UnRisk Omega
Subscribe to Wilmott
Follow us on Twitter
join wilmott
login
forums
blogs
wiki
articles
audio visual
file share
news
events
jobs board
search
magazine
cqf
about us
subscribe
home
Where did it all go wrong?: Wilmott Magazine Article (Excerpt)
Paul Wilmott 4569 Views

Dr. Paul Wilmott on how mathematical finance has become both boring and dangerous.


Iceberg Risk: An Adventure In Portfolio Theory: Sixth Instalment
Kent Osband 3134 Views

Here is the sixth instalment of a pre-publication review manuscript exclusively available to readers of Wilmott.com, due to be published by Texere in August 2002.

V-FI Europe 2016 -Europe's Leading Summit on Valuation and Risk for Financial Instruments - Conference: 22-23 June 2016
V-FI Europe 2016
Europe's Leading Summit on Valuation and Risk for Financial Instruments


Conference: 22-23 June 2016 | London, venue tbc
Valuation and the FRTB Workshop: 21 June 2016
MVA and CSA Workshop: 24 June 2016

The V-FI series is the only dedicated annual event on the valuation and risk management of financial instruments. With events in London, New York and now Hong Kong, it brings together Heads of Risk, Valuation, Modelling and Finance with Regulators and experts to shape best practices throughout the industry.

Join 40+ expert speakers from leading companies and advisory bodies to provide insight on the latest trends in Valuation & Risk control, Pricing & Modelling, Governance & Regulation and much more.

Get a 15% discount on your place when you register with VIP code FKM63358WML - register online http://www.infoline.org.uk/FKM63358WML, call +44 (0)20 7017 7702 or email custserv@infoline.org.uk

40+ APAC Heads of Valuation, Risk Modelling and Trading speaking:


* Sir David Tweedie, Chairman, International Valuation Standards Council (IVSC)
* Ragveer Brar, Head of Valuations & Control, Prudential Regulation Authority
* Claudia Rola, Global Head of the Valuation Methodologies, UBS
* Mason Reeves, Managing Director, Liquidity Risk Management, Bank of America
* Jayme Fagas, Global Head of Valuations & Transparency, Pricing and Reference Services, Thomson Reuters
* Paul d?Arcy, Global Head, Valuation Review Group, Morgan Stanley
* Claudio Albanese, CEO, Global Valuation
* Stephen Luxton, Head of CIB Valuation Control Group, JP Morgan
* Vaughan Harding, Product Manager, Totem, Markit
* Mark Wilson, Managing Director, Global Valuations Group, Deutsche Bank
* Jonathan Epstein, Global Head of Market Data Operations, ICE ŽSuper Derivatives
* Jessica James, Senior Quantitative Researcher, Fixed Income & Credit, Commerzbank
* Naz Jhalli, Head of Group Valuation Control, Nordea
* Lee Bowell, Director, Product Control Valuations, Barclay
* Alexei Kondratyev, MD, ECLIPSE, Financial Markets, Standard Chartered Bank

Keynote Session Highlights

* PRA Keynote: Examining Solvent Wind-down and PruVal Compliance
* Valuation?s Priorities in the Fundamental Review of the Trading Book
* IVSC Initiatives and Developments in Accounting Policy
* Integrating Valuation and Model Risk
* Global Valuation Heads Round Table

Get a 15% discount on your place when you register with VIP code FKM63358WML - register online http://www.infoline.org.uk/FKM63358WML , call +44 (0)20 7017 7702 or email custserv@infoline.org.uk
Latest Tweets
New & Improved Wilmott Jobs Board
Now Playing
Finance Focus: Nick Higham
How I Successfully Forecast The Results Of GE15
Latest Blogs
Paul
Back Of The Queue, Mr President?
23 04 16: 9:29 AM
NNT
Quiz 7 - The problem with "drift" (The 1st who gets it wins a copy of The Black Swan )
13 03 07:12:48 PM
Collector
Unified Book Launch Oslo
05 12 14:5:19 PM
Emanuel Derman
RSS Feed to Reuters Blog
01 07 11: 4:02 PM
Satyajit Das
The Truth of the Matter
04 11 13: 4:57 AM
DCFC
deMorgans Law
22 07 09: 3:04 PM
Pablo Triana
Models On Models
21 05 11: 4:49 PM
Jan Dash
2nd Ed. available May 2016
23 02 16: 2:10 AM
Dan Goldstein
Taxi Drivers Get Bigger Tips When Paid By Credit Card
10 03 10: 10:28 PM
Iris Mack
407,000 American Workers To Lose Most of Their Pensions
23 05 16: 2:40 AM
Cuchulainn
dd
27 04 15: 9:44 PM