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Seminars (DQFW03)

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Date Time Speaker Title Presentation Material
10th March 2005 10:30 to 11:30 R Uppal What to do about excessive volatility
10th March 2005 12:00 to 13:00 A Ledford Risk modelling and monitoring within a systematic CTA
10th March 2005 14:00 to 15:00 C Beckers A multi-factor approach to hedge fund risk modelling
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
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