DQF 
25th January 2005
11:00 to 12:00 
T Bjork 
Good deal bounds 

DQF 
27th January 2005
17:00 to 18:00 
A Cairns 
Optimal investment for defined contribution pension plans 

DQF 
31st January 2005
11:15 to 12:15 
N Shephard & O BarndorffNielsen & K Sato 
Continuous time processes based on infinite activity innovations 

DQF 
1st February 2005
10:00 to 12:00 
J Woerner 
Power variation 

DQF 
1st February 2005
17:00 to 18:00 
Y Kabanov 
The FTAP in the twoasset model under transaction costs (a result of Grigoriev) 

DQF 
2nd February 2005
10:00 to 11:00 
A Shiryaev 
Towards the mathematization of some practical methods of the financial "technical analysis" 

DQF 
2nd February 2005
11:00 to 11:30 
J Rosinski 
Multidimensional tempered stable processes: representations and method of simulation 

DQF 
2nd February 2005
11:30 to 12:00 
C Kluppelberg 
CoGARCH 

DQF 
3rd February 2005
10:00 to 11:00 
P Brockwell 
Levydriven CARMA processes, stochastic volatility and CoGARCH models 

DQF 
3rd February 2005
11:00 to 11:30 
M Sorensen 
Multivariate diffusion modelling 

DQF 
3rd February 2005
11:30 to 12:00 
F Hubalek 
Three problems in infinite divisibility 

DQF 
4th February 2005
10:00 to 11:00 
E Eberlein 
Symmetries and pricing of exotic options in Levy models 

DQF 
4th February 2005
11:00 to 12:00 
C Mancini 
Estimating the integrated volatility in stochastic volatility models with Levy jumps 

DQF 
8th February 2005
15:45 to 16:45 
J Tysk 
FeynmanKac formulae for blackscholes type operators 

DQF 
8th February 2005
17:00 to 18:00 
M Hashem Pesaran 
Forecasting time series subject to multiple structural breaks 

DQF 
9th February 2005
10:00 to 11:00 
D Hobson 
Local martingales, bubbles and option prices 

DQF 
10th February 2005
11:15 to 12:15 
M Davis 
A problem of optimal investment with randomly terminating income 

DQF 
14th February 2005
15:00 to 16:15 
S Basak & B Croitoru 
On the role of arbitrageurs in rational markets 

DQF 
15th February 2005
15:45 to 16:45 
N Webber 
The joy of objects, or 'so you thought you knew how to code the BlackScholes formula' 

DQF 
15th February 2005
17:00 to 18:00 
M Monoyios 
Martingale measures, Esscher transforms, indifference pricing and hedging in incomplete diffusion models 

DQF 
16th February 2005
10:00 to 11:00 
X Mao 
Numerical simulation of the meanreverting square root process with applications to option valuation 

DQF 
16th February 2005
11:15 to 12:15 
A Neuberger 
Strategic trading with public revelation 

DQF 
21st February 2005
11:15 to 12:15 
M Davis 
A survey of credit risk 

DQF 
21st February 2005
14:00 to 16:00 
P Schoenbucher & K Giesecke 
Current problems in credit risk 

DQF 
22nd February 2005
10:00 to 11:00 
E Eberlein 
The defaultable Levy term structure 

DQF 
22nd February 2005
11:00 to 12:00 
W Schoutens 
A Levydriven firm value model 

DQF 
22nd February 2005
17:00 to 18:00 
V Henderson 
The curious incident of the investment in the market 

DQF 
23rd February 2005
10:00 to 11:00 
T Schmidt 
Locationbased mortgage risk and a note on incomplete information 

DQF 
23rd February 2005
11:00 to 12:00 
M Walker 
Arbitragefee prize ranges for n'thtodefault baskets 

DQF 
24th February 2005
10:00 to 11:00 
JP Fouque 
Default and volatility time scales 

DQF 
24th February 2005
11:00 to 12:00 
L Overbeck 
Some valuation models for CDOs 

DQF 
24th February 2005
15:00 to 16:00 
K Giesecke 
Credit/equity hybrids 

DQF 
24th February 2005
16:00 to 17:00 
S Weber 
Distributioninvariant risk measures: information and dynamic consistency 

DQF 
24th February 2005
17:00 to 18:00 
P Artzner 
Currencyinvariant risk measures 

