|
DQF |
25th January 2005
11:00 to 12:00 |
|
Good deal bounds |
 |
|
DQF |
27th January 2005
17:00 to 18:00 |
|
Optimal investment for defined contribution pension plans |
|
|
DQF |
31st January 2005
11:15 to 12:15 |
|
Continuous time processes based on infinite activity innovations |
|
|
DQF |
1st February 2005
10:00 to 12:00 |
|
Power variation |
|
|
DQF |
1st February 2005
17:00 to 18:00 |
Y Kabanov |
The FTAP in the two-asset model under transaction costs (a result of Grigoriev) |
|
|
DQF |
2nd February 2005
10:00 to 11:00 |
|
Towards the mathematization of some practical methods of the financial "technical analysis" |
|
|
DQF |
2nd February 2005
11:00 to 11:30 |
|
Multidimensional tempered stable processes: representations and method of simulation |
|
|
DQF |
2nd February 2005
11:30 to 12:00 |
|
CoGARCH |
|
|
DQF |
3rd February 2005
10:00 to 11:00 |
|
Levy-driven CARMA processes, stochastic volatility and CoGARCH models |
|
|
DQF |
3rd February 2005
11:00 to 11:30 |
|
Multivariate diffusion modelling |
|
|
DQF |
3rd February 2005
11:30 to 12:00 |
|
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 |
|
Estimating the integrated volatility in stochastic volatility models with Levy jumps |
|
|
DQF |
8th February 2005
15:45 to 16:45 |
|
Feynman-Kac formulae for black-scholes type operators |
|
|
DQF |
8th February 2005
17:00 to 18:00 |
|
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 |
|
On the role of arbitrageurs in rational markets |
|
|
DQF |
15th February 2005
15:45 to 16:45 |
|
The joy of objects, or 'so you thought you knew how to code the Black-Scholes formula' |
|
|
DQF |
15th February 2005
17:00 to 18:00 |
|
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 mean-reverting square root process with applications to option valuation |
|
|
DQF |
16th February 2005
11:15 to 12:15 |
|
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 |
|
A Levy-driven firm value model |
|
|
DQF |
22nd February 2005
17:00 to 18:00 |
|
The curious incident of the investment in the market |
|
|
DQF |
23rd February 2005
10:00 to 11:00 |
|
Location-based mortgage risk and a note on incomplete information |
|
|
DQF |
23rd February 2005
11:00 to 12:00 |
|
Arbitrage-fee prize ranges for n'th-to-default baskets |
|
|
DQF |
24th February 2005
10:00 to 11:00 |
|
Default and volatility time scales |
|
|
DQF |
24th February 2005
11:00 to 12:00 |
|
Some valuation models for CDOs |
|
|
DQF |
24th February 2005
15:00 to 16:00 |
|
Credit/equity hybrids |
|
|
DQF |
24th February 2005
16:00 to 17:00 |
|
Distribution-invariant risk measures: information and dynamic consistency |
|
|
DQF |
24th February 2005
17:00 to 18:00 |
P Artzner |
Currency-invariant risk measures |
|
|
DQFW04 |
25th February 2005
10:00 to 11:00 |
|
Stochastic network methods in portfolio credit risk |
 |
|
DQFW04 |
25th February 2005
11:00 to 12:00 |
|
The gaussian copula model and beyond |
|
|
DQFW04 |
25th February 2005
13:30 to 14:30 |
|
Hedging Credit Risk: theory and practice |
|
|
DQFW04 |
25th February 2005
14:30 to 15:30 |
|
Matching base correlation skew with a naturally time-homogeneous model |
|
|
DQFW04 |
25th February 2005
16:00 to 17:00 |
|
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 |
|
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 |
|
Pricing of basket default swaps and CDO tranches Venue: Centre for Mathematical Sciences |
|
|
DQFW04 |
26th February 2005
11:00 to 12:00 |
|
Extensions of the gaussian copula Venue: Centre for Mathematical Sciences |
|
|
DQFW04 |
26th February 2005
13:30 to 14:30 |
|
The pricing of options on individual CDS and CDS indices Venue: Centre for Mathematical Sciences |
|
|
DQFW04 |
26th February 2005
14:30 to 15:30 |
|
Valuing CDOs Venue: Centre for Mathematical Sciences |
|
|
DQF |
28th February 2005
11:15 to 12:15 |
|
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 |
|
Using structural default models to price equity default swaps |
|
|
DQF |
7th March 2005
11:15 to 12:15 |
|
Remarks on risk management and risk measurement |
|
|
DQF |
7th March 2005
14:30 to 15:30 |
|
Good deal bounds |
|
|
DQF |
7th March 2005
16:00 to 17:00 |
|
Dynamic convex risk measures and pricing operators |
|
|
DQF |
8th March 2005
11:15 to 12:15 |
|
Pricing death |
|
|
DQF |
8th March 2005
15:45 to 16:45 |
|
Optimising under model uncertainty |
|
|
DQF |
8th March 2005
17:00 to 18:00 |
|
Smoothing, non-synchronous appraisal and cross-sectional aggregation in real estate price indices |
