This week
14-10
2011 October 06 (7:30PM start) at the Royal Institution the inaugural event of the 14-10 club will take place. Speakers will be David Harding, Alex Lipton and Chris Bishop.
Membership is £350 per year, and places are limited. There is also a trial membership that is £35 per month. To apply for membership and more details, go to the 14-10 club website.
Thalesians
2011 October 05 7:30PM at City Pride near Canary Wharf. (Note that this is the day before the event listed above, in case you are expecting chronological order.)
Speaker: John Crosby
Title: Reflections on trading and hedging complex derivatives: Is the business model broken?
Abstract: We ask if the business model used by banks to price and hedge complex derivatives is broken. Answering our own question in the affirmative, we propose simple-to-implement fixes which are based on more fundamental economic analysis and on banks holding reserves against market imperfections and model risks.
More details and registration are at:
http://events.thalesians.com/events/34518552/
Later
LondonR
2011 December 06. Details at http://www.londonr.org/
Computational and Financial Econometrics
2011 December 17-19 at the University of London. Details at http://www.cfe-csda.org/cfe11/
UseR! 2012
2012 June 12-15 at Vanderbilt University, Nashville Tennessee. Details at http://biostat.mc.vanderbilt.edu/wiki/Main/UseR-2012
