The Bloomberg Quant (BBQ) Seminar Series takes place in New York and covers a wide range of topics in quantitative finance. Each session is chaired by Bruno Dupire, head of Quantitative Research at Bloomberg LP, and features a keynote speaker presenting his or her current research. This presentation is followed by several “lightning talks” of 5 minutes each in quick succession. This format gives the audience the opportunity to be exposed to a wider variety of topics.