Contributions from d-fine (marked blue below) together with dinstinguished speakers from the Mathematical and Computational Finance Group at Oxford (marked green below) have accomplished a very interesting but also challenging agenda.
Monday 25 June 2007 |
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11:00 | Arrival & Coffe |
| 00:30 |
11:30 | Oxford University Introductions | Dr Rebecca Lingwood | 00:15 |
11:45 | d-fine Introductions | Dr Hans-Peter Deutsch | 00:30 |
12:15 | Lunch |
| 01:15 |
13:30 | Introduction to Financial Instruments and Derivatives | Dr Hans-Peter Deutsch | 01:30 |
15:00 | Coffee |
| 00:30 |
15:30 | Pricing Options: From Guess Work to Black-Scholes | Dr Sam Howison | 01:00 |
16:30 | The Legacy of Wolfgang Doeblin | Dr Mike Monoyios | 01:00 |
17:30 | Mr. Leesons Cash Burning Machine. | Dr Mathias Presber | 00:45 |
18:15 | Break |
| 00:15 |
18:30 | Reception at Exeter College Fellow's Garden |
| 00:30 |
19:00 | Dinner at Exeter College Dining Hall |
| 01:30 |
20:30 | Oxford Pub Crawl |
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Tuesday 26 June 2007 |
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8:00 | Breakfast |
| 01:00 |
9:00 | Introduction to Credit Derivatives | Dr Hans-Peter Deutsch | 00:30 |
9:30 | Pricing of Credit Derivatives | Dr Mark Beinker | 01:00 |
10:30 | Coffee |
| 00:30 |
11:00 | Modelling Electricity Markets | Dr Ben Hambly | 00:45 |
11:45 | Commodity Derivatives on the Example of Oil | Dr Reinhard Hirsch | 01:00 |
12:45 | Lunch |
| 01:15 |
14:00 | Rating/Loss Given Default | Dr Uwe Dörr, Dr Sascha Hügle, Dr Holger Ebel | 01:00 |
15:00 | Case Study: Rating/Loss Given Default | Dr Uwe Dörr, Dr Sascha Hügle, Dr Holger Ebel | 01:30 |
16:30 | Coffee |
| 00:15 |
16:45 | Case Study: Discussion | Dr Uwe Dörr, Dr Sascha Hügle, Dr Holger Ebel | 01:15 |
18:00 | Break |
| 00:15 |
18:15 | Oxford Walking Tour |
| 02:00 |
20:15 | Dinner at Leisure |
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Wednesday 27 June 2007 |
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8:00 | Breakfast |
| 01:00 |
9:00 | Challenges in Computational Finance | Dr Christoph Reisinger | 01:00 |
10:00 | How Far Should We Trust Option Pricing Models | Dr Albina Danilova | 00:45 |
10:45 | Coffee |
| 00:15 |
11:00 | Value-at-Risk | Dr Jörn Rank | 01:30 |
12:30 | Lunch |
| 01:15 |
13:45 | Net Asset Valuation, OR: Aircraft Finance | Dr Tilman Huhne | 01:00 |
14:45 | Msc in Mathematical Finance | Dr Christoph Reisinger | 00:15 |
15:00 | Wrap Up & End Comments | Dr Rebecca Lingwood | 00:05 |
15:05 | Wrap Up & End Comments | Dr Hans-Peter Deutsch | 00:05 |
15:10 | Closing |
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