|
|
DQF |
9th March 2005
11:15 to 12:15 |
|
Optimal derivative design and risk measures |
|
|
DQF |
9th March 2005
15:45 to 16:45 |
|
The multi-factor 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 |
|
Risk modelling and monitoring within a systematic CTA |
|
|
DQFW03 |
10th March 2005
14:00 to 15:00 |
C Beckers |
A multi-factor 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 trend-following 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 |
|
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 |
|
The information content of international portfolio flows |
|
|
DQF |
14th March 2005
15:00 to 16:15 |
|
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 |
|
International stock market integration: a dynamic general equilibrium approach |
|
|
DQF |
15th March 2005
13:45 to 15:00 |
|
An international examination of affine term structure models and the expectations hypothesis |
|
|
DQF |
15th March 2005
15:15 to 16:30 |
|
Equity home bias and individual behaviour |
|
|
DQF |
15th March 2005
17:00 to 18:15 |
|
How inefficient are simple asset-allocation strategies? |
|
|
DQF |
16th March 2005
11:15 to 12:15 |
|
Valuation of employee stock options |
|
|
DQFW05 |
18th March 2005
10:00 to 11:00 |
|
A family of term structure models with stochastic volatility |
|
|
DQFW05 |
18th March 2005
11:30 to 12:30 |
|
Beyond predictor- corrector: better discretisations of the LIBOR market model |
|
|
DQFW05 |
18th March 2005
13:30 to 14:30 |
|
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 |
|
One for all: the potential approach to hedging and pricing |
|
|
DQF |
21st March 2005
11:15 to 12:15 |
|
Robust preferences and worst case martingale measures |
|
|
DQF |
22nd March 2005
15:45 to 16:45 |
|
On the characterization of the optimal growth rate of investment portfolios |
|
|
DQF |
22nd March 2005
17:00 to 18:00 |
|
Nonlinearities and time delays in economic and financial modelling |
|
|
DQF |
23rd March 2005
11:15 to 12:15 |
|
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 |
|
Value-at-risk 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 |
|
Introduction to Malliavin calculus |
|
|
DQF |
12th April 2005
15:45 to 16:45 |
|
Computation of Greeks via Monte Carlo methods: improvements with and without Malliavin calculus |
|
|
DQF |
12th April 2005
17:00 to 18:00 |
|
The value of a storage facility |
|
|
DQF |
14th April 2005
11:15 to 12:15 |
|
Life-cycle consumption and investment |
|
|
DQF |
19th April 2005
15:45 to 16:45 |
|
On the structure of general mean-variance 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 |
|
Crash hedging strategies and optimal portfolios |
|
|
DQF |
20th April 2005
11:15 to 12:15 |
|
High order stochastic integrators |
|
|
DQF |
21st April 2005
10:00 to 11:00 |
|
A duality approach for the analysis of weak convergence of the Euler Scheme |
|
|
DQF |
21st April 2005
11:15 to 12:15 |
|
Completing stochastic volatility models with variance swaps |
|
|
DQFW06 |
22nd April 2005
10:00 to 11:00 |
|
On modelling for equity derivatives |
|
|
DQFW06 |
22nd April 2005
11:30 to 12:30 |
|
The black art of FX modelling |
|
|
DQFW06 |
22nd April 2005
13:30 to 14:30 |
|
Modelling incomplete markets for long term asset liability management |
|
|
DQFW06 |
22nd April 2005
14:30 to 15:30 |
|
Mindless fitting? |
|
|
DQFW06 |
22nd April 2005
16:00 to 17:00 |
|
Meta modelling |
|
|
DQF |
25th April 2005
11:15 to 12:00 |
|
Optimal risk sharing for law invariant monetary utility function |
|
|
DQF |
25th April 2005
14:30 to 15:15 |
|
A unifying framework for utility maximisation |
|
|
DQF |
25th April 2005
16:00 to 16:45 |
|
Super-replication with transaction costs |
|
|
DQF |
26th April 2005
14:00 to 15:30 |
|
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 |
|
Convergence of utility prices |
|
|
DQF |
27th April 2005
16:00 to 17:15 |
|
Sensitivity analysis of utility - based prices and risk tolerance wealth processes |
|
|
DQF |
28th April 2005
14:00 to 14:45 |
|
Super-replication with transaction costs in continuous time |
|
|
DQF |
29th April 2005
14:00 to 15:15 |
|
Conditional convex risk measures |
|
|
DQF |
3rd May 2005
15:45 to 16:45 |
|
A model for reversible investment capacity expansion |
|
|
DQF |
3rd May 2005
17:00 to 18:00 |
|
A class of exactly solvable credit models |
|
|
DQF |
4th May 2005
10:00 to 11:00 |
|
Duality of cones and utility-based super-replication prices |
|
|
DQF |
