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Events


Calendar

May Events
Practical Asset and Liability Management, 15 - 16 May London
Asset and liability management (ALM) strategies can be applied in a number of financial planning contexts: pension funds, insurance, banks lending and bor-rowing and life cycle planning for wealthy individuals. This one day in-depth workshop provides insight into "what" is the problem and "how" to analyse the challenging pension problem by showing real life case studies as well as research led approaches by experts from both academia and industry.
Portfolio Optimisation: Basics and Advances in Continuous - time and Discrete - time Models, 30 - 31 May London
Portfolio Optimisation: Basics and Advances in Continuous - time and Discrete - time Models is about learning about latest results in continuous - time portfolio optimisation, understanding how to apply continuous
Interest Rate Modelling and Applications in Practice, 31 May - 1 June London
This workshop will enable participants to enhance their knowledge of interest rate modelling and pricing; experience the design of a generic pricing framework; learn how to deal with a wide range of pricing problems for interest rate products
TBA
Monte Carlo Methods in Finance: Basic Methods and Recent Advances, August 2012 London
Participants receive a swift introduction to standard Monte Carlo methods; learn the latest Monte Carlo technology to speed up simulations; gain a better understanding of the principles of variance reduction and weak extrapolation.