Program 2010
HS 2010
Thursday, September 23, 2010 at 5.15pm
Louis Scott, UBS
The Impact of Collateral and Counterparty Credit Exposure on the Valuation of Derivatives
Room: UZH, Plattenstrasse 32, PLD E 04
Monday, October 4, 2010 at 6.00pm
Dr. Manfred Plank, Managing Director, Global Head Credit Analytics PB, Credit-Suisse
Quantitative Finance: Art or Science?
Room: ETH Zürich, HG G 26.3
Friday, November 5, 2010 at 6.00pm (PRMIA talk)
Dr. Evangelos Tabakis, Deputy Head of the Risk Management Division in the European Central Bank; Frankfurt
Risks and Rewards in Central Bank's Policy Operations: A Risk manager's Perspective
Room: ETH Zürich, Audi Max (F 30)
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Dr. Frithjof Weber, Head of Market Risk, Clariden Leu
to be announced
FS 2010
Tuesday, May 25, 2010 at 3.15pm
Victor Nistor, Mathematics Department at Pennsylvania State University
Room: ETH Zürich, HG G 43
Monday, April 26, 2010
Roberto Frassanito and Barry Thornton, EGL Trading
Room: UZH, Plattenstrasse 32, PLD E 04
Friday, April 23, 2010
Dr. Valdo Durrleman, Goldman Sachs (London)
Relative value arbitrage in fixed income markets: examples of applications of financial mathematics
Vita: Dr. Valdo Durrleman obtained his PhD thesis from Princeton University in 2004. He was then a Szego Assistant Professor at Stanford University until 2007 when he moved to Ecole Polytechnique in Paris as an Associate Professor. He then moved to London in 2008 to work for JP Morgan as a Vice-President. He has been a Vice-President at Goldman Sachs since 2009.
Room: UZH, Plattenstrasse 14, PLM 103/104