• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

IAFE Endorsed Event: Derivative Securites & Risk Managment Workshop

Joined
12/23/06
Messages
187
Points
28
The International Association of Financial Engineers is pleased to endorse

The 15th Annual Workshop on
Derivative Securities & Risk Management

Friday, December 5th, 2008
Columbia University, Center for Financial Engineering and Center for Applied Probability
Location: Uris Hall, Room 301
8AM--6PM

Program
8:00-8:45 Coffee and registration

8:45-9:00 Welcoming remarks

9:00-9:40 Robert Almgren (Courant Institute of Mathematical Sciences, New York University)
“Quantitative Challenges In Algorithmic Trading”
9:40-10:20 Christoph Burgard (Barclays Capital)
"New Developments In Volatility And Variance Products Pricing And The Link To Forward Volatility."

10:50-11:30 Jiang Wang (MIT Sloan School of Management)
“Asset Pricing And The Credit Market”
11:30-12:10 Jean-David Fermanian, (BNP Paribas)
"On Break Even Correlation: The Way To Price Structured Credit Derivatives By Replication."

1:40-2:20 Jianqing Fan (Princeton University)
“Risk Assessment And Asset Allocation With Gross Exposure Constraints For Vast Portfolios”
2:20-3:00 Attilio Meucci, (Bloomberg L.P.)
“Fully Flexible Views: Theory And Practice”

3:30-4:10 Fabio Mercurio (Bloomberg)
“Market Models for Inflation Derivatives”
4:10-4:50 Peter Tankov (Ecole Polytechnique)
“Pricing And Hedging Gap Risk”
4:50-5:30 Johannes Wissel (Cornell University)
“Arbitrage-free Market Models For Liquid Options”
5:30-6:00 Wine and cheese reception

For additional information, click here.

REGISTRATION FEES:
Academic:
$175 ($100 student)

Corporate & Institutional:
$350

PAYMENTS

If paying by credit card, please click here.

If paying by check, make checks payable to:
Center for Financial Engineering, Columbia University
Mail Checks to:

Industrial Engineering & Operations Research Department
Columbia University
500 West 120th Street Room 313 Mudd
New York, NY 10027
Attn: Donella Crosgnach​
 
Back
Top