Financial Engineering Summer School

Previous Years

Previous Years
Edition List of Courses PDF Brochure PDF Cartel
2008
  • A tour through the world of equity derivatives modeling
    Zareer Dadachanji, Credit Suisse
  • FX Trading and Modeling
    Philippe Lintern, RBS Global Banking and Markets
    Ben Nasatyr, RBS Global Banking and Markets
    Adrian Campbell-Smith, RBS Global Banking and Markets
  • The practice of IR modeling
    Javier Vindel, Citigroup
  • Advanced PDE techniques for option pricing and finite difference Method
    Daniel J. Duffy, Datasim
  • The distribution of Realised Variance in Stochastic Volatility Models
    Daniel Dufresne, University of Melbourne
  • A course on Copulas
    Roger Nelsen, Lewis & Clark College
  • How to use Levy Processes in Finance
    Wim Schoutens, Katholieke Universiteit Leuven
  • Modern numerical and analytical methods for computational finance
    William Shaw, Kings College London
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2009
  • Computational Finance on GPUs
    Mike Giles, University of Oxford
  • Pricing and Hedging of Portfolio Credit Derivatives: Introduction and Recent Developments
    Rüdiger Frey, Universität Leipzig
  • Contagion Models in Credit Risk
    Mark Davis, Imperial College
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2010
  • Financial risk and financial crises
    Jon Danielsson, London School of Economics
  • Traded credit and the new Basel market risk framework
    Christopher Finger, RiskMetrics Group
  • Credit Trading: Pricing, Strategies and Risk Management
    Richard Martin, MAN Group
  • Enterprise Risk Management
    Alexander McNeil, Heriot-Watt University
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2011
  • Topics in Quantitative Risk Management (QRM)
    Paul Embrechts, ETH Zürich
  • Managing Counterparty Credit Risk
    Christopher Finger, MSCI, Inc.
  • An Introduction to Conic Finance and its Applications
    Dilip Madan, University of Maryland
  • Pricing in Incomplete Markets
    Antoon Pelsser, Maastricht University
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