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Dr. Andrew Kalotay - Thursday, March 26, 6pm

dstefan

Baruch MFE Director
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QuantNet talk - Dr. Andrew Kalotay, Thursday, March 26, 6pm, Room 10-180

Title: Security pricing services: How valuation models are replacing evaluators

Speaker: Dr. Andrew Kalotay, President, Andrew Kalotay Associates

Date and Time: Thursday, March 26, 6-7pm
Location: Room 10-180 in the Newman Vertical Campus building, at Lexington and 24th Street
Map: http://www.tinyurl.com/verticalcampus


Refreshments will be served at the end of the talk

RSVP at
QuantNetwork - Financial Engineering Forum
or, if not a Baruch student or QuantNet member, please send an email including your name to Dan.Stefanica@baruch.cuny.edu


Dr. Andrew Kalotay, president of Andrew Kalotay Associates, is a leading authority on debt management. He has written widely on the valuation of bonds, interest rate derivatives, and mortgage-backed securities. His innovations include refunding efficiency (a widely used tool for managing callable debt) and the Ratchet Bond (a surrogate for conventional callable bonds).

Before founding AKA in 1990, Dr. Kalotay was with Salomon Brothers in the Bond Portfolio Analysis Group. Prior to that he was at Bell Laboratories and AT&T.

On the academic side, he directed the first Financial Engineering program in the U.S. at Polytechnic University, from 1995 to 1997. Previously he taught at Wharton, Columbia and Fordham University. Apart from his academic publications in finance, operations research and statistics, he was the “Topics in Fixed Income” columnist in Financial Engineering News.

Dr. Kalotay holds a B.Sc. and M.Sc. from Queen's University and a Ph.D. from the University of Toronto, all in mathematics. He was inducted into the Fixed Income Analyst Society’s "Hall of Fame" in 1997 and he is a Charter Member of Risk Who’s Who.
 
Papers - Andrew Kalotaty - FENews

The attached papers will give more details on the topics covered by Dr. Andrew Kalotay in his presentation.

Is There a Financial Engineer in the House?

When It's Time to Get Off the Tree

The Right Discount Rate Could Save Your Life
 

Attachments

  • andy_kalotay_FEN_FE_in_the_house.pdf
    365.7 KB · Views: 44
  • andy_kalotay_FEN_Optimal_Calling.pdf
    231.4 KB · Views: 30
  • andy_kalotay_FEN_Right_Discount_Rate.pdf
    1.1 MB · Views: 30
one more paper

Dr. Kalotay suggested another paper as well:

Some bonds are worth more dead than alive
 

Attachments

  • andy_kalotay_FEN_Estate_Put.pdf
    636.6 KB · Views: 31
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