Financial Engineering Summer School

Jun 19 2012 - 00:00
Jun 22 2012 - 23:59

Madrid Stock Exchange

Short description of the event: 

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

The programme will consist of four short courses, of 4 ½ hours each:

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