12.07.2015 Views

CREDIT RISK SUMMIT - Finance Concepts

CREDIT RISK SUMMIT - Finance Concepts

CREDIT RISK SUMMIT - Finance Concepts

SHOW MORE
SHOW LESS
  • No tags were found...

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

CONFERENCE PROGRAM8:00 Registration and Coffee8:30-9:15 Jochen FELSENHEIMER:Structured Credit markets in the aftermath of the subprime turmoil9:15-10:00 Jon GREGORY:Pricing Problems in Structured Credit10:00-10:45 Youssef ELOUERKHAOUI :Dynamic Credit Modelling: Pricing Path-Dependent Credit Exotics10:45-11:15 Morning Break11:15-12:00 William MOROKOFF:Improving Computational Accuracy of Ratings Volatility Simulations12:00-12:45 Rama CONT :Dynamic modelling of portfolio credit derivatives12:45-13:45 Lunch13:45-14:30 Tom HURD:Credit Risk using Time Changed Brownian Motions14:30-15:15 Peter JAECKEL:The Gamma Loss and Prepayment model for the valuation of Asset Backed securities15:15-15:45 Afternoon Break15:45-16:30 Julien TURC:Constant Proportion Portfolio Insurance16:30-17:15 Astrid VAN LANDSCHOOT:Multi-period rating transition models17:15-18:00 Sivan MAHADEVANCredit Climate Change18:00 Cocktailwww.finance-concepts.comwww.standardandpoors.com

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!