Friday 11 November 2011

Organiser: Aleksandar Mijatovic (Statistics)

Lectures to be held in Room MS 03, Mathematics Institute, University of Warwick.

Programme

12:00 - 13:00 Lunch in the Mathematics Institute Common Room

13:00-14:00 Peter Gee (Pelagus Capital) Fixed Income Derivatives

14:00-15:00 Ben Nasatyr (RBS Global Banking & Markets) Foreign Exchange Options

15:00-15:30 Tea in the Mathematics Institute Common Room

15:30-16:30 Abdessamad Khaled (Barcap) How do we risk manage Equity Derivatives products?

16:30: Drinks, snacks and discussion in the Mathematics Institute Common Room