DQFW04 
25th February 2005
10:00 to 11:00 
MHA Davis 
Stochastic network methods in portfolio credit risk 

DQFW04 
25th February 2005
11:00 to 12:00 
J Gregory 
The gaussian copula model and beyond 

DQFW04 
25th February 2005
13:30 to 14:30 
S Hutt 
Hedging Credit Risk: theory and practice 

DQFW04 
25th February 2005
14:30 to 15:30 
M Joshi 
Matching base correlation skew with a naturally timehomogeneous model 

DQFW04 
25th February 2005
16:00 to 17:00 
K Giesecke 
Dependent defaults and changes of time 

DQFW04 
25th February 2005
17:00 to 18:00 
A McNeil 
Statistical inference for dependent default and dependent migration models 

DQFW04 
26th February 2005
08:30 to 09:30 
L Schloegl 
Modelling correlation skew via mixing copulae and uncertain loss at default (Venue: Centre for Mathematical Sciences) 

DQFW04 
26th February 2005
09:30 to 10:30 
JP Laurent 
Pricing of basket default swaps and CDO tranches Venue: Centre for Mathematical Sciences 

DQFW04 
26th February 2005
11:00 to 12:00 
J Sidenius 
Extensions of the gaussian copula Venue: Centre for Mathematical Sciences 

DQFW04 
26th February 2005
13:30 to 14:30 
PJ Schoenbucher 
The pricing of options on individual CDS and CDS indices Venue: Centre for Mathematical Sciences 

DQFW04 
26th February 2005
14:30 to 15:30 
J Hull 
Valuing CDOs Venue: Centre for Mathematical Sciences 

DQF 
28th February 2005
11:15 to 12:15 
K Rudiger 
Modelling CDOs 

DQF 
1st March 2005
17:00 to 18:00 
P Laurence 
Hedging basket options without distributional assumption 

DQF 
3rd March 2005
11:30 to 12:30 
RG Smith 
Using structural default models to price equity default swaps 

DQF 
7th March 2005
11:15 to 12:15 
P Artzner 
Remarks on risk management and risk measurement 

DQF 
7th March 2005
14:30 to 15:30 
A Cerny 
Good deal bounds 

DQF 
7th March 2005
16:00 to 17:00 
C Rogers 
Dynamic convex risk measures and pricing operators 

DQF 
8th March 2005
11:15 to 12:15 
A Cairns 
Pricing death 

DQF 
8th March 2005
15:45 to 16:45 
A Schied 
Optimising under model uncertainty 

DQF 
8th March 2005
17:00 to 18:00 
S Bond 
Smoothing, nonsynchronous appraisal and crosssectional aggregation in real estate price indices 

DQF 
9th March 2005
11:15 to 12:15 
P Barrieu 
Optimal derivative design and risk measures 

DQF 
9th March 2005
15:45 to 16:45 
D Tasche 
The multifactor version of the Basel II credit risk model 

DQFW03 
10th March 2005
10:30 to 11:30 
R Uppal 
What to do about excessive volatility 

DQFW03 
10th March 2005
12:00 to 13:00 
A Ledford 
Risk modelling and monitoring within a systematic CTA 

DQFW03 
10th March 2005
14:00 to 15:00 
C Beckers 
A multifactor approach to hedge fund risk modelling 

DQFW03 
10th March 2005
15:00 to 16:00 
W Fung 
Pricing extreme market event risk: theory and evidence from traded options and trendfollowing hedge funds 

DQFW03 
10th March 2005
16:30 to 17:30 
S Hodges 
An economist's view of risk management of hedge funds 

DQF 
11th March 2005
13:30 to 15:00 
S Hodges 
Discussions on hedge funds 

DQF 
14th March 2005
13:00 to 13:30 
R Uppal 
Overview of international finance 

DQF 
14th March 2005
13:30 to 14:45 
KA Froot & T Ramadorai 
The information content of international portfolio flows 

DQF 
14th March 2005
15:00 to 16:15 
S Basak & B Croitoru 
On the role of arbitrageurs in rational markets 

DQF 
15th March 2005
09:30 to 10:45 
A Pavlova & R Rigobon 
Flight to quality, contagion and portfolio constraints 

DQF 
15th March 2005
11:00 to 12:15 
HS Bhamra 
International stock market integration: a dynamic general equilibrium approach 

DQF 
15th March 2005
13:45 to 15:00 
H Tang & Y Xia 
An international examination of affine term structure models and the expectations hypothesis 

DQF 
15th March 2005
15:15 to 16:30 
R Albuquerque & A Bris & M Schneider 
Equity home bias and individual behaviour 

DQF 
15th March 2005
17:00 to 18:15 
AV DeMiguel & R Uppal & L Garlappi 
How inefficient are simple assetallocation strategies? 

