top of page
SCHEDULE.
Morning
9:15-9:30
Welcome.
9:30-10:10
Advanced Risk and Portfolio Management
10:50-11:05
Coffee Break
12:25-13:05
Arca SGR
New Themes in Finance, Insurance and Energy Allocation in Good and Bad Times.
13:05-14:30
Lunch
Afternoon
14:30-15:10
Imperial College London
Nonlinear valuation under margins, funding costs, gap default closeout, multiple curves & capital.
15:50-16:30
Consob
A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products.
16:30-17:00
Wrap-Up: final comments by all the participants.
bottom of page