IX CCFM – Schedule2021-03-22T23:09:15+01:00
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 - 12:15Damian 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 - 16.30Break
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- 11:15Beginning 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 - 15:35Adam Choina - Wycena opcji quanto




Students Lecture Competition
15:35 - 15:55Piotr Mikler - Regresja kwantylowa D-vine a stress testing. Krótkie case study
15:55 - 16:15Mariusz Niwiński - Differential games and its application in economics
16:15 - 16:35Maciej Żurawski - Twierdzenie Frobeniusa-Perrona i jego zastosowanie w ekonomii
16:35 - 16:55Obrady
16:55 Adjudication of the competition
17:00Official end of the conference