DQF 
16th March 2005
11:15 to 12:15 
R Sircar 
Valuation of employee stock options 

DQFW05 
18th March 2005
10:00 to 11:00 
A Cairns 
A family of term structure models with stochastic volatility 

DQFW05 
18th March 2005
11:30 to 12:30 
M Joshi & A Stacey 
Beyond predictor corrector: better discretisations of the LIBOR market model 

DQFW05 
18th March 2005
13:30 to 14:30 
C Hunter 
Applications of financial mathematics to trading 

DQFW05 
18th March 2005
14:30 to 15:30 
A Savine 
Smile consistent term structure models 

DQFW05 
18th March 2005
16:00 to 17:00 
C Rogers 
One for all: the potential approach to hedging and pricing 

DQF 
21st March 2005
11:15 to 12:15 
H Föllmer 
Robust preferences and worst case martingale measures 

DQF 
22nd March 2005
15:45 to 16:45 
D Hernandez 
On the characterization of the optimal growth rate of investment portfolios 

DQF 
22nd March 2005
17:00 to 18:00 
G Dibeh 
Nonlinearities and time delays in economic and financial modelling 

DQF 
23rd March 2005
11:15 to 12:15 
T Rheinlander 
Arbitrage opportunities in a market with a large trader 

DQF 
29th March 2005
17:00 to 18:00 
S Fedotov 
An adaptive method for valuing derivatives on assets with stochastic volatility 

DQF 
31st March 2005
11:15 to 12:15 
M Kijima 
Valueatrisk in a market subject to regime switching 

DQF 
6th April 2005
17:00 to 18:00 
D Hobson 
Optimal timing for an asset sale 

DQF 
12th April 2005
11:15 to 12:15 
P Friz 
Introduction to Malliavin calculus 

DQF 
12th April 2005
15:45 to 16:45 
P Friz 
Computation of Greeks via Monte Carlo methods: improvements with and without Malliavin calculus 

DQF 
12th April 2005
17:00 to 18:00 
S Hodges 
The value of a storage facility 

DQF 
14th April 2005
11:15 to 12:15 
P Dybvig 
Lifecycle consumption and investment 

DQF 
19th April 2005
15:45 to 16:45 
A Cerny 
On the structure of general meanvariance hedging strategies 

DQF 
19th April 2005
17:00 to 18:00 
A Pagan 
Some econometric analysis of constructed binary series 

DQF 
20th April 2005
10:00 to 11:00 
O Menkens 
Crash hedging strategies and optimal portfolios 

DQF 
20th April 2005
11:15 to 12:15 
A Wiese 
High order stochastic integrators 

DQF 
21st April 2005
10:00 to 11:00 
D Lamberton 
A duality approach for the analysis of weak convergence of the Euler Scheme 

DQF 
21st April 2005
11:15 to 12:15 
C Potter 
Completing stochastic volatility models with variance swaps 

DQFW06 
22nd April 2005
10:00 to 11:00 
D Madan 
On modelling for equity derivatives 

DQFW06 
22nd April 2005
11:30 to 12:30 
J Walton 
The black art of FX modelling 

DQFW06 
22nd April 2005
13:30 to 14:30 
M Dempster 
Modelling incomplete markets for long term asset liability management 

DQFW06 
22nd April 2005
14:30 to 15:30 
P Karasinski 
Mindless fitting? 