4th May 2005
11:15 to 12:15 |
|
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 |
|
Computational finance, introductory meeting |
|
|
DQF |
10th May 2005
17:00 to 18:00 |
|
CDO computations in the affine Markov chain credit model |
|
|
DQFW07 |
13th May 2005
10:00 to 11:00 |
|
Pricing volatility derivatives as inverse problem |
|
|
DQFW07 |
13th May 2005
11:30 to 12:30 |
|
A class of stochatic volatility models and EMM |
|
|
DQFW07 |
13th May 2005
13:30 to 14:30 |
|
Uncertain volatility approach to smile modelling |
|
|
DQFW07 |
13th May 2005
14:30 to 15:30 |
|
Stochastic volatility and local levy processess on lattices |
|
|
DQFW07 |
13th May 2005
16:00 to 17:00 |
R Rebonato |
Why neither time-homogeneity nor time-dependance will do: theoretical implications and empirical evidence from the US dollars option market |
|
|
DQFW07 |
13th May 2005
17:00 to 18:00 |
|
Unifying volatility models |
|
|
DQFW07 |
14th May 2005
09:00 to 10:00 |
|
Modelling hybrids with jumps and stochastic volatility at CMS, room MR2 |
|
|
DQFW07 |
14th May 2005
10:00 to 11:00 |
|
Solving the stochastic volatility/jumps dilemna: mapping technique and subordinators - at CMS, room MR2 |
|
|
DQFW07 |
14th May 2005
11:30 to 12:30 |
|
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 put-call 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 |
|
A Monte Carlo method for exponential hedging of contingent claims |
|
|
DQF |
16th May 2005
17:00 to 18:00 |
|
Portfolio optimization: The quest for useful mathematics |
|
|
DQF |
17th May 2005
11:15 to 12:15 |
|
Towards Monte Carlo methods for fully non-linear parabolic second order PDE's |
|
|
DQF |
17th May 2005
15:45 to 16:45 |
|
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 |
|
Higher order expectations in economics and finance: an overview |
|
|
DQFW08 |
23rd May 2005
11:30 to 12:30 |
|
The more we know, the less we agree: public announcements and higher-order expectations |
|
|
DQFW08 |
23rd May 2005
14:00 to 15:00 |
|
Crises and prices: information aggregation, multiplicity and volatility |
|
|
DQFW08 |
23rd May 2005
15:30 to 16:30 |
|
Higher order expectations in asset pricing |
|
|
DQFW08 |
24th May 2005
09:00 to 10:00 |
C Hellwig |
Self-fulfilling 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 |
|
Imperfect information, consumers expectations and business cycles |
|
|
DQF |
25th May 2005
11:15 to 12:15 |
|
Indifference pricing in two factor models: new results for stochastic volatility and real options |
|
|
DQF |
26th May 2005
11:15 to 12:15 |
|
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 |
|
Inter-pattern speculation: beyond minority, majority and {\sl\$}-games |
|
|
DQF |
31st May 2005
17:00 to 18:00 |
|
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 |
|
A term structure approach to volatility |
|
|
DQF |
2nd June 2005
15:45 to 16:45 |
|
Crash options and rally options |
|
|
DQF |
7th June 2005
17:00 to 18:00 |
|
Fractal and multi-fractal finance: key ideas and tools |
|
|
DQF |
8th June 2005
15:45 to 16:45 |
|
Capital requirements for processes |
|
|
DQF |
8th June 2005
17:00 to 18:00 |
|
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 |
|
Long run risk |
|
|
DQF |
14th June 2005
09:00 to 17:00 |
|
Econometrics |
|
|
DQF |
14th June 2005
17:00 to 18:00 |
S Honkapohja |
Near-rational exuberence |
|
|
DQF |
21st June 2005
17:00 to 18:00 |
|
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 |
|
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 |
|
Information reduction in credit risk models |
|
|
DQF |
29th June 2005
14:50 to 15:35 |
|
Hedging basket credit derivative claims: a local risk-minimisation approach |
|
|
DQF |
29th June 2005
16:15 to 17:05 |
|
Beyond hazard rates |
|
|
DQF |
29th June 2005
17:05 to 18:00 |
|
A new approach to the modelling of default correlation |
|
|
DQF |
30th June 2005
14:30 to 15:30 |
|
Morgate valuation and optimal refinancing |
|
|
DQFW02 |
4th July 2005
10:20 to 11:10 |
|
Futures trading model with transaction costs |
|
|
DQFW02 |
4th July 2005
11:40 to 12:30 |
|
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 |
|
A unified framework for portfolio optimization and asset pricing |
|
|
DQFW02 |
5th July 2005
14:00 to 14:50 |
|
An economic motivation for variance contracts |
|
|
DQFW02 |
5th July 2005
14:50 to 15:40 |
|
Mean-- Semivariance portfolio selection: single periods vs continuous time |
|
|
DQFW02 |
5th July 2005
16:10 to 17:00 |
|
