SCHEDULE of V CRACOW CONFERENCE of FINANCIAL MATHEMATICS
Friday, 15 April 2016 r.
Scientific Part
8:30 – 9:15 | Registration | |
9:15 – 9:30 | The official Conference opening | |
9:30 – 10:30 | dr Maciej Capiński, WMS AGH Cover the risk of equity positions by using options |
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10:30 – 11:30 | dr Rafał Buła, Uniwersytet Ekonimiczny w Katowicach Fractals in risk calculations of financial investments |
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11:50 – 13:00 | dr Piotr Karasiński, EBRD Random Walk from Physics to Finance |
Company Part
15:00 – 16:00 | dr Michał Brzoza-Brzezina, Polish National Bank DSGE models in Polish National Bank |
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16:00 – 16:50 | Adrian Mackiewicz, Stowarzyszenie Inwestorów Indywidualnych How to invest in the time of decline |
Workshops 17:30 – 18:30
20:30 – 1:30 | Boards Games Evening |
Saturday, 16 April 2016 r.
Business Part
9:30 – 10:30 | Filip Duszczyk, Polish Stock Exchange Investing in the stock market – available instruments versus current market situation |
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10:30 – 11:30 | Tomasz Wija CFA, Grzegorz Bazarnik FRM, CFA Institute Impact of negative interest rates on hedging strategies and princing models |
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11:50 – 12:50 | Mariusz Rybczyk, OSTC Futures Contracts trade based on calendar spreads |
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12:50 – 13:50 | Clare Beale, Rob Merry, Alexandre Guignot, HSBC Financial modelling and model review in banking |
Quant’s Part
15:30 – 16:30 | Olga Bączkowska, UBS Derivatives credit exposure and CVA |
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16:30 – 17:30 | Remo Crameri PhD, UBS 0An Explanatory Note on the Basel II IRB Risk Weight Functions |
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17:50 – 18:50 | Marta Stachowicz, Łukasz Wąsik, State Street Credit Risk models developement process |
21:00 – 3:00 | Integration Event |
Sunday, 17 April 2016 r.
11:00 – 14:00 | Competition of Student’s Lectures | |
14:00 – 14:30 | The official Conference ending |
* Organizers reserve the right to make changes in the schedule of the Conference.