matlab computational finance virtual conference - Vevent.com

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Sep 19, 2013 ... 9:00 a.m.. 15:00. Embedding MATLAB Production Server™ into the OpenGamma Risk Analytics Platform. Joan Puig, OpenGamma. 10:00 a.m..
MATLAB COMPUTATIONAL FINANCE VIRTUAL CONFERENCE 19 September 2013

Agenda

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Time (EDT)

Time (CEST)

Session

7:00 a.m.

13:00

Embracing Complexity Jim Tung, MathWorks

8:00 a.m.

14:00

Speeding Up Algorithms: When Parallel Computing and GPUs Do and Don’t Accelerate Aly Kassam and Michael Weidman, QuantSupport

9:00 a.m.

15:00

Embedding MATLAB Production Server™ into the OpenGamma Risk Analytics Platform Joan Puig, OpenGamma

10:00 a.m.

16:00

Evaluating Systematic Trading Strategies: Using MATLAB® to Accelerate Quantitative Research Ben Steiner, Fischer Francis Trees & Watts, a BNP Paribas Partner

11:00 a.m.

17:00

Macroprudential Models: New Techniques to Support New Policies Jaromir Benes, International Monetary Fund

12:00 p.m.

18:00

Embracing Complexity Jim Tung, MathWorks

1:00 p.m.

19:00

Algorithmic Trading Strategies with MATLAB Examples Ernest Chan, QTS Capital Management LLC

2:00 p.m.

20:00

A Real-Time Trading System in MATLAB Yair Altman, Undocumented MATLAB

3:00 p.m.

21:00

Aspects of Risk Management for Variable Annuity Contracts Eoin Elliffe, Lincoln Financial Group

4:00 p.m.

22:00

Enfoque VAR-Bayesiano para Proyecciones en MATLAB (Spanish language session) Alan Ledesma, Banco Central de Reserva del Peru

Special On-Demand Sessions Pronóstico de probabilidades de incumplimiento de empresas con MATLAB (Spanish language session) Gabo Lopez-Calva, MathWorks Modelización del riesgo de crédito con MATLAB (Spanish language session) Paula Poza, MathWorks

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