IX CCFM – Schedule - Koło Naukowe Modelowania Finansowego

Friday, 16 April 2021	Science session
10:00 - 10:15	Inauguration
10:15 - 11:15	Dr Tadeusz Czernik - Variance reduction methods with the special emphasis on multi- level Monte Carlo technique
11:15 - 12:15	Damian Jelito - Stochastic control with the risk-sensitive criterion
12:15 - 13:15	Adam Wróbel - Agregacja rozkładów przy pomocy kopuł
13:15 - 14:15	LUNCH BREAK	13:00-17:30 Career zone with UBS Consult your CV or talk to the recruiter
	Science / Business session
14:15-15:15	Paweł Kolski - Projection models in stress testing
15:15 - 16:15	Dr Philippe De Brouwer - Quantum computers
16:15 - 16.30	Break
	Science / Stock session
16:30-17:30	Prof. Krzysztof Jajuga - New technology in financial markets – challenges and opportunities for financial models
17:30-18:30	Dr Loren Shure - Solving Optimization Problems in MATLAB
18:30 -	End of the first day of the conference

Saturday, 7 April 2021	Business session
11:10- 11:15	Beginning of the second day of the conference
11:15 - 12:15	Dr Pierre De-Leusse - Financial engineering practical cases and outlook, a UBS treasury perspective
12:15 - 13:15	Dr Rafał Szepietowski - Modelling Risk in Banking
13:15 - 14:15	Coffee Break	13:00-15:00 Career zone with UBS Consult your CV or talk to the recruiter
	Stock session
14:15 - 15:15	Konrad Augustyński - Historia drugiego najlepszego przyjaciela
15:15 - 15:35	Adam Choina - Wycena opcji quanto	Students Lecture Competition
15:35 - 15:55	Piotr Mikler - Regresja kwantylowa D-vine a stress testing. Krótkie case study
15:55 - 16:15	Mariusz Niwiński - Differential games and its application in economics
16:15 - 16:35	Maciej Żurawski - Twierdzenie Frobeniusa-Perrona i jego zastosowanie w ekonomii
16:35 - 16:55	Obrady
16:55	Adjudication of the competition
17:00	Official end of the conference