Issues in Quantitative Finance

Event informatie

Bedrijf: Double Effect

Datum: 15 februari 2013

Inschrijven voor: 24 januari 2013

Type event: Seminar

Doelgroep: Professionals

Bedrijf: Double Effect

Dit event heeft reeds plaatsgevonden

Issues in Quantitative Finance

This seminar is the result of the collaboration between Double Effect and the Duisenberg school of finance. Participants will learn more about multiple relevant topics in the field of quantitative finance, both from industry practitioners as well as from academics. The seminar covers a broad set of themes, including risk management, (interest rate) derivatives and pricing principles. The topics are approached from two perspectives; practice vs. theory. This should provide an interesting mix of viewpoints, as one of the speakers states it: "The gap between theory and practice usually turns out to be larger in practice than in theory."
 
Key benefits
By attending this seminar, you will:

  • Learn about recent developments in the field of quantitative finance.
  • Get an insight how quantitative finance is applied in practice.
  • Get the opportunity -and be encouraged- to ask all your questions regarding theory or practice.
  • Deepen your understanding about the link between academics and the financial industry.
  • Have the opportunity to meet industry practitioners in an informal setting to discuss career opportunities.

Who should attend?
All students with a quantitative background and an interest in finance. Particularly interesting for students currently finalising their master, with a background in studies like economics (quantitative finance), econometrics, mathematics or physics. The seminar will be entirely in English and is therefore suitable for non-Dutch students as well.
 
Faculty & programme
Prof. dr. ir. Michel Vellekoop is a Professor of Actuarial Sciences & Mathematical Finance at the UvA. Dr. Drona Kandhai is Head of Interest Rates, Credit and Inflation Model Validations at ING Bank and Assistant Professor of Computational Science at the UvA. Dr. Berend Roorda is an Associate Professor of Financial Engineering at the UT. Dr. Jaroslav Krystul is employed as Consultant at Double Effect.
 
13.00 - 13.15 Welcome by Double Effect
13.15 - 14.00 Pricing principles in incomplete markets (Prof. dr. ir. Michel Vellekoop)
14.00 - 14.45 Consistent risk aversion and its implications for backward recursive pricing
                     (Dr. Berend Roorda)
14.45 - 15.00 Coffee Break
15.00 - 15.45 How did CVA turn plain vanilla swaps into one of the most exotic derivatives?
                     (Dr. Drona Kandhai)
15.45 - 16.30 Multi-index curve group construction for pricing interest rate derivatives
                     (Dr. Jaroslav Krystul)
16.30 - 17.00 Discussion and Closure.
17.00 - 18.00 Drinks with speakers and Industry professionals
 
Date & subscription
Friday, February 15th, 2013, 13.00 to 18.00.
Duisenberg school of finance, Gustav Mahlerplein 117, Amsterdam.
 
Subscription is required but is free for all students. Limited seats available, so it is recommended to apply soon. The subscription deadline is January 24th. All subscribers will be notified before February 1st.
 
For further information or questions, please contact info@doubleeffect.nl

Event informatie

Bedrijf: Double Effect

Datum: 15 februari 2013

Inschrijven voor: 24 januari 2013

Type event: Seminar

Doelgroep: Professionals

×
A.T. Kearney Accenture ACE Company Adaptif Adlasz Adviesgroep Novius AevesBenefit Anderson MacGyver Andersson Elffers Felix Annalise Arlande Arthur D. Little AT Osborne Atos Consulting Bain & Company Baker Tilly BCG Platinion BDO BearingPoint Berenschot Best Value Group Bisnez BlinkLane Consulting BluPoint BMC Boer & Croon Management Bolster Bostec Boston Consulting Group Bright & Company | People Strategy Buitenhuis Advies buro C5 Bvolve Capgemini Invent Centric Cmotions COMATCH Conclusion Connective Payments Count & Cooper De Kleine Consultant Deloitte Delta Capita Digital Power Dimensys Ecorys Eden McCallum Energyprofs Enigma Consulting EY EY-Parthenon Finavista Finext First Consulting Flowant flowresulting FTE Groep FTE Improvery Galan Groep GalanNXT Grant Thornton Groenewout Gupta Strategists Gwynt Hamstra & Partners Hermes | Partners Hospitality Group Hot ITem House of Performance IG&H Improven InContext innergo INNOPAY Intermedius ITDS Business Consultants Itility JBR JBR Interim Executives Kirkman Company Korn Ferry KplusV KPMG KPN ICT Consulting Kruger Kurtosis KWINK groep Leeuwendaal M3 Consultancy Magnus Marktlink Mazars McKinsey & Company Medical Business Projects Mercer Merkle METRI Mitopics MLC Mobilee Monitor Deloitte Morgens MSR Consulting Group Möbius Node1 Oliver Wyman OrangeX Ordina Organize Agile Oxyma p2 PA Consulting Group Paul Postma Marketing Consultancy PBLQ People Change PNO Consultants Projective Protiviti Proven Partners PwC Qhuba Quantics Quint Wellington Redwood Quintop Raad van Toekomst ResidentieProfs RGP Rijnconsult Roland Berger Salvéos Schaekel & Partners Schuberg Philis SeederDeBoer Sia Partners Significant Groep Simon-Kucher & Partners SiRM Solid Professionals SOLVE Consulting SparkOptimus Strategy Development Partners Strategy& Student Consultancy Group Summiteers Supply Value Symbol Synechron The Next Organization Trevian Turner TWST TwynstraGudde UMS Group UniPartners UPD Van Oers Corporate Finance Vanberkel Professionals Varrlyn Vasco Consult Vintura VODW Voogt Pijl & Partners Wielinq Willis Towers Watson WIN Yellowtail YGroup YNNO Young Advisory Group YourConnector Zanders Zestgroup