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Financial Engineering Practitioners Seminar
This event will be available via live stream as well as through a recording. To watch the live stream, please CLICK HERE
This seminar is in partnership between Global Risk Institute and Industrial Engineering and Operations Research at Columbia University.
This seminar is also part of the Quantitative Finance Weekly Seminar series with Columbia Business School, NYU Tandon School of Finance and Risk Engineering, NYU Courant Institute of Mathematical Sciences, Bloomberg LP and the International Association of Quantitative Finance (IAQF).
Robert Engle, the Michael Armellino Professor of Finance at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). Professor Engle is the Director of the NYU Stern Volatility Institute and a co-founding president of the Society for Financial Econometrics (SoFiE), a global non-profit organization housed at NYU. Before joining NYU Stern in 2000, he was Chancellor’s Associates Professor and Economics Department Chair at the University of California, San Diego and Associate Professor of Economics at MIT. He is a member of the National Academy of Science.
He received his Bachelor of Science from Williams College and his MS in Physics and PhD in Economics from Cornell University. He grew up in Media, Pennsylvania, spent 25 years in San Diego and now lives in New York City.