Past
Nomura Lecture
2012 Nomura Lecture (17 May 2011)
"Speculation and bubbles" by Jose A Scheinkman, Theodore Wells '29 Professor of Economics at Princeton; Poster (pdf)
Title: Speculation and bubbles.
2011 Nomura Lecture (12 May 2011)
"Risk, Model Risk and Uncertainty: on the role of probability in finance" by Hans Föllmer, Professor Emeritus of Mathematics at Huboldt-Universität zu Berlin, Andrew D. White Professor-at-Large at Cornell University; Poster (pdf)
2010 Nomura Lecture (20 May 2010)
"The Changing Risks of Government Bonds" by John Campbell, Harvard College Professor, Harvard; Poster (pdf)
2009 Nomura Lecture (19 May 2009)
'"Kill all the Quants?" Models vs. Mania in the current financial crisis' by Andrew Lo, Harris and Harris Group Professor of Finance, MIT Sloan School of Management. A video of the lecture is available on-line at http://www.nomura.com/research/Research/Quants/NomuraLectures/May2009Oxf...
2008 Nomura Lecture (20 May 2008)
Inaugural Lecture - 4.00-5.00pm
`Risk, Human Judgement, and Asset Allocation' by Xunyu Zhou. A video of the lecture is available on-line at http://www.nomura.com/research/Research/Quants/NomuraLectures/May2008Oxf...
Nomura Lecture - 5.30-6.30pm
`A Taxonomy of Risk-Facing Behaviour' by Harry M. Markowitz. A video of the lecture is available on-line at http://www.nomura.com/research/Research/Quants/NomuraLectures/May2008Oxf...
2007 Nomura Lecture (15 October 2007)
'Linkages between Credit and Equity Derivatives' by Prof Peter Carr (Head of Quantitative Financial Research at Bloomberg LP and Director of the Masters in Mathematical Finance at Courant Institute, NYU). Supporting documentation of Professor Carr's lecture can be found here. A video of the lecture is available on-line at http://www.nomura.com/research/Research/Quants/NomuraLectures/2007DrCarr...
2006 Nomura Lecture (18 May 2006)
'A Neoclassical Look at Behavioural Finance: A Tale of Two Anomalies' by Prof. Stephen Ross (Massachusetts Institute of Technology); Presentation (Powerpoint). A video of the lecture is available on-line at http://www.nomura.com/research/Research/Quants/NomuraLectures/2006ProfRo...
2005 Nomura Lecture (5 May 2005)
`The psychology of behavioural finance: past and future' by Professor Daniel Kahnemann (Princeton); Poster (pdf). A video of the lecture is available on-line at mms://media.eu.nomura.com/MM/kahneman.wmv
2004 Nomura Lecture (27 April 2004)
`From Dutch dykes to value-at-risk: Extreme value theory and copulae as risk management tools' by Professor Paul Embrechts (ETH-Zurich); Slides (pdf)
2002 Nomura Lecture (20 June 2002)
`Finding, measuring, and using mean reversion in financial data' by Professor George C. Papanicolaou (Stanford);
2001 Inaugural Nomura Lecture (15 May 2001)
`A mathematical elaboration of two problems in corporate finance: the cost of incentive compensation and the value of risk management' by Professor Robert C. Merton (Harvard); Supporting documentation of the topics of Professor Merton's lectures can be downloaded here