Financial Engineering Workshops

21st January: David Jessop (UBS) "Building a Flexible Hybrid Equity Risk Model"*

4th February: Alex Lipton (Bank of America Merrill Lynch and Imperial College) "Credit Value Adjustment and Related Issues”

11th February: Alexandre Antonov (Numerix) “CMS Instruments Approximations in the LMM Model”

25th February: Roger Lord (Cardano) “What can you do with Schobel-Zhu? – Combining Stochastic Rates and Stochastic Volatility”

4th March: Paul McCloud (Nomura) “Symmetry methods for quadratic Gaussian models of interest rate and FX processes”

Seminars on Thursdays
*Room 3002
Room 3003, Cass Business School
All at 6.00pm to 7.00p.m.

Contact Stewart Hodges (0207-040-5219)