FINANCIAL MATHEMATICS ACTIVITIES

July 24, 2014

New Directions in Financial Risk Management

Schedule

Monday, April 23, 2001
   
9:00 - 10:00 COFFEE AND REGISTRATION
10:00 - 10:10 Welcome
10:10 - 11:10 Phelim Boyle, University of Waterloo
Pricing new securities in an incomplete market: The catch 22 of derivative pricing
11:10 - 11:30 COFFEE BREAK
11:30 - 12:30 Luis Seco, University of Toronto
Mark-to-Future in non-gaussian markets
12:30 - 2:00 LUNCH
2:00 - 3:00 Marcel Rindisbacher, University of Toronto
A Monte-Carlo Method for Optimal Portfolios
3:00 - 3:30 COFFEE BREAK
3:30 - 4:30 Andrew Aziz, Algorithmics Inc.
A Unified Framework for Enterprise Risk and Reward
4:30 - 6:30 RECEPTION in the Faculty Club
   
Tuesday, April 24, 2001
   
9:00 - 10:00 COFFEE AND REGISTRATION
10:00 - 11:00 Tahir Choulli, McMaster University
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11:00 - 11:30 COFFEE BREAK
11:30 - 12:30 Moshe Milevsky, York University
Personal Value-at-Risk: An Overview of the Real Options in Your Life
12:30 - 2:00 LUNCH
2:00 - 3:00 Lane Hughston, King's College, London
Entropy and Information in the Interest Rate Term Structure
3:00 - 3:30 COFFEE BREAK
3:30 - 4:30 Dilip Madan, University of Maryland
Stochastic Volatility for Levy Processes