Past Event: Babuška Forum

A Quick Dive into Computational Finance

William H. Press, Computer Science and Integrative Biology (and ICES), UT Austin

Abstract

A year ago, I unexpectedly became responsible for investing the $500 million endowment of the National Academy of Sciences, so I thought I should learn something about computational finance and financial engineering. This talk is my admittedly idiosyncratic take on those fields, aimed at CSEM students. Bio: Bill Press is a computer scientist and computational biologist with broad interests in the physical and biological sciences. He was for 20 years professor of astronomy and physics at Harvard, then deputy director of Los Alamos National Laboratory, now professor at UT Austin in computer science and integrative biology. A member of the National Academy of Sciences, he served on President Obama's Council of Advisors on Science and Technology and is a past president of the American Association for the Advancement of Science.