Mathematical issues with volatility modelling |
|
|
DQFW02 |
6th July 2005
09:30 to 10:20 |
|
Ultra high frequency data, volatility estimation and market microstructure noise |
|
|
DQFW02 |
6th July 2005
10:20 to 11:10 |
|
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 |
|
Decomposing swap spreads |
|
|
DQFW02 |
7th July 2005
10:20 to 11:10 |
|
Esscher transforms, martingale measures and optimal hedging in incomplete diffusion models |
|
|
DQFW02 |
7th July 2005
11:40 to 12:30 |
|
Backward SDE's with jumps and applications in utility optimisation |
|
|
DQFW02 |
7th July 2005
14:00 to 14:50 |
|
Sensitivity analysis of utility based prices and risk-tolerance wealth processes |
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DQFW02 |
7th July 2005
14:50 to 15:40 |
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Optimal process approximation: application to delta hedging and technical analysis |
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DQFW02 |
7th July 2005
16:10 to 17:00 |
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Correlation, skew and target redemption inverse floaters |
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DQFW02 |
8th July 2005
09:30 to 10:20 |
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An information-based approach to asset-pricing dynamics |
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DQFW02 |
8th July 2005
10:20 to 11:10 |
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Irreversible investments under dynamic capacity constraints |
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DQFW02 |
8th July 2005
11:40 to 12:30 |
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Option pricing in the Barndorff-Nielsen and Shephard stochastic volatility model |
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DQFW02 |
8th July 2005
14:00 to 14:50 |
M Davis |
Complete-market models of stochastic volatility |
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DQFW02 |
8th July 2005
15:20 to 16:10 |
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A neoclassical look at behavioural finance |
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DQF |
12th July 2005
17:00 to 18:00 |
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Pricing, optimality and equilibrium based on coherent risk measures |
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DQF |
14th July 2005
11:15 to 12:15 |
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Dynamic correlation intensity modelling for portfolio credit risk |
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DQF |
15th July 2005
11:15 to 12:15 |
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Default and capital structure with equity-linked debt securities |
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DQF |
15th July 2005
14:30 to 15:30 |
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Estimating volatility with noisy high frequency data |
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DQF |
19th July 2005
15:45 to 16:45 |
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An alternative formulation of the robust portfolio selection problem |
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DQF |
19th July 2005
17:00 to 18:00 |
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Volatility and options hedging |
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OFB002 |
2nd June 2009
14:00 to 14:30 |
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The limits to rational expectations equilibrium and market efficiency |
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OFB002 |
2nd June 2009
14:30 to 15:00 |
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How are practitioners dealing with the issues now? |
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OFB002 |
2nd June 2009
15:00 to 15:30 |
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How can we deal with herding and other behaviourial issues? |
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OFB002 |
2nd June 2009
15:30 to 16:00 |
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The regulation of risk and the risk of regulation |
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OFB002 |
2nd June 2009
16:30 to 18:00 |
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Panel discussion: D Farmer, W Janeway (Warburg Pincus), M Musiela, H Pesaran, X Vives. |
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