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Seminars (DQFW03)

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Event When Speaker Title Presentation Material
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 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
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons