Friday, 16 April 2021 | Science session | |
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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 |
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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 |
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17:30-18:30 | Dr Loren Shure - Solving Optimization Problems in MATLAB
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18:30 - | End of the first day of the conference |
Saturday, 7 April 2021 | Business session | |
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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 |
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16:15 - 16:35 | Maciej Żurawski - Twierdzenie Frobeniusa-Perrona i jego zastosowanie w ekonomii |
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16:35 - 16:55 | Obrady | |
16:55 | Adjudication of the competition | |
17:00 | Official end of the conference |