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Time Session

7:00 a.m. EDT 1:00 p.m. CEST

Keynote Presentation: Driving Innovation with MATLAB®

Roy Lurie, MathWorks

8:00 a.m. EDT 2:00 p.m. CEST

Inside the Tornado with MATLABMartyn Dorey, CAMRADATA

9:00 a.m. EDT 3:00 p.m. CEST

How Fennia Life Models Insurance Risk for Solvency II, Using MATLAB and the mSII ToolboxTimo Salminen, Model IT

10:00 a.m. EDT 4:00 p.m. CEST

Basel 2 Advanced Internal Rating-Based (AIRB) Credit Risk Modeling Using MATLABBart Hamers, Dexia

11:00 a.m. EDT 5:00 p.m. CEST

Building Models for High-Frequency Algorithmic Trading Strategies Using MATLABChristian Hesse, Deutsche Bank

12:00 p.m. EDT 6:00 p.m. CEST

MATLAB: A Corporate Development Tool at Banc SabadellJoan Puig, Banc Sabadell

1:00 p.m. EDT 7:00 p.m. CEST

“The Prayer”: A 10-Step Checklist for Advanced Risk and Portfolio ManagementAttilio Meucci, Kepos Capital, LP

2:00 p.m. EDT 8:00 p.m. CEST

Design of Modern Forecasting and Policy Analysis Systems at Central BanksJaromir Benes, International Monetary Fund

3:00 p.m. EDT 9:00 p.m. CEST

Using MATLAB to Undertake Financial System Risk AnalysisNicholas Labelle, Bank of Canada

4:00 p.m. EDT 10:00 p.m. CEST

Keynote Presentation: Driving Innovation with MATLABRoy Lurie, MathWorks

© 2011 The MathWorks, Inc. MATLAB and Simulink are registered trademarks of The MathWorks, Inc. See www.mathworks.com/trademarks for a list of additional trademarks. Other product or brand names may be trademarks or registered trademarks of their respective holders.

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MAtLAB CoMputAtionAL FinAnCeViRtuAL ConFeRenCe 2011

Strategies for Risk, Trading, Economics, and Portfolio Analysis