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Workshop Programme

for period 2 Jun 2009

The Future of Quantitative Finance

2 Jun 2009


Tuesday 02 June
13:55-14:00 Introduction and welcome INI
14:00-14:30 Pesaran, H (Cambridge) INI
  The limits to rational expectations equilibrium and market efficiency Sem 1
14:30-15:00 Musiela, M (BNP Paribas) INI
  How are practitioners dealing with the issues now? Sem 1
15:00-15:30 Vives, X (IESE Barcelona) INI
  How can we deal with herding and other behaviourial issues? Sem 1
15:30-16:00 Farmer, D (Santa Fe Institute) INI
  The regulation of risk and the risk of regulation Sem 1
16:30-18:00 Eatwell, J (CERF, Cambridge) INI
  Panel discussion: D Farmer, W Janeway (Warburg Pincus), M Musiela, H Pesaran, X Vives. Sem 1
18:00-19:00 Wine reception INI
19:00-21:00 Dinner at Churchill College INI
Other Seminars
Seminars in the University
National and International Scientific Research Meetings

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