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Lars Tyge Nielsen

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42
Date
2022/08/18
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https://media-exp1.licdn.com/dms/image/C4E22AQF733YnOhZyPg/feedshare-shrink_800/0/1660836581032?e=1663804800&v=beta&t=QUmloShNyF8GSjgbbueeTK5huhdUTZhjvVZaGc90NHs
ML Score
6
Job
Columbia University | Program Director / Adjunct Professor
Content
Featured MAFN Faculty. Harvey Stein, Adjunct Professor, will be teaching Financial Risk Management and Regulation in Columbia University’s Mathematics of Finance MA (MAFN) program this coming fall – as he has done since 2014. Congratulations to Dr. Stein for recently taking up a position as Senior Vice President in Two Sigma Labs at Two Sigma, which is probably one of the world’s top five quantitative hedge funds. Before Two Sigma, he had a long career at Bloomberg LP – beginning with 6 years as a quantitative researcher and then followed by 23 years as head of various teams, mainly dealing with fixed income, credit, risk management, and regulation. Among his many papers and publications is an intriguing recent piece entitled “A United Framework for Default Modeling,” joint with Albert Cohen of Michigan State University and Nick Constanzo of Barclays Capital (Barclays), which reconciles structural and reduced form default models by representing points on the survival and hazard rate curves as stochastic processes, thereby reducing or eliminating the technical complications and arbitrary choices involved in previous reconciliation attempts. Dr. Stein serves on the board of directors of the International Association for Quantitative Finance IAQF and is an organizer of the IAQF/Thalesians financial seminar series. He earned his PhD in mathematics from the University of California, Berkeley in 1991. Remember to click Like before you go.#riskmanagement #hedgefunds #finance
Property
Integromat
Link
https://www.linkedin.com/feed/update/urn:li:activity:6966053518860292096
Comments
4
Type
Post
Profile
https://www.linkedin.com/in/larstygenielsen/
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