Date de dépôt : 28/02/2008 |
Les brèves Maths-fi du 28/02/2008. A vos agendas
8th MathFinance Conference, Derivatives and risk management in theory and practice on 17-18 March, 2008 in Frankfurt (Germany) Join Germany's leading Quant Conference! Among the invited speakers: Andrea Odetti and Sanjeev Shukla (Commerzbank), Prof Antje Mahayni (University of Duisburg-Essen), Dr Jan Maruhn (UniCredit Markets and Investment Banking), Dr Dietmar Schölisch (AXA), Dr Sven Ludwig and Hakan Norekrans (Sungard)... Topic: Long-Term Options in Foreign Exchange and Interest Rate Markets; Effective approximation of FX/EQ options for the hybrid models: Heston and correlated Gaussian interest rates... A lire
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