Workshop Programme
for period 22 Apr 2005
Industry Event: Modelling Philosophy
22 Apr 2005
Timetable
| Friday 22 April | ||
| 10:00-11:00 | Madan , D (Maryland) | DQF |
| On modelling for equity derivatives | Sem 1 | |
| 11:00-11:30 | Coffee | DQF |
| 11:30-12:30 | Walton, J (BNP Paribas) | DQF |
| The black art of FX modelling | Sem 1 | |
| 12:30-13:30 | Lunch | DQF |
| 13:30-14:30 | Dempster , M (Cambridge) | DQF |
| Modelling incomplete markets for long term asset liability management | Sem 1 | |
| 14:30-15:30 | Karasinski, P (HSBC) | DQF |
| Mindless fitting? | Sem 1 | |
| 15:30-16:00 | Tea | DQF |
| 16:00-17:00 | Carr, P (Bloomberg) | DQF |
| Meta modelling | Sem 1 | |
| 17:00-18:00 | Wine and beer reception | DQF |
| Other Seminars |
|
Seminars in the University National and International Scientific Research Meetings |