Dear
Practical Financial
Optimization: Decision Making for Financial Engineers,
Presented
by Professor Stavros Zenios, Wharton Financial Institution, University of
Pennsylvania/University of
The course will conclude with the analysis of
two
large-scale real world applications:
·
Managing credit risk
in
the corporate bond portfolio market
·
Managing insurance
products with minimum guarantees for the
Professor Stavros Zenios is known
internationally
for his work in computational finance and financial services, high-
performance
and parallel computations, and operations research, and has written widely
on
the topic. He holds two
This tutorial on 1
December is based on material from Professor Zenios’ book, “Practical
Financial Optimization: Decision Making for Financial Engineers”,
and
a
new work, “A Library of Financial
Optimization Models
Further details are available at www.unicom.co.uk