Workshop Programme
for period 28 Mar 2013
Mathematical Finance Gateway event
28 Mar 2013
Timetable
| Thursday 28 March | ||
| 09:00-09:25 | Registration and Coffee | TGM |
| 09:25-09:30 | Welcome by INI Director, John Toland | TGM |
| 09:30-10:15 | Tasche, D (Financial Services Authority) | TGM |
| Risk measurement and quantitative risk management | Sem 1 | |
| 10:15-11:00 | Brigo, D (Imperial College London) | TGM |
| Counterparty credit risk, collateral and funding: next generation valuation models under interconnected risks | Sem 1 | |
| 11:00-11:30 | Coffee and tea break | TGM |
| 11:30-12:15 | Pennanen, T (King's College London) | TGM |
| Risk management and contingent claim valuation in life insurance | Sem 1 | |
| 12:15-13:00 | Cartea, A; Macrina, A (University College London) | TGM |
| Aspects of Algorithmic and High-Frequency Trading | Sem 1 | |
| 13:00-14:00 | Lunch | TGM |
| 14:00-14:45 | Martin, R (Longwood Credit Partners) | TGM |
| Risk and reward in momentum trading strategies | Sem 1 | |
| 14:45-15:30 | Sheynzon, I (London School of Economics) | TGM |
| Quantitative modelling of market booms and crashes | Sem 1 | |
| 15:30-16:00 | Coffee and Tea break | TGM |
| 16:00-16:45 | Cont, R (Imperial College London) | TGM |
| Systemic risk: a challenge for mathematical modelling | Sem 1 | |
| Chair: Rama Cont | ||
| 16:45-17:30 | TGM | |
| Quantitative risk management: challenges and perspectives (Panel Discussion) | Sem 1 | |
| Other Seminars |
|
Seminars in the University National and International Scientific Research Meetings |