The International Association of Financial Engineers presents
The 2007 IAFE Annual Conference - From Quant to Riches
Monday, May 21, 2007
Hosted at Bear Stearns, 383 Madison Avenue, New York City
Featuring Talks by Jim Simons and Andrew Lo.
Coffee & Light Breakfast
IAFE Annual General Membership Meeting
Richard Lindsey, CEO, Callcott Group & IAFE Chairman
Demystifying Quantitative Trading
A Panel Conversation
Panel led by Giovanni Beliossi, Managing Partner, FGS Capital & IAFE Board Member
Ramu Thaigarajan, Principal and Portfolio Manager of Quantitative Strategies, Pequot Management
Richard Bookstaber, Frontpoint Partners
Kindly sponsored by University of California, Berkeley - Masters Financial Engineering
The Psychology of Trading
Andrew Lo, Harris & Harris Group Professor, MIT Sloan School of Management & IAFE Senior Fellow
Are financial markets driven by fear and greed, or by rational arbitrageurs? Is there any method to the market's madness? In this talk, Dr. Lo will attempt to reconcile behavioral finance with the Efficient Markets Hypothesis by focusing on the psychology of trading and the role of emotion in financial decision making.
What are They Thinking?
The results of a poll of the IAFE Board and Senior Fellows in regards to the most interesting question in finance. IAFE Senior Fellows include Phelim Boyle, John C. Cox, Emanuel Derman, Darrell Duffie, John C. Hull, Jonathan Ingersoll, Robert Jarrow, Andrew Lo, Harry Markowitz, Leo Melamed, Robert C. Merton, Stephen A. Ross, Mark Rubenstein, Paul A. Samuelson, Myron Scholes, William Sharpe, Oldrich Vasicek.
Presented by Tanya Styblo Beder, IAFE Board Member
Keynote Speech: Mathematics, Common Sense and Good Luck
How Jim stumbled his way into the world of finance, and miraculously managed to land on his feet.
Jim Simons, President, Renaissance Technologies and 2006 IAFE/SunGard Financial Engineer of the Year
Hedge Fund Valuation
A Panel Conversation incorporating the work of the IAFE Investor Risk Committee and AIMA's New Publication "Guide to Sound Practices for Hedge Fund Valuation"
Panel led by Leon Metzger, Adjunct Professor and Editor, IAFE Whitepaper on Valuations.
Michael Greenstein, Partner, PricewaterhouseCoopers, Alternative Investment Funds
David Woodhouse, Fauchier Partners & Chief Author/Editor, AIMA Guide to Sound Practices for Hedge Fund Valuation.
Top Ten Hedge Fund Quotes
What hedge fund managers really say - the best (or worst) statements from managers.
Andrew Weisman, Managing Director, Merrill Lynch & IAFE Board Member
Mark Anson, CEO, Hermes Pension Management & IAFE Board Member
Reception sponsorships are also available - for more details contact David Jaffe, Executive Director, IAFE at 212-317-7479.
Attendence is free for current IAFE members. Members click here to log into the members area and register.