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Financial Engineering Summer School:

The Practice of Derivatives Modeling. Barcelona 2009

Goals

• The Centre de Recerca Matemàtica, Borsa de Barcelona, and Analistas Financieros Internacionales present the second edition of the Financial Engineering Summer School, to be held in the Universitat de Barcelona and in the Borsa de Barcelona. The focus of the school is on the practical applications of computational and mathematical techniques in the financial world.

Organising Committee

• Sebastian del Baño, Centre de Recerca Matemàtica
• José Luis Fernández, Analistas Financieros Internacionales
• Paul MacManus, Analistas Financieros Internacionales
• Marta Sanz-Solé, Universidad de Barcelona

Courses

• Computational Finance on GPUs
• Mike Giles, University of Oxford
• Pricing and hedging of portfolio credit derivatives: Introduction and recent developments
• Rüdiger Frey, Universität Leipzig
• Contagion models in credit risk
• Mark Davis, Imperial College

Registration

The on-line registration system enables the following actions:

• Register to the activity.
• Pay the registration fee.

Early-bird rate (500 €)	before June 1, 2009
Deadline for registration and payment:	June 19, 2009

Registration fee: 700 Euros, including participation to the lectures, documentation package, a copy of the course notes, a social dinner, a cultural activity, and coffee breaks.

For special academic rates, please apply at fess09@crm.es

Accommodation

Participants are encouraged to book their lodging as soon as possible.

For further information, please contact the CRM Administration.