16th Annual Workshop on Derivative Securities & Risk Management
Topics: - "Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models" - "The Pricing of Investment Grade Credit Risk during the Financial Crisis" - "Counterparty Credit Risk Modeling" - "The Regulation of Derivatives - Past, Present and Future" - "Modeling Dependent Jumps: A Multivariate Time Change Approach" - "Execution Costs in Automated Trading" - "Execution Risk" - "Cost of Latency"
|Organizer:||Center for Financial Engineering and The Center for Applied Probability (CAP) at Columbia University|
|Conference venue:||New York City, Columbia University|
|Classification:||G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|
Persistent link: https://www.econbiz.de/10005876826