Financial Engineering Summer School

Daily schedule

Tuesday June 19

  • 9:00-9:25 Registration.
  • 9:25-9:30 Welcome.
  • 9:30-11:00 Robust risk management (I).
    Paul Glasserman, Columbia Business School
  • 11:00-11:30 Coffee
  • 11:30-13:00 Robust risk management (II).
    Paul Glasserman, Columbia Business School
  • 13:00-15:30 Lunch
  • 15:30-17:00 An introduction to the longevity risk market (I).
    Enrico Biffis, Imperial College Business School

Wednesday June 20

  • 9:30-11:00 Robust risk management (III).
    Paul Glasserman, Columbia Business School
  • 11:00-11:30 Coffee
  • 11:30-13:00 An introduction to the longevity risk market (II).
    Enrico Biffis, Imperial College Business School
  • 13:00-15:30 Lunch
  • 15:30-17:00 An introduction to the longevity risk market (III).
    Enrico Biffis, Imperial College Business School

Thursday June 21

  • 9:30-11:00 Topics in counterparty credit risk (I).
    Jon Gregory, Solum Financial
  • 11:00-11:30 Coffee
  • 11:30-13:00 Topics in counterparty credit risk (II).
    Jon Gregory, Solum Financial
  • 13:00-15:30 Lunch
  • 15:30-17:00 Systemic risk: theory and policy (I).
    Jon Danielsson, London School of Economics

Friday June 22

  • 9:00-10:30 Systemic risk: theory and policy (II).
    Jon Danielsson, London School of Economics
  • 10:30-11:00 Coffee
  • 11:00-12:30 Topics in counterparty credit risk (III).
    Jon Gregory, Solum Financial
  • 12:30-14:00 Systemic risk: theory and policy (III).
    Jon Danielsson, London School of Economics
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