June 18 to 21, 2013
Presentation
Analistas
Financieros Internacionales and the
Centre de
Recerca Matemŕtica present the sixth
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.
This year the
school will be held at the
Bolsa de Barcelona
from June 18 to 21, 2013.
The programme consists of four short courses, each being divided into three 1.5 hour sessions.
Courses
Consistent Modeling of Counterparty Credit Risk, Collateral and Funding Costs
Damiano Brigo, Imperial College
The Volatility Surface: Statics and Dynamics
Jim Gatheral, Baruch College, New York
Hedge Fund Trading Strategies
Richard Martin, Longwood Credit Partners
Credit risk Models and the Changing Regulatory Environment
Alexander McNeil, Heriot-Watt University
Organisers
Joan del Castillo, Universitat Autňnoma de Barcelona
Paul MacManus, Analistas
Financieros Internacionales
Advisory Committee
Joaquim Bruna, Centre de
Recerca Matemŕtica
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