Systemically Important Financial Institutions & A. Structural View of U.S. Bank Holding Companies

On Thursday Natalya Thakur presented on "Systemically Important Financial Institutions and Failure Resolution" and Lauryn Isford presented on "A. Structural View of U.S. Bank Holding Companies". For more information on these topics read the following: 

http://www.fas.org/sgp/crs/misc/R42150.pdf

http://www.newyorkfed.org/research/epr/12v18n2/1207avra.pdf

A Fractal View of Risk in Financial Markets

Helin Gao will present on Tuesday "A Fractal View of Risk in Financial Markets".
For more information on the topic read the following :
http://www.scientificamerican.com/article.cfm?id=multifractals-explain-wall-street&page=2

The Controlled Failure of Central Clearing Parties

On Thursday, Prof. Duffie will be presenting on "The Controlled Failure of Central Clearing Parties".

Is the Bitcoin the Next Big Currency ?

Olivia Moore will present today "Is the Bitcoin the Next Big Currency ?",, 

Private equity Performance : What do we know?

Thursday Oct 10th, Justine Moore will talk about  Private equity Performance : What do we know?

Volatility Prediction, Crowdsourcing and the Event Horizon

"Data standards, high-performance storage and big data analytics are beginning to enable firms to tap social media and other sources of sentiment data to predict market moves, monitor risk and capture alpha."

Read more on the following :
Volatility Prediction, Crowdsourcing and the Event Horizon

Japanese Bussble Economy

Henry Yuhao will be presenting on Japanese Bubble Economy on Tuesday Oct 7th.
To read more on the topic:

http://www.sjsu.edu/faculty/watkins/bubble.htm

http://akihabaranews.com/2013/08/14/article-en/japanese-economics-sun-never-set-lost-decades-are-myth-and-everything-fine

Class Further to our discussion of QE tapering : Speech by Fed governor Jeremy Stein.

http://www.federalreserve.gov/newsevents/speech/stein20130926a.htm

Libor-Euribor-Tibor Reform

Professor Darrell Duffie presentation today on Libor-Euribor-Tibor Reform 

Fixed-Rate, Full-Allotment Overnight Reverse Repo Facility

Statement Regarding Overnight Fixed-Rate Reverse Repurchase Agreement Operational Exercise
http://www.newyorkfed.org/markets/opolicy/operating_policy_130920.html

FAQs: Overnight Fixed-Rate Reverse Repurchase Agreement Operational Exercise
http://www.newyorkfed.org/markets/rrp_faq.html

First Session of Fall 2013

Finance 121 will start its fall quarter tomorrow at GSB Class of 1968 room 101 from 3:45 p.m. -4:45 p.m. We would like to welcome the following students:

Daniel Fang
Lauryn Isford
Ari Dyckovsky
Tyler Brown
Ruoke Yang
Amrit Saxena
Justine Moore
Natalya Thakur
Olivia Moore
Anurag Gandhi

Guide to the Markets by J.P. Morgan Asset Management

Guide to the Markets : Great report about the current market and economy.

End of the Academic Year Lunch with Prof. Duffie

The Undergraduate Finance Research Seminar and Discussion Session ends the academic year with a luncheon with Professor Darrell Duffie. Congratulations to the seniors who are graduating and best wishes for the other undergraduates continuing their studies at Stanford. Thanks to Professor Darell Duffie for being an awesome advisor, thanks for Long Do for organizing most of the events and sessions and thanks to all the students and professors who participated in the Seminar.

The History and Future of Option with Prof. Scholes

Professor Myron Scholes will honor us with his attendance on Thursday May 30th to talk about "The History and the Future of Options".

To read more on Prof. Myron Scholes :

http://www.nobelprize.org/nobel_prizes/economics/laureates/1997/scholes.html

To read more about his Nobel Prize Lecture :

http://www.nobelprize.org/nobel_prizes/economics/laureates/1997/scholes-lecture.pdf

Bloomberg motion contesting CFTC margin decision for swaps versus futures

Thursday May 16th, 2013 , Professor Joseph A. Grundfest and Mr. Eugene Scalia discuss about the Bloomberg v. CFTC case.

The complaint written by Mr. Eugene Scalia on behalf of Bloomberg.

Outperforming the Market

This Thursday Lauryn Isford will be presenting on "Outperforming the Market". For more information about this topic read the following paper : Heterogeneous Beliefs and the Performances of Optimal Portfolios by Xue-Zhong He and Lei Shi from the UTS Business School , University of Technology, Sydney.

Allston Trading

Allston Trading visiting Stanford on Friday May 10th @4:30 pm.

High Frequency Trading

WSJ: High-Speed Traders Exploit Loophole by Scott Patterson, Jenny Strasburg, and Liam Pleven. 

http://online.wsj.com/article/SB10001424127887323798104578455032466082920.html

The U.S. Deficit and its Implication on the U.S. Growth

This coming Thursday May 2nd Professor James C VanHorne will honor us by his visit to the session to talk about "The U.S. Deficit and its Implication on the U.S. Growth".  

The role of designated market makers in the new trading landscape

This week Ari Dyckovsky will be presenting on "The role of designated market makers in the new trading landscape". For more information on the topic, check the below presentation and the related paper "The role of designated market makers in the new trading landscape"  written by Evangelos Benos and Anne Wetherilt of the Bank's Payments and Infrastructure Division.