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Library

Through ongoing research for finance master class™ workshops, the fmc team has gathered a large number of technical white papers from workshop speakers covering key and cutting-edge topics in finance. This useful and continually updated source of information helps facilitate personal and professional development and is freely available to both workshop participants and fmc web site visitors.

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Path Dates Workshop Speakers
Bank 19 & 20
March
Pricing and Hedging Exotic Interest Rate Derivatives with Monte Carlo Simulation John Schoenmakers
Weierstrass Institute
Berlin - Germany
Bank 10 & 11
April
Liquidity Gap Analysis and Management Werner D’Haese
Fortis Bank
Brussels - Belgium
Ins 21 - 23
April
Stochastic Claims Reserving for Non-life Insurance: key techniques and latest approaches Richard Verrall
Cass Business School
London - England
Bank 5 & 6
May
Volatility and Correlation in Financial Markets Francis X. Diebold
Uni. of Pennsylvania
Philadelphia - USA
Bank 9 & 10
June
Modelling Economic Capital under Basel II Pillar 2 Alexander McNeil
Heriot-Watt University Edinburgh - Scotland
Ins 26 & 27
June
Securitization of Insurance
Risk and Embedded Value
Vinod Kothari
Asian Securitization Forum Calcutta - India
Ins 29 & 30
September
Asset Liability Management: the specialist’s technique and practice toolkit for Solvency II Charles L. Gilbert
Nexus Risk Management Canada
Bank 1 & 2
October
Active Credit Risk Portfolio Management William Perraudin
Imperial College London - England
Ins 20 & 21
October
Market valuation Methods for Life and Pensions Pierre Devolder & Michel Denuit
Uni. of Louvain-la-Neuve - Belgium
Bank 3 & 4
November
Modelling Smiles in Interest Rates, Equities and FX: static and dynamic approaches Riccardo Rebonato
Royal Bank of Scotland
London - England
Bank 27 & 28
November
The Mathematics of New Credit Instruments: a specialist introduction Salih N. Neftci
City University
New York - USA
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