Talking about Minsky moments in the UK

I just returned from a 10-day research visit to Imperial College, where I gave a talk about some preliminary work I have been doing on macroeconomics. While I was there I took a day off to visit Chris Rogers in Cambridge and reconnect with Bill Janeway, who was part of the organization of a memorable conference I attended at the Perimeter Institute a few years ago.

As it turns out, Bill knew Hyman Minsky personally, so I could get an insider view on his unique way of thinking about economic problems.

Seminar Series up and running again

I'm a little late posting this, but after a brief hiatus in December (Christmas) and January (organizers away in Oberwolfach), we re-started the Quantitative Finance Seminar Series again at the Fields Institute with a talk by Mike Ludkovski on February 23rd, who spoke about the optimal time for you to buy an option when your model price differs from the price observed in the market.

Since I arrived earlier at the Institute I could also attend one of the Distinguished Lectures delivered by Yakov Sinai, who was in Toronto for a special workshop celebrating his 75th birthday.