DQFW06 
22nd April 2005
16:00 to 17:00 
P Carr 
Meta modelling 

DQF 
25th April 2005
11:15 to 12:00 
W Schachermayer 
Optimal risk sharing for law invariant monetary utility function 

DQF 
25th April 2005
14:30 to 15:15 
M Frittelli 
A unifying framework for utility maximisation 

DQF 
25th April 2005
16:00 to 16:45 
L Campi 
Superreplication with transaction costs 

DQF 
26th April 2005
14:00 to 15:30 
L Foldes 
Boundary value problems in optimal investment 

DQF 
26th April 2005
17:00 to 18:00 
D Hobson 
Optimal timing for an asset sale 

DQF 
27th April 2005
11:15 to 12:00 
M Davis 
The range of traded option prices 

DQF 
27th April 2005
14:00 to 14:45 
M Rasonyi 
Convergence of utility prices 

DQF 
27th April 2005
16:00 to 17:15 
D Kramkov 
Sensitivity analysis of utility  based prices and risk tolerance wealth processes 

DQF 
28th April 2005
14:00 to 14:45 
L Campi 
Superreplication with transaction costs in continuous time 

DQF 
29th April 2005
14:00 to 15:15 
G Scandolo 
Conditional convex risk measures 

DQF 
3rd May 2005
15:45 to 16:45 
M Zervos 
A model for reversible investment capacity expansion 

DQF 
3rd May 2005
17:00 to 18:00 
L Hughston 
A class of exactly solvable credit models 

DQF 
4th May 2005
10:00 to 11:00 
M Owen 
Duality of cones and utilitybased superreplication prices 

DQF 
4th May 2005
11:15 to 12:15 
A Cox 
Skorokhod embeddings in finance 

DQF 
5th May 2005
11:15 to 12:15 
S Kou 
Credit spread, endogenous default and implied volatility with jump risk 

DQF 
9th May 2005
11:15 to 12:15 
M Broadie & P Glasserman 
Computational finance, introductory meeting 

DQF 
10th May 2005
17:00 to 18:00 
T Hurd 
CDO computations in the affine Markov chain credit model 

DQFW07 
13th May 2005
10:00 to 11:00 
P Friz 
Pricing volatility derivatives as inverse problem 

DQFW07 
13th May 2005
11:30 to 12:30 
S Sabanis 
A class of stochatic volatility models and EMM 

DQFW07 
13th May 2005
13:30 to 14:30 
D Gatarek 
Uncertain volatility approach to smile modelling 

DQFW07 
13th May 2005
14:30 to 15:30 
C Albanese 
Stochastic volatility and local levy processess on lattices 

DQFW07 
13th May 2005
16:00 to 17:00 
R Rebonato 
Why neither timehomogeneity nor timedependance will do: theoretical implications and empirical evidence from the US dollars option market 

DQFW07 
13th May 2005
17:00 to 18:00 
C Alexander 
Unifying volatility models 

DQFW07 
14th May 2005
09:00 to 10:00 
S Galluccio 
Modelling hybrids with jumps and stochastic volatility at CMS, room MR2 

DQFW07 
14th May 2005
10:00 to 11:00 
J Bonnaud 
Solving the stochastic volatility/jumps dilemna: mapping technique and subordinators  at CMS, room MR2 

DQFW07 
14th May 2005
11:30 to 12:30 
H Rasmussen 
Some forward volatility approximations at CMS, room MR2 

DQFW07 
14th May 2005
13:30 to 14:30 
R Cont 
Hedging in models with jumps at CMS, room MR2 

DQFW07 
14th May 2005
14:30 to 15:30 
R Lee 
From generalized putcall symmetry to robust hedges of volatility derivatives  at CMS, room MR2 

DQF 
16th May 2005
11:15 to 12:15 
V Bally 
Sensitivity computation in jump models 

DQF 
16th May 2005
15:30 to 16:30 
T Hurd 
A Monte Carlo method for exponential hedging of contingent claims 

DQF 
16th May 2005
17:00 to 18:00 
S Pliska 
Portfolio optimization: The quest for useful mathematics 

DQF 
17th May 2005
11:15 to 12:15 
N Touzi 
Towards Monte Carlo methods for fully nonlinear parabolic second order PDE's 

DQF 
17th May 2005
15:45 to 16:45 
J Cvitanic 
Estimation of volatility values from discretely observed diffusion data 

DQF 
17th May 2005
17:00 to 18:00 
R Carmona 
Applications of optimal switching to energy tolling agreements 

DQF 
18th May 2005
09:00 to 17:00 

Monte Carlo Methods 

DQF 
19th May 2005
09:00 to 17:00 

Monte Carlo Methods 

DQF 
20th May 2005
09:00 to 17:00 

Monte Carlo Methods 

DQFW08 
23rd May 2005
10:00 to 11:00 
S Morris 
Higher order expectations in economics and finance: an overview 

