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FINANCIAL MATHEMATICS ACTIVITIES |
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Please note that this is a page for a program or event far in the past.
It contains archival information only, as things were at the time of the event.
None of this information is current. |
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New Directions in Financial Risk Management
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Monday, April 23, 2001
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| 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 |
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Tuesday, April 24, 2001
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| 9:00 - 10:00 | COFFEE AND REGISTRATION |
| 10:00 - 11:00 | Tahir Choulli, McMaster University title tba |
| 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 |