Fall 2007-2008 - Financial Engineering Practitioners Seminar
<-- Return to the list| Interest rate models: paradigm shifts in recent years | |
| Speaker | Date/Location |
| Damiano Brigo, DerivativeFitch | 11-05-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Monte Carlo Estimation of Greeks | |
| Speaker | Date/Location |
| Mike Giles, University of Oxford | 10-29-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| The Myths and Limits of Hedge Fund Replication | |
| Speaker | Date/Location |
| Lionel Martellini, EDHEC | 10-15-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Equity Trade Scheduling | |
| Speaker | Date/Location |
| Dan diBartolomeo, Northfield | 10-01-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Applications of Credit Derivatives: Trading Counterparty Credit Risk | |
| Speaker | Date/Location |
| Michael Stanley, Goldman Sachs | 09-17-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |
| Statistical Analysis of Hedge Fund Returns: Replication and Nonlinearities | |
| Speaker | Date/Location |
| Raphael Douady of Riskdata | 09-10-2007 Start Time: 6:00pm End Time: 7:30pm 412 Schapiro CEPSR, Davis Auditorium |