DQFW08 
23rd May 2005
11:30 to 12:30 
P Kondor 
The more we know, the less we agree: public announcements and higherorder expectations 

DQFW08 
23rd May 2005
14:00 to 15:00 
GM Angeletos 
Crises and prices: information aggregation, multiplicity and volatility 

DQFW08 
23rd May 2005
15:30 to 16:30 
P Bacchetta 
Higher order expectations in asset pricing 

DQFW08 
24th May 2005
09:00 to 10:00 
C Hellwig 
Selffulfilling currency crises: the role of interest rates 

DQFW08 
24th May 2005
10:00 to 11:00 
A Pavan 
The social value of information and coordination 

DQFW08 
24th May 2005
11:30 to 12:30 
B Guimaraes 
Good Ponzi schemes and the price of debt 

DQFW08 
24th May 2005
14:00 to 15:00 
G Lorenzoni 
Imperfect information, consumers expectations and business cycles 

DQF 
25th May 2005
11:15 to 12:15 
M Grasselli 
Indifference pricing in two factor models: new results for stochastic volatility and real options 

DQF 
26th May 2005
11:15 to 12:15 
J Gatheral 
Valuation of volatility derivatives 

DQF 
27th May 2005
09:00 to 17:00 

Agent Interactions/Capital Market Theory 

DQF 
31st May 2005
15:45 to 16:45 
D Challet 
Interpattern speculation: beyond minority, majority and {\sl\$}games 

DQF 
31st May 2005
17:00 to 18:00 
S Jacka 
Decomposing financial and other monetary risk 

DQF 
1st June 2005
11:15 to 12:15 
G Peskir 
The trap of complacency in predicting the maximum 

DQF 
2nd June 2005
11:15 to 12:15 
M Tehranchi 
A term structure approach to volatility 

DQF 
2nd June 2005
15:45 to 16:45 
J Vecer 
Crash options and rally options 

DQF 
7th June 2005
17:00 to 18:00 
B Mandelbrot 
Fractal and multifractal finance: key ideas and tools 

DQF 
8th June 2005
15:45 to 16:45 
M Frittelli 
Capital requirements for processes 

DQF 
8th June 2005
17:00 to 18:00 
D Hernandez 
On relations between risk sensitive control, indifference pricing and the growth rate of portfolios 

DQF 
13th June 2005
09:00 to 17:00 

Econometrics 

DQF 
13th June 2005
11:00 to 12:00 
L Hansen 
Long run risk 

DQF 
14th June 2005
09:00 to 17:00 

Econometrics 

DQF 
14th June 2005
17:00 to 18:00 
S Honkapohja 
Nearrational exuberence 

DQF 
21st June 2005
17:00 to 18:00 
E Platen 
Understanding implied volatility surfaces 

DQF 
22nd June 2005
11:15 to 12:15 
S Shreve 
Minimising convex risk measures by trading 

DQF 
22nd June 2005
15:30 to 16:00 
D Hobson 
Executive stock options revisited 

DQF 
23rd June 2005
11:15 to 12:15 
F Oertel 
The stochastic logarithm of semimartingales and market prices of risk 

DQF 
28th June 2005
14:30 to 15:00 
P Bank 
On Gittin's theorem in continuous time 

DQF 
28th June 2005
15:30 to 16:00 
D Hobson 
Executive stock options revisited 

DQF 
29th June 2005
14:00 to 14:50 
X Guo 
Information reduction in credit risk models 

DQF 
29th June 2005
14:50 to 15:35 
Y Elouerkhaoui 
Hedging basket credit derivative claims: a local riskminimisation approach 

DQF 
29th June 2005
16:15 to 17:05 
L Hughston 
Beyond hazard rates 

DQF 
29th June 2005
17:05 to 18:00 
G di Graziano 
A new approach to the modelling of default correlation 

DQF 
30th June 2005
14:30 to 15:30 
S Pliska 
Morgate valuation and optimal refinancing 

DQFW02 
4th July 2005
10:20 to 11:10 
S Shreve 
Futures trading model with transaction costs 

DQFW02 
4th July 2005
11:40 to 12:30 
S Taylor 
Comparisons of P  densities obtained from historical asset prices, option prices and risk transformations 

DQFW02 
4th July 2005
14:00 to 14:50 
M Zervos 
A discretionary stopping problem with applications to the optimal timing of investment decisions 

