Symposium archive

2009
Insured by Derivatives

2008
Thirty Years
of Option
Excellence

2007
Derivatives:
a Need 4U2

2006
Celebrating Derivatives

2005
Decoding Derivatives

2004
No Risk,
No Glory

2003
The ongoing
revolution

The Annual Symposium 2006

Celebrating Derivatives

Sponsors

ING Investment Management, NYSE Liffe, Saen Options, AtomPro Structured Products and the FELab, University of Twente.

Presentations


Prof. Claudio Albanese

'Dynamic credit correlation modelling'

Professor of Mathematical Finance, Imperial College, University of London.

Jim Gatheral

'Real-time volatility estimation and forecasting'

Jim Gatheral is Managing Director at Merrill Lynch & Co. He is also adjunct Professor and fellow of the program in Financial Mathematics at the Courant Institute of Mathematical Sciences, New York, where he co-teaches a popular course in the master's in Financial Mathematics program.

Prof. John Hull

'Valuing CDOs and CDO squareds: The implied copula approach'

John Hull is Professor of Finance, Director of Bonham Centre for Finance, and holds the Maple Financial Group Chair in Derivatives and Risk Management at the Rotman School of Management of the University of Toronto.

Antoon Pelsser

'Market consistent valuation of insurance liabilities'

Antoon Pelsser is a Market Risk Expert at ING Corporate Insurance Risk Management. He advises the ING insurance-business units on the calculation of market values and risk measures of (life-) insurance contracts and on the optimal asset allocation to cover the insurance liabilities.

Paul Wilmott

'Which free lunch would you like today, sir? Exploiting volatility arbitrage opportunities'

Paul Wilmott is a researcher, consultant and lecturer in quantitative finance. He was the partner with responsibility for forecasting and risk management at a hedge fund. He is well known through his popular textbooks, Paul Wilmott on Quantitative Finance and Paul Wilmott introduces Quantitative Finance.

 

 

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