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Finance and Risk Engineering

AcademicsDepartmentsFinance and Risk EngineeringResearch

Research

Centers
Research Workshops & Seminars
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Research Newsletter

Centers

Research Center for Risk Engineering

The importance of risk engineering is increasing every day – not only in the academic world, but also in our daily lives – and it is becoming clear that there is a need for a comprehensive attitude towards risk management.

The Research Center for Risk Engineering at the Polytechnic Institute of New York University seeks to undertake both research and educational support efforts that will allow a comprehensive analysis and assessment of risks in various application areas including financial engineering, global warming and sustainability, nuclear and security, health and cyber-security, and the many applications where risks are prevalent.

Center for Finance and Technology

The Center for Finance and Technology (CFT), under the auspices of the Department of Finance and Risk Engineering, is a unique resource, addressing the evolving financial and technology enabled innovation needs of the financial services industry. CFT is a research hub as well as a laboratory for generating new ideas and tools for the industry. The Center also undertakes collaborative research to provide ideas, methods and tools with scholarly and practical applications.

Members of the Research Center includes also International Professor Associates and Fellows such as Profeesor Pierre Vallois, Bertand Munier, Aime Scannavino (France), Professor Konstantin Kogan (Israel), Profesor Alain bensoussan, Anne Zissu (US) as well as other visitors and Post-Doc research fellows from Asia, Europe and Israel. For further information, please contact the center's director, Charles S Tapiero

Research Workshops & Seminars


Upcoming

  • 2009-04-30: Peter Schiff, Lessons from the Crisis: The Limits of Financial Engineering [PDF]
  • 2009-02-24: Gur Yaari, Economic systems following a major shock: A "microscopic" point of view [PDF]
  • 2009-01-28: Baruch Lev, The Usefulness of Accounting Estimates for Predicting Cash Flows and Earnings [PDF]
  • 2008-12-08: Fabrizio Ruggeri, Bayesian Risks and Software Reliability [PDF]
  • 2008-10-21: Tyrone Duncan, Mutual Information and Estimation [PDF]
  • 2007-11-28: Nassim Taleb, Model Errors in Mathematical Finance [PDF]
  • 2007-10-16: Andrew Kalotay, Crunching the Numbers: From Price/Yield Conversion To Option-Based Analysis [PDF]

Research Publications

NYU-Poly Department of Finance and Risk Engineering Research Paper Series on SSRN (Social Science Research Network)

http://www.ssrn.com/link/NYU-POLY-RES.html

Book List
Author: Nassim Taleb
  • Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets (Oct 14, 2008)
  • Black Swan: The Impact of the Highly Improbable (April 17, 2007)
  • Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets (May 3, 2007)
  • Bleeding Hearts (Unabridged Audio CD - 2007)
  • The Volatility Surface: A Practitioner's Guide (Wiley Finance) by Jim Gatheral and Nassim Nicholas Taleb (Aug 28, 2006)
  • Talentidentification, -selection and -development (Oct 31, 2004)
  • Fooled by Randomness Revision (Not Available in US): The Hidden Role of Chance in the Markets and Life (Mar 12, 2004)
  • Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance) (Jan 14, 1997)
Author: Charles Tapiero
  • Supply Chain Games: Operations Management and Risk Valuation (International Series in Operations Research & Management Science) by Konstantin Kogan and Charles S. Tapiero (Oct 3, 2007)
  • Pension Funds Saving Individuation.: An article from: International Advances in Economic Research by Charles S. Tapiero and Assa Birati (Digital - Jul 28, 2005) - HTML
  • Risk and Financial Management: Mathematical and Computational Methods (May 28, 2004)
  • Applied Stochastic Models and Control for Finance and Insurance (April 30, 1998)
  • Les outils et le contrôle de la qualité by Jean-Jacques Daudin and Charles Tapiero (Jan 1, 1996)
  • Premium allocation and risk avoidance in a large firm: A continuous model (Discussion paper / Strategic Management Research Center, University of Minnesota)(Unknown Binding - 1989)
  • Applied Stochastic Models and Control in Management (Advanced Series in Management, Vol 12) (Jan 1988)
  • Risk and Financial Management : Mathematical and Computational Methods (1980)
  • Managerial Planning: An Optimum and Stochastic Approach (Jan 1, 1978)

Research Newsletter