DQFW02 
4th July 2005
14:50 to 15:40 
A Neuberger 
The value of being American 

DQFW02 
4th July 2005
16:10 to 17:00 
U Wystup 
On the cost of delayed fixing announcements and it's impact on FX exotic options 

DQFW02 
5th July 2005
09:30 to 10:20 
H Geman 
Different approaches to the volatility surface: from Levy processes to local Levy 

DQFW02 
5th July 2005
10:20 to 11:10 
R Frey 
Pricing portfolio credit derivatives in a Markovian model of default interaction 

DQFW02 
5th July 2005
11:40 to 12:30 
E Platen 
A unified framework for portfolio optimization and asset pricing 

DQFW02 
5th July 2005
14:00 to 14:50 
N Branger 
An economic motivation for variance contracts 

DQFW02 
5th July 2005
14:50 to 15:40 
XY Zhou 
Mean Semivariance portfolio selection: single periods vs continuous time 

DQFW02 
5th July 2005
16:10 to 17:00 
M Musiela 
Mathematical issues with volatility modelling 

DQFW02 
6th July 2005
09:30 to 10:20 
Y AitSahalia 
Ultra high frequency data, volatility estimation and market microstructure noise 

DQFW02 
6th July 2005
10:20 to 11:10 
R Sircar 
Valuation of credit derivatives 

DQFW02 
6th July 2005
11:40 to 12:30 
S Kou 
Modelling growth stocks 

DQFW02 
7th July 2005
09:30 to 10:20 
D Lando 
Decomposing swap spreads 

DQFW02 
7th July 2005
10:20 to 11:10 
M Monoyios 
Esscher transforms, martingale measures and optimal hedging in incomplete diffusion models 

DQFW02 
7th July 2005
11:40 to 12:30 
D Becherer 
Backward SDE's with jumps and applications in utility optimisation 

DQFW02 
7th July 2005
14:00 to 14:50 
D Kramkov 
Sensitivity analysis of utility based prices and risktolerance wealth processes 

DQFW02 
7th July 2005
14:50 to 15:40 
B Dupire 
Optimal process approximation: application to delta hedging and technical analysis 

DQFW02 
7th July 2005
16:10 to 17:00 
M Baxter 
Correlation, skew and target redemption inverse floaters 

DQFW02 
8th July 2005
09:30 to 10:20 
L Hughston 
An informationbased approach to assetpricing dynamics 

DQFW02 
8th July 2005
10:20 to 11:10 
P Bank 
Irreversible investments under dynamic capacity constraints 

DQFW02 
8th July 2005
11:40 to 12:30 
F Benth 
Option pricing in the BarndorffNielsen and Shephard stochastic volatility model 

DQFW02 
8th July 2005
14:00 to 14:50 
M Davis 
Completemarket models of stochastic volatility 

DQFW02 
8th July 2005
15:20 to 16:10 
S Ross 
A neoclassical look at behavioural finance 

DQF 
12th July 2005
17:00 to 18:00 
A Cherny 
Pricing, optimality and equilibrium based on coherent risk measures 

DQF 
14th July 2005
11:15 to 12:15 
M Dempster 
Dynamic correlation intensity modelling for portfolio credit risk 

DQF 
15th July 2005
11:15 to 12:15 
W Tian 
Default and capital structure with equitylinked debt securities 

DQF 
15th July 2005
14:30 to 15:30 
L Zhang 
Estimating volatility with noisy high frequency data 

DQF 
19th July 2005
15:45 to 16:45 
A Lim 
An alternative formulation of the robust portfolio selection problem 

DQF 
19th July 2005
17:00 to 18:00 
P Mykland 
Volatility and options hedging 

OFB002 
2nd June 2009
14:00 to 14:30 
H Pesaran 
The limits to rational expectations equilibrium and market efficiency 

OFB002 
2nd June 2009
14:30 to 15:00 
M Musiela 
How are practitioners dealing with the issues now? 

OFB002 
2nd June 2009
15:00 to 15:30 
X Vives 
How can we deal with herding and other behaviourial issues? 

OFB002 
2nd June 2009
15:30 to 16:00 
D Farmer 
The regulation of risk and the risk of regulation 

OFB002 
2nd June 2009
16:30 to 18:00 
J Eatwell 
Panel discussion: D Farmer, W Janeway (Warburg Pincus), M Musiela, H Pesaran, X Vives. 
