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Event Details

Event Title:  16th Annual Workshop on Derivative Securities & Risk Management
Presented by the Center for Financial Engineering and The Center for Applied Probability
Date:   Nov 20, 2009
Time:   9:00AM - 6:00PM ET
Location:   Room 142 Uris Hall
Description:   Speakers:

Michael Gordy (Federal Reserve)
"Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models"

Jakub Jurek (Princeton)
"The Pricing of Investment Grade Credit Risk during the Financial Crisis"

Michael Pykhtin (Federal Reserve)
"Counterparty Credit Risk Modeling"

Thomas Russo (Patton Boggs, former Vice-Chairman of Lehman Brothers)
"The Regulation of Derivatives - Past, Present and Future"

Vadim Linetsky (Northwestern)
"Modeling Dependent Jumps: A Multivariate Time Change Approach"

Nihat Altintas (Credit Suisse)
"Execution Costs in Automated Trading"

Robert Ferstenberg (Morgan Stanley)
"Execution Risk"

Ciamac Moallemi (Columbia University)
"Cost of Latency"

A light lunch will be provided, and a wine and cheese reception will be held at the end of the day.

Registration Fees

EARLY REGISTRATION - On or before Thursday, November 12th

Academic: $100 ($50 student)
Corporate & Institutional: $250

Academic: $175 ($100 student)
Corporate & Institutional: $350

Event Registration

To register for this event, complete the form below and select "Continue".

Event Details:  Enter Quantity: Price:
Normal Registration
Student Ticket $ 100.00
Academic Ticket $ 175.00
Corporate Ticket $ 350.00
$187 ticket $ 187.00
Running Total: $