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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK - Further Information
GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - October 29-31, London, UK - Further Information


Workshops on Quantitative Finance – London

Thu, 29 Mar 2012 09:05:51 GMT

OptiRisk Systems in collaboration with UNICOM Seminars Ltd is pleased to bring to you its series of yearly events on Hidden Markov Models, Interest Rate Modeling, Portfolio Analysis and Asset Liability Management. The workshops are delivered by subject experts and provide valuable tools and fresh thinking that can be applied to industry.

Following are the events which are jointly organised by OptiRisk Systems, CARISMA, and Fraunhofer ITWM and most of these carry CFA PDUs.

1)      Application of Hidden Markov Models & Filters to Financial Time Series Data, 23 – 24 April, 2012

Here are few testimonials from last year’s workshop attendees:

“It was inspiring to learn about HMM from a different perspective (my background is speech recognition)

-          Bangor University

“The simplicity and efficiency by which Korn explained MC plus the examples provided were brilliant”

-          Brunel University

2)      Practical Asset and Liability Management, 15 – 16 May 2012, London

Attendees receive a copy of the recently published “Handbook on ALM” (list price £105)

3)      Portfolio Optimisation: Basics and Advances in Continuous-time and Discrete-time Models, 30 -31 May 2012, London

4)      Interest Rate Modelling  and Applications in Practice, 31 May – 1 June 2012, London

5)       News Analytics Applied to Trading, Fund Management and Risk Control, Birkbeck College, London: TBA

Speakers:

The events are led by Professor Gautam Mitra, director of OptiRisk Systems and distinguished researcher in Mathematical Modeling and Optimisation. The list of speakers includes Moorad Choudhry (RBS); Dan diBartolomeo (Northfield Information Services); Michael Dempster & Elena Medova (Centre for Financial Research, Cambridge University); Teemu Pennnanen (King’s College London); Enza Messina (University of Milano-Bicocca); Peter Ruckdeschel, Ralf Korn & Joerg Wenzel (Fraunhofer ITWM).

For industry participants: GBP1,025 + VAT

Previous year’s attendees include:

Citi Group; Credit Suisse; Deutsche Boerse AG; Dow Jones & Co; ETH Zurich, Goldman Sachs; Misys; Standard Life Investments; SunGard-APT; Morgan Stanley; Thomson Reuters; UBS Investment Bank.

For more information please contact:

Email: info@optirisk-systems.com

Telephone: +44 (0) 1895 819 486

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