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Events

Event: IAFE /Thalesians Seminar Series
Date: Tuesday, February 12, 2013
Time: 5:45pm Registration, 6:00pm Seminar, 7:15pm Reception
Location:
NYU Kimmel Center
Room 802
60 Washington Square South
New York, NY 10012

The International Association of Financial Engineers is pleased to invite you to

IAFE /Thalesians Seminar Series:
Models in Commodity Markets
A Talk by Alexander Eydeland

 

ABSTRACT
In this presentation we will focus on unique properties of commodity markets and prices, and describe approaches to modeling physical assets such as storage and power plants.

BIOGRAPHY
Dr. Alexander Eydeland is Managing Director at Morgan Stanley in charge of global commodities strategies. His previous positions include Head of Research at Mirant Corp., vice president with Lehman Brothers and Fuji Capital Markets, and associate professor of mathematics at the University of Massachusetts. Eydeland holds a Ph.D. degree in Mathematics from Courant Institute of Mathematical Sciences. His papers on risk management, scientific computing, optimization and mathematical economics have appeared in a number of major publications and he has lectured extensively on these subjects throughout the United States, Europe, and Japan. Eydeland is a co-author (with K. Wolyniec) of the book "Energy and Power Risk Management" published in 2002 by Wiley and Co.

ABOUT THE SERIES
The IAFE's Thalesians Seminar Series is a joint effort on the part of the IAFE (www.iafe.org) and the Thalesians (www.thalesians.com). The goal of the series is to provide a forum for the exchange of new ideas and results related to the field of quantitative finance. This goal is accomplished by hosting seminars where leading practitioners and academics present new work, and following the seminars with a reception to facilitate further interaction and discussion. Click here for information on the IAFE/Thalesian Seminar Series.

 


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