Conferences
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Measuring Hedging Performance:
Options On Variance
Hans Buehler [download]
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Global Derivatives & Risk Management,
May 2007, Paris
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Options On Variance: Pricing And Hedging
Hans Buehler [download]
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IQPC Volatility Trading Conference,
November 2006, London
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Volatility as an asset class ?
Oleksandr Chybiryakov [download]
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Volatility Trading Risk Training course,
October 2006, London and New York
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Consistent Variance Curve Models
Hans Buehler [download]
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Bachlier Congress
August 2006, Tokyo
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Hedging Volatility Derivatives
Marcus Overhaus
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Global Risk Management Summit
April 2006, Monte Carlo
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Analytics Architecture for Equity-Linked Derivatives
Andrew Ferraris [download]
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Implementing Derivatives Valuation Models
February 2006, FORC Warwick
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Modeling variance swap curves: theory and applications
Hans Buehler [download]
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Petit Déjeuner de la Finance, Frontiers in Finance
February 2006, Paris
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Valuing and Hedging Equity Derivatives
Hans Buehler [download]
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Global Risk Quant Congress Europe
October 2005, London
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Pricing and hedging in a stochastic volatility
framework
Marcus Overhaus [download]
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Global Global Risk Management Summit
April 2005, Monte Carlo
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Consistent Variance Curve Models
Hans Buehler [download]
(version [Oct 05])
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Stochastic Analysis and Applications in Finance
April 2005, MPI Leipzig
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Stochastic Volatility Models and Products
Hans Buehler [download]
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Risk Modelling techniques for pricing and hedging
derivatives
July 2004, Hong Kong
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Levy Models in Option Pricing: Using volatility
smile models to optimise pricing and hedging strategies
Hans Buehler [download]
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Risk Modelling techniques for pricing and hedging
derivatives
June 2004, London
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Hybrid Equity-Credit Modelling
Samuel Benin [download]
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Global Derivatives 2004
May 2004, Madrid
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Hybrid Equity-Credit Modelling
Samuel Benin [download]
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Risk Quant Congress 2003
November 2003, New York
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Value at Risk for Stochastic Volatility
Andrew Ferraris [download]
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GARP 2003
February 2003, New York
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VaR Methodology for an Advanced Heston
Framework
Youssef Randjiou [download]
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Risk Management 2002
December 2002, Geneva
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Applying Stochastic Volatility Models to
Pricing and Hedging Derivatives
Hans Buehler
[download]
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Volatility Modelling
December 2002, London
November 2002, New York
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Jump Diffusion Processes Applied to Exotics
Pricing and the Market Model
Youssef Randjiou [download]
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Louis Bachelier
September 2002, Paris
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Pricing and Hedging under Stochastic Volatility
Models
Youssef Randjiou
[download]
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Global Derivatives 2002
May 2002, Barcelona
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Pricing and Hedging under Stochastic Volatility
Models
Andrew Ferraris [download]
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Risk 2002
April 2002, Paris
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Assessing the latest developments for
Stochastic (implied) Volatility
Laurent Nguyen-Ngoc [download]
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Volatility and Risk
February 2002, London
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VaR Methodology for an Advanced Heston
Framework
Marcus Overhaus [download]
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GARP 2002
February 2002, New York
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Modelling and Hedging Volatility
Laurent Nguyen-Ngoc [download]
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Math Week 2001
November 2001, London and New York
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Jump Diffusion Models for Pricing and Hedging
Equity Derivatives
Marcus Overhaus [download]
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Risk 2001 Europe
April 2001, Paris
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Pricing Exotic Equity and FX Derivatives
Global Quantitative Research
[download]
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Risk
December 2000, London
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Modelling The Structure Of Volatility
Global Quantitative Research
[download]
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Risk
November 2000, London
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Latest Advances for Modelling and Hedging
Volatility
Marcus Overhaus
[download]
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Risk 2000 Europe
April 2000, Paris
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