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 school is sponsored by Bolsa de Madrid, Borsa de Barcelona, Mathworks, Afi and CRM. It alternates between Madrid and Barcelona, Spain’s two principal financial centres, and will be held this year at the Bolsa de Madrid.

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