Seminars

Some of the venues associated with the Thalesian Seminars have taken their due place in history. The very first Seminar (Prof. Matthew Dixon’s talk entitled Calibrating Spread Options using a Seasonal Commodity Forward Model) took place upstairs at the City Pride pub on 2009.01.29.

The City Pride was situated at 1 Westferry Road in Marsh Wall on the Isle of Dogs, London. This pub was built in 1936 as the City Arms, with a name change to the City Pride in 1988. It closed in 2010.05m and was demolished in 2012.10m. The site is now occupied by the Landmark Pinnacle, a 233-metre (764 ft) skyscraper under construction by developer Chalegrove Properties. Is is set to be the tallest residential building in Europe and will have more habitable floors than any other building in Europe. The 71st Thalesian Seminar on 2012.03.14 was the last one to take at the old City Pride. It was given by Attila Vrabecz and was entitled kdb+/q in Practice.

The London Chapter of the Thalesians then moved to the Dockmaster’s House. This listed Georgian building constructed in 1807 has had many past incarnations; it’s been an excise office, a pub called the Jamaica Tavern renamed as the Jamaica Hotel in 1899, and even the offices for the Dock Superintendent and his staff from 1926—hence the name given to it in 1992. From February 2009, it opened as an Indian restaurant, with dining rooms, three bars, and a garden with a stylish conservatory. The first Thalesian seminar to take place at the Dockmaster’s House was the 72nd one; it was given on 2012.03.28 by Oleg Ruban, entitled Scenarios for Sovereign Stress in Eurozone.

While the building still stands, the restaurant closed its doors in 2014. The last Thalesian talk was given at that venue on 2014.03.26 by Didrik Pinte—it was entitled Python and Quantitative Finance.

The London seminar series then moved to the London Marriott Hotel Canary Wharf, which was at the time known as the London Marriott West India Quay. The venue was inaugurated on 2014.04.07 by Chiara Albanese; it was a panel talk, Spring Market Views Panel.

The Thalesians’ success in Canary Wharf prompted us to expand to the City of London. We were invited by the Secretary of the City University Club, Hasita Senanayake FIH, to use the Club as a venue alongside the London Marriott Hotel Canary Wharf. The first talk at the new venue was given on 2017.03.09 by Iain Clark—Efficient Methods for Simulation of FX Volatility Surface.

The City University Club was established in 1895. From its foundation until 2018 it operated from the top three floors of 50 Cornhill, of what was Prescott’s Bank, a 1766 private bank which became a branch of part of the NatWest banking group. This arrangement was quite specifically intended by and between the bank’s partners and the club of which they were founding members when the building was designed. The branch closed in 1999 and was turned into a pub of the Fullers chain.

On 2018.01.29 the Club moved to 42 Crutched Friars, the former home of the Lloyds Club. The last Thalesian Seminar at 50 Cornhill was given on 2017.11.09 by Blanka Horvath—Rough Volatility Models: Pricing and Simulations. The first Thalesian Seminar at the Club’s new location was given on 2018.06.13 by Ian Khrashchevskyi—Is There a Reward for Macroeconomic Risk in Higher Moment Risk Premia?