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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 London Mathematical Society NM Rothschild and Sons