Financial engineering workshops

Financial Engineering Workshops Spring 2012

1st February 2012 Antonio Castagna (lason Ltd, Dublin) "Pricing Swaps Including Funding Costs"
(Room 2004, refreshments - Hub Private Dining Area)

15th February 2012 Mats Kjaer (Barclays Capital) "Consistent Valuations with Bilateral Counterparty Risk and Funding"(LG003, refreshments - Hub Private Dining Area)

29th February 2012 Manlio Trovato (Lloyds Bank, London) "A Quadratic Gaussian Year-on-year inflation model"
(Room 3003, refreshments - Hub Private Dining Area)

21st March 2012 Massimo Morini (Banca IMI Intesa San Paolo, Milan) "Understanding and Managing Model Risk"
(Room 2006, refreshments- Lower Ground Milling Area)

28th March 2012 Marco Bianchetti (Intesa San Paolo, Milan) "Interest Rates After the Credit Crunch: From CSA Discounting To The Puzzle of Credit, Debit and Funding Value Adjustments" (Room 2003, refreshments- Lower Ground Milling Area)

Seminars on Wednesdays Room numbers as above, Cass Business School

All at 6:10 - 7:15pm Light refreshments available at 5:40pm in specified area

Contact Gianluca Fusai (0207 - 040 - 8630)