PROGRAMS AND ACTIVITIES

August 29, 2014

Commercial and Industrial Mathematics Program Calendar

To cooperate with business, enabling technology transfer between mathematical scientists and the information society

 

2014 Aug Sep Oct Nov Dec Jan Feb 2015 Later Months
[previous period] October 2013 to January 2014 [next period]
Date Time Event

Sun Oct 27 -
Wed Oct 30

Quantitative Finance Retrospective Workshop

Fields Institute, Room 230

Wed Nov 27

5:00 p.m.

Quantitative Finance Seminar

Christian Gourieroux (Toronto)

Bilateral Exposures and Systemic Solvency Risk

Kartik Anand (Bank of Canada)

The Macro-Financial Risk Assessment Framework (MFRAF): Model Features and Policy Use

Fields Institute, Room 230

Thu Nov 28

IFID Conference

Fields Institute, Stewart Library

Alternative Annuity Designs

Tue Dec 3

5:00 p.m.

Industrial Optimization Seminar

Laura Sanita (University of Waterloo)

Finding small stabilizers for unstable graphs

Ritchie (Yeqi) He (Royal Bank of Canada)

An Improved Model for Calculation of Debt Specific Risk VaR with Tail Fitting

Fields Institute, Room 230

Wed Jan 29

5:00 p.m.

Quantitative Finance Seminar

Tobias Adrian (Federal Reserve Bank of New York)

Intermediary Leverage Cycles and Financial Stability

William F. Shadwick (Omega Analysis Limited)

Market Cycles, Risk and Early Warning of Asset Price Bubbles

Fields Institute, Room 230