April 16, 2024

The Fields Institute 2002-2003
Seminar Series on Quantitative Finance sponsored by

The Quantitative Finance Seminar has been a centerpiece of the Commercial/Industrial program at the Fields Institute since 1995. Its mandate is to arrange talks on current research in quantitative finance that will be of interest to those who work on the border of industry and academia. Wide participation has been the norm with representation from mathematics, statistics, computer science, economics, econometrics, finace and operations research. Topics have included derivatives valuation, credit risk, insurance and portfolio optimization. Talks occur on the last Wednesday of every month throughout the academic year and start at 5 pm. Each seminar is organized around a single theme with two 45-minute talks and a half hour reception. There is no cost to attend these seminars and everyone is welcome. To be informed of speakers and titles for upcoming seminars and financial mathematics activities, please subscribe to the Fields mail list.

Past Seminars

April 30, 2003 -- audio and slides of talks
Co-sponsored by MITACS and the Professional Risk Management International Association

Thomas C. Wilson, Head of Finance & Risk, Oliver Wyman & Company
Valuing Financial Institutions: Integrating Internal and External Metrics

David R. Koenig, Chair, PRMIA Board of Directors
Multiple Points of Failure: A New View on Risk Management

February 19, 2003 -- audio and slides of talks
Co-Sponsored by MITACS and The IFID Centre

David Heath, Carnegie Mellon University
The Consistency of Two Markets

Phelim Boyle, University of Waterloo
Embedded Options in Insurance Contracts: Guaranteed Annuity Options

January 30, 2003 -- audio and slides of talks
Hedge Funds
Co-Sponsored by MITACS and SIGMA

November 27, 2002 --audio and slides of talks
Risk Measurement in Insurance and Finance

October 30, 2002, -- audio and slides of talks
The role of Exposures and LGDs in Credit Risk
co-sponsored by MITACS and the Professional Risk Management International Association

September 25, 2002 -- audio and slides of talks

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