Financial Derivatives and Risk Management at Stevens

A derivative is a financial security with a value that is reliant upon, or derive from, an underlying asset of group of assets. Derivatives have been around for more than 100 years and today, are used for many purposes: hedging portfolio risks, to express directional views on future market dynamics, and to help portfolio managers execute trading strategies. In this talk, we explore how derivatives play a key role in the modern economy.

Stevens Graduate Programs in Finance and Financial Engineering

Traditional finance jobs are disappearing as digital currencies, automated investing, mobile banking and high-frequency trading require leaders to bring a new set of technology skills to decision making. Stevens finance programs offer the skills and perspective required of aspiring leaders in this fast-changing industry. More about the MS in Finance. More about the MS in Financial Engineering.

Presenter: Prof. Dan Pirjol

Dan Pirjol works in financial engineering and derivatives research, using methods from applied probability, asymptotic methods and numerical analysis. His recent research interests are focused on stochastic volatility models and interest rates models simulation, with applications to financial engineering and actuarial science. He joined the School of Business at Stevens in 2019 after working in the financial industry for more that 10 years, most recently in the Model Risk Group at JP Morgan. Previously he worked for Bank of America and Markit, before joining JPM in 2009. He holds a PhD in theoretical physics from University of Mainz, Germany. He is a member of the American Mathematical Society and INFORMS.

Agenda

08:00AM - 08:05AM: Introduction
08:05AM - 08:30AM: Virtual Lecture by Dr. Pirjol
08:30AM - 08:40AM: Overview of the Stevens Finance and Financial Engineering Programs
08:40AM - 09:00AM: Questions & Answers