Symposium archive

Transparency in Derivatives

Insured by Derivatives

Thirty Years
of Option

a Need 4U2

Celebrating Derivatives

Decoding Derivatives

No Risk,
No Glory

The ongoing

Symposium 2005

Decoding Derivatives


ING Securities Services, NYSE Liffe, Orc Software, Saen Options and AtomPro.


Piotr Karasinski

'Mindless fitting?'

Dr Piotr Karasinski is Managing Director, Global Derivatives Product Development of HSBC in London. He has over 20 years of experience in derivative product modelling, during which he developed the well-known Black-Karasinski interest-rate model, together with the late Fischer Black, while working at Goldman Sachs in New York. Before joining HSBC, he spent eight years at Citigroup, where he was Director of Fixed Income and Hybrid Product Research.

Maes van Lanschot

'Expanding the horizon: new markets and better strategies?'

Maes van Lanschot is member of the Management Committee and Chief Investment Officer of ING Investment Management Europe. He has over 20 years' experience in the financial industry, including incorporate banking, treasury, debt restructuring, project finance and asset management.

Salih Neftci

'Innovation in structured financial products and associated risks'

Salih Neftci teaches courses on financial derivatives, risk management and financial econometrics at the Graduate School of the City University of New York and at the Graduate Institute of International Studies in Geneva. He has also been involved in the actual functioning of financial markets as a consultant.

Nils Nilsson

'The rise of the machines - the future of algorithmic trading'

Nils Nilsson is one of the founders of Orc Software - a company with 18 years of experience of developing software for pricing, trading and risk management in financial markets. Nils has a background as a trader/market maker. The former CEO of Orc Software, he is now focusing his attention on research and business development within the area of algorithmic trading.



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