Join us for an exciting LRS seminar with our very own experienced colleague and friend Sanjiv Das. Lunch will be provided.
Title: Network Models in Finance.
In this talk, Sanjiv will:
(i) talk about a general tutorial introduction to network models.
(ii) present a use case on systemic risk in the financial system to get people warmed up, using a paper he has published in IEEE Data Engineering.
(iii) present some results from a working paper on Venture Capital Communities.
Related papers (for a possible pre-reading):
"Extracting, Linking and Integrating Data from Public Sources: A Financial Case Study,"
"What Types of Syndicate Partners do Venture Capitalists Prefer? Evidence from VC Communities"
Sanjiv Das is Professor of Finance at Santa Clara University's Leavey School of Business, and previously held faculty appointments at Harvard Business School and UC Berkeley. He holds post-graduate degrees in Finance (Ph.D. from New York University) and Computer Science (M.S. from UC Berkeley), did undergraduate work in Accounting and Economics, and is also a qualified Cost and Works Accountant. In addition, he worked as Vice President for Citibank Asia. He is a senior editor of The Journal of Investment Management and co-editor of The Journal of Derivatives.
Prior to being an academic, he worked in the derivatives business in the Asia-Pacific region. His current research interests include: the modeling of default risk, algorithms for harvesting financial information from the web, derivative pricing models, and portfolio theory. He has published more than 60 articles in academic journals.