Derivatives and Risk Management in Theory and Practice
March 23-24th, 2009
Frankfurt, Germany
The conference is intended for practitioners of the areas of trading, quantitative or derivative research and risk and asset management as well as for academics studying or researching in the field of financial mathematics or finance in general. The talks during the two days of the workshop cover a broad range of current topics and are presented by internationally known academics and practitioners. There will be enough time for questions and discussions after each talk and additional breaks provide you the opportunity to build networks within the quantitative finance community. The workshop will be held in English.
The homepage of the event is http://conference.mathfinance.com.
Pricing Partners |
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Philipp Beyer |
Universty of Konstanz and Postbank |
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Bloomberg L.P. |
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Ersnt & Young Switzerland |
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Dr Jörg Kienitz |
Postbank |
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UniCredit Markets & Investment Banking |
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University of Warwick |
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Carnegie Mellon University |
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University of Piraeus |
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Frankfurt School of Finance & Management |
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University of Bonn |
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Frankfurt School of Finance & Management |
If you have further questions, please do not hesitate to contact us at: info@workshop.mathfinance.com
Finance Focus
Event Notices
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Francois Duc & Yann Schorderet |
Market Risk Management for Hedge Funds - Foundations of the Style and Implicit Value-at-Risk The only book to examine the state of the art in Market Risk management for hedge funds. ISBN: 9780470722992 – 262 pages - Cloth - 15-Dec-08 - £45.00 |