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Modeling and Managing Financial Risks
10-13 January, 2011
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Organized by the Financial modeling group of CMAP, Ecole Polytechnique in the framework of the Chair "Financial Risks" of the Risk Foundation
Main topics
Market liquidity
Market microstructure
Risk measures
Numerical methods
Scenario simulation
Model calibration and model risk
Credit/Default/Counterparty risk
Hedging
Regulatory aspects
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This conference will be the occasion to celebrate the 20th anniversary of the Master Program "Probabilities and Finance" of Paris VI University and Ecole Polytechnique
The day of January 13 will be more specifically dedicated to academic/practitioner interaction
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Academic-practitioner interaction
The day of January 13th will be more specifically dedicated to academic/practitioner interaction.
All talks will be plenary and given by leading quants and academics working on subjects of particular relevance for the practice of financial risk management
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List of speakers
-Frédéric Abergel (Ecole Centrale Paris)
-Salah Amraoui (BNP Paribas)
-Philippe Balland (Bank of America Merrill Lynch)
-Jean-Philippe Bouchaud (Capital Fund Management)
-Rama Cont (Columbia University and CNRS)
-Bruno Dupire (Bloomberg)
-Charles-Albert Lehalle (Crédit Agricole Cheuvreux)
-Alex Lipton (Bank of America Merrill Lynch)
-Others to come
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More information
Website:
http://www.cmap.polytechnique.fr/financialrisks/conference2011/
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