MAtLAB CoMputAtionAL FinAnCeengage.vevent.com/MATLAB2011/CompFinance_agenda_final.pdf · Jaromir...
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» REGISTER now 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 MATLAB Martyn 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 Toolbox Timo Salminen, Model IT 10:00 a.m. EDT 4:00 p.m. CEST Basel 2 Advanced Internal Rating-Based (AIRB) Credit Risk Modeling Using MATLAB Bart Hamers, Dexia 11:00 a.m. EDT 5:00 p.m. CEST Building Models for High-Frequency Algorithmic Trading Strategies Using MATLAB Christian Hesse, Deutsche Bank 12:00 p.m. EDT 6:00 p.m. CEST MATLAB: A Corporate Development Tool at Banc Sabadell Joan Puig, Banc Sabadell 1:00 p.m. EDT 7:00 p.m. CEST “The Prayer”: A 10-Step Checklist for Advanced Risk and Portfolio Management Attilio Meucci, Kepos Capital, LP 2:00 p.m. EDT 8:00 p.m. CEST Design of Modern Forecasting and Policy Analysis Systems at Central Banks Jaromir Benes, International Monetary Fund 3:00 p.m. EDT 9:00 p.m. CEST Using MATLAB to Undertake Financial System Risk Analysis Nicholas Labelle, Bank of Canada 4:00 p.m. EDT 10:00 p.m. CEST Keynote Presentation: Driving Innovation with MATLAB Roy 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. » REGISTER NOW MATLAB COMPUTATIONAL FINANCE VIRTUAL CONFERENCE 2011 Strategies for Risk, Trading, Economics, and Portfolio Analysis
Transcript of MAtLAB CoMputAtionAL FinAnCeengage.vevent.com/MATLAB2011/CompFinance_agenda_final.pdf · Jaromir...
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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.
» RegisteR now
MAtLAB CoMputAtionAL FinAnCeViRtuAL ConFeRenCe 2011
Strategies for Risk, Trading, Economics, and Portfolio Analysis
