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Newton InstituteWeb SeminarsProgrammes & Workshops2005 > DQF

24 Jan - 22 Jul 2005

Developments in Quantitative Finance

An Isaac Newton Institute Programme

Warning: Information on this page may be out of date.

For the full list of seminars given during this programme, see:

Workshops or other collections

4 - 8 Jul 2005: DQFw02 - Developments, Applications and Problems
in association with the DQF programme
22 Apr 2005: DQFCE3 - Modelling Philosophy
in association with the DQF programme
18 Mar 2005: DQFw05 - Interest Rates
in association with the DQF programme
10 Mar 2005: DQFw03 - Risk Managemnt of Hedge Funds
in association with the DQF programme
25 - 26 Feb 2005: DQFCE1 - Industry Workshop on Credit
in association with the DQF programme

Individual Presentations

14 Jul 2005: Dynamic correlation intensity modelling for portfolio credit risk
M. Dempster & M-C. Lennon
30 Jun 2005: Mortgage valuation and optimal refinancing
S. Pliska
29 Jun 2005: A new approach to the modelling of default correlation
G. di Graziano
29 Jun 2005: Beyond hazard rates
L. Hughston
29 Jun 2005: Hedging basket credit derivative claims: a local risk-minimisation approach
Y. Elouerkhaoui
29 Jun 2005: Information reduction in credit risk models
X. Guo
13 May 2005: Unifying volatility models
C. Alexander
13 May 2005: Why neither time-homogeneity not time dependance will do: theoretical implications and empirical evidence from the US dollars option market
R. Rebonato
13 May 2005: A class of stochatic volatility models and EMM
S. Sabanis
13 May 2005: Pricing volatility derivatives as inverse problem
P. Friz
15 Mar 2005: An international examination of affine term structure models and the expectationshypothesis
Y. Xia
15 Mar 2005: Equity home bias and individual behaviour
M. Schneider
14 Mar 2005: Overview of international finance
R. Uppal
25 Jan 2005: Good deal bounds
T. Bjork

Newton InstituteWeb SeminarsProgrammes & Workshops2005 > DQF

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