American Mathematical Society

Financial Engineering Summer School 2012

Month: June 2012

Date: June 19--22

Name: Financial Engineering Summer School 2012

Location: Madrid Stock Exchange, Madrid, Spain.

Description

Analistas Financieros Internacionales and the Centre de Recerca Matemàtica (CRM) present the fifth Financial Engineering Summer School.

Aim

To bring together practitioners and academics working in the area of quantitative finance to learn about issues of current interest from some of the world's foremost experts.

Topics

The programme will consist of four short courses, each 4.5 hours.

Speakers

Topics in counterparty credit risk, Jon Gregory, Solum Financial; Robust Risk Management, Paul Glasserman, Columbia Business School; An introduction to the longevity risk market, Enrico Biffis, Imperial College Business School; Systemic risk: theory and policy, Jon Danielsson, London School of Economics.

Information

http://fess.afi.es.