Friday 11 November 2011
Organiser: Aleksandar Mijatovic (Statistics)
Lectures to be held in Room MS 03, Mathematics Institute, University of Warwick.
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