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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

'Events' related content with tag 'professor'

Event: The 3rd CVA Conference

Starting on: Wednesday 19th of March, 2014. Posted by: MoneyScience.

This Conference will focus on the practical aspects of CVA through its ever changing complex evolution. Now the compliance deadline has passed we will examine the impact of regulatory changes and capital charges on running a CVA desk. The latest CVA modelling techniques will be presented, however this conference will also look at the front-to-back process that is involved in the CVA calculation. Models are one part of it, the other would be the overview of the complexity of the data required, which type of data, calibrations etc, providing a more holistic view of the whole process rather than focusing on the math models only. This also includes reviewing how to manage, calculate & price CVA across portfolios and the balance sheet. Furthermore, it explores the need for CVA computational, acceleration & speed ups and the much debated evolution of funding value adjustments. Discussing the latest strategies for XVA trading, management, pricing adjustments & desk organization.

Event: The 10th Fixed Income Conference

Starting on: Wednesday 24th of September, 2014. Posted by: MoneyScience.

Early bird discounts have now ended. Register to the Main Conference + Workshop and receive a £150 discount.

Event: The 1st Fixed Income Conference USA: CVA, FVA, Model Risk, Interest Rates, CCAR & Stress Testing

Starting on: Wednesday 28th of May, 2014. Posted by: MoneyScience.

Early bird discount has now ended. Register to the Main Conference + Workshop and receive a $250 discount.

Event: IFABS 2014

Starting on: Wednesday 18th of June, 2014. Posted by: MoneyScience.

IFABS 2014 LISBON

Event: 15th Conference of the Association for Heterodox Economics: Economy and Organisation

Starting on: Thursday 4th of July, 2013. Posted by: MoneyScience.

Keynote speakers will include:
Professor Sir Anthony Atkinson, Professor Johnston Birchall, Professor William Lazonick.

Event: Summer School in Mathematical Finance 2013

Starting on: Thursday 21st of February, 2013. Posted by: MoneyScience.

The 6th Summer School in Mathematical Finance is being held at AIMS from 21 to 23 February 2013. This workshop forms part of the MPE2013 initiative.