Financial Engineering Summer School (FESS2013)
Month: June 2013
Date: June 18--21
Name: Financial Engineering Summer School (FESS2013)
Location: Bolsa de Barcelona, Spain.
Description
4 courses: Damiano Brigo (Imperial College), Consistent Modeling of Counterparty Credit Risk, Collateral and Funding Costs; Jim Gatheral (Baruch College, NY), The Volatility Surface: Statics and Dynamics; Richard Martin (Longwood Credit Partners), Hedge Fund Trading Strategies; Alexander McNeil (Heriot-Watt University), Credit Risk Models and the Changing Regulatory Environment.
Organizers
Joan del Castillo, Universitat Autònoma de Barcelona, Paul MacManus, Analistas Financieros Internacionales.
Information
http://www.crm.cat/FESS2013.