied Hedge Ratios

UserLyudmyla Hvozdyk, CERF, Cambridge Judge Business School.

HouseLucia Windsor Room, Newnham College.

ClockTuesday 06 March 2012, 17:00-18:00

How Does A Firm’s Default Risk Affect Its Expected

UserKevin Aretz, Manchester Business School.

HouseBarbara White Room, Newnham College.

ClockTuesday 21 February 2012, 17:00-18:00

tbc

UserSpeaker to be confirmed.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 15 March 2011, 16:45-17:45

What Death Can Tell: Are Executives Paid for Their Contributions to Firm Value?

UserDr Bang Dang Nguyen (CJBS & Hong Kong University of Science and Technology).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 22 February 2011, 16:45-17:45

Risk-Based Pricing and Default in Subprime Credit Card Markets

UserDr Sule Alan (Faculty of Economics).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 01 February 2011, 16:45-17:45

Coherent global market simulations for counterparty credit portfolios

UserClaudio Albanese (King's College, London).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 30 November 2010, 17:00-18:00

Dr Hector Calvo Pardo (University of Southampton)

UserSubjective stock market expectations and portfolio choice.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 23 November 2010, 17:00-18:00

Trading to stops

UserProf Chris Rogers (Statistical Laboratory).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 16 November 2010, 17:00-18:00

Roundheads versus Cavaliers: Assessing the Impact of Quantitative Easing

UserProf Jagjit Chadha (University of Kent).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 09 November 2010, 17:00-18:00

What determines government spending multipliers?

UserProf Giancarlo Corsetti (Faculty of Economics).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 02 November 2010, 17:00-18:00

Optimal hedging of variance derivatives

UserMr John Crosby (UBS and Glasgow University).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 26 October 2010, 17:00-18:00

Rethinking the dynamics of financial networks

UserLord Robert May, University of Oxford.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 04 June 2010, 17:00-18:00

The valuation of very long term liabilities (provisional title)

UserDr Simon Taylor, Cambridge Judge Business School.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 21 May 2010, 17:00-18:00

Asset price bubbles and econometrics

UserAnsgar Walther, Faculty of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 14 May 2010, 17:00-18:00

Computer Simulation of the Financial Markets

UserMr Christopher Clack, Direct of Financial Computer at UCL.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 26 February 2010, 17:00-18:00

Feedback Trading and the Optimal Choice of Price Impact (provisional title)

Entrant for the CF Best Student Paper Award 2009-2010

UserJimmy Oh, PhD student, Faculty of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 20 November 2009, 17:00-18:00

Title to be confirmed

Entrant for the CF Best Student Paper Award 2009-2010

UserPhilipp Andres, PhD student, Faculty of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 13 November 2009, 17:00-18:00

Expectations of Inflation, Monetary Policy & the Term Structure of Interest Rates

PLEASE NOTE: This is a different venue to usual.

UserProf Michael Magill, University of Southern California.

HouseRoom B16, Faculty of Law.

ClockFriday 06 November 2009, 17:00-18:00

The Stimulus Effect of the VAT cut - an early assessment

UserDr Tom Crossley, Faculty of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockFriday 30 October 2009, 17:00-18:00

Title to be confirmed

UserSpeaker to be confirmed.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 20 January 2009, 17:00-18:00

“On the Epidemic of Financial Crises” (tbc)

UserVanessa Smith, Centre for Financial Analysis and Policy.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 25 November 2008, 17:00-18:00

A Four-moment Portfolio Strategy for Emerging Equity Markets

UserWarapong Wongwachara, PhD student, Department of Economics.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 18 November 2008, 17:00-18:00

“Intermediation in Financial Networks” (tbc)

UserAna Babus, Centre for Financial Analysis.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 11 November 2008, 17:00-18:00

Measurement in Accounts: Fair Value and the Credit Crunch

UserGeoffrey Whittington, Centre for Financial Analysis and Policy.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 04 November 2008, 17:00-18:00

Diverse Beliefs in a Simple Economy

UserAngus Brown, Phd student on DPMMS.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 28 October 2008, 17:00-18:00

Herd Induced by Uninformed Traders in Efficient Financial Markets

UserGongyu Chen (PhD student, Department of Economics).

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 21 October 2008, 17:00-18:00

Inside and Outside Liquidity.

UserJose Scheinkman, Princeton University.

HouseWinstanley Lecture Hall, Trinity College.

ClockWednesday 25 June 2008, 11:00-12:30

Optimal Asset Allocation with Factor Models for Large Portfolios

UserPaolo Zaffaroni, Imperial College London.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 10 June 2008, 17:00-18:00

CEO Turnover, Firm Performance, and Ownership Structure

UserStefan Petry, Cambridge University.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 20 May 2008, 17:00-18:00

A Structural Model of Portfolio Default Risk with Stochastic Time

UserSeung Yang, Cambridge University.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 13 May 2008, 17:00-18:00

An Optimal Selling Strategy Based on Predicting the Ultimate Maximum Price

UserVioletta Bernyk, University of Cambridge.

HouseWinstanley Lecture Hall, Trinity College.

ClockTuesday 29 April 2008, 17:00-18:00

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