Archived news and events
Events
2012
2011
QMF 2011 Social Event
16 December 2011
QMF 2011 Conference Dinner
15 December 2011
Quantitative Methods in Finance Conference (QMF) 2011
14 December 2011 to 17 December 2011
QMF 2011 Practitioner Workshops
12 December 2011 to 13 December 2011
QFRC Occasional Lecture:Calibrating the Volatility Skew (Part 2)
1 December 2011
QFRC Occasional Lecture:Calibrating the Volatility Skew (Part 1)
17 November 2011
2010
Conference dinner
16 December 2010 to 17 December 2010
Quantitative Methods in Finance Conference (QMF) 2010
15 December 2010 to 18 December 2010
QMF Official Welcome Drinks
15 December 2010 to 16 December 2010
Long Dated Insurance and Pension Contracts
14 December 2010
Dynamic Copula and other Risk Management Methods
13 December 2010
QMF 2010 Practitioner Workshops
8 April 2010 to 17 December 2010
2009
Quantitative Methods in Finance Conference (QMF) 2009
16 December 2009 to 20 December 2009
Bruti-Liberati Visiting Fellowship
29 January 2009 to 30 January 2009
2008
Quantitative Methods in Finance Conference (QMF) 2008
17 December 2008 to 20 December 2008
2007
Stochastic Analysis and its Applications in Finance and Insurance
17 December 2007
Quantitative Methods in Finance Conference (QMF) 2007
12 December 2007 to 15 December 2007
Mark Joshi on Implementing the LIBOR Market Model
10 December 2007 to 11 December 2007
Private Equity Practitioner Workshop
8 November 2007 to 9 November 2007
Conference on Investing Strategies and Financial Market Inefficiency
31 October 2007 to 1 November 2007
Volatility by Prof. Rob Engle
22 March 2007 to 23 March 2007
2006
Quantitative Methods in Finance Conference (QMF) 2006
13 December 2006 to 16 December 2006
Pricing Structured Products with Spectral Methods: From CDOs to Path Dependents and Hybrids
12 December 2006
Calibration Methods for Derivative Pricing Models
11 December 2006 to 12 December 2006
Lessons from Implementations of Basel II and for Solvency II
11 December 2006
Artificial Markets and Trading Platforms (Part Two)
28 November 2006
Artificial Markets and Trading Platforms (Part One)
21 November 2006
Monetary Risk Measures
19 September 2006
Research Topics in Economic Capital Modeling A Survey Course on Unresolved Modeling Issues
24 July 2006 to 25 July 2006
Likelihood Inference for Diffusions: A Survey
11 July 2006
Australasian Meeting of the Econometric Society (ESAM06)
4 July 2006 to 7 July 2006
FIRN supported seminar: Caught by the tail: Tail risk neutrality and hedge fund returns
27 June 2006
FIRN Supported Seminar: Hedging of Basket Credit Derivatives in Credit Default Swap Markets
13 June 2006
Dynamic Credit Correlation Modelling for Synthetic CDOs
11 April 2006
Interest Rate Term Structure Modelling: BGM Lectures
16 March 2006
2005
Quantitative Methods in Finance Conference (QMF) 2005
14 December 2005 to 17 December 2006
Quantitative Risk Management
12 December 2005 to 13 December 2005
The Markov-Switching Multi-Fractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility
29 November 2005
Lévy Driven Models in Mathematical Finance
6 November 2005
Past, Present and Future in Investment Management
11 August 2005 to 12 August 2005
2004
Quantitative Methods in Finance Conference (QMF) 2004
15 December 2004 to 18 December 2004
Quantitative Aspects of Credit Risk Management
14 December 2004
Affine Random Economic Models: Theory and Applications
24 August 2004
On Statistical Inference For Poisson Processes
20 April 2004
Modelling Asset Return Dependence Using Copulas
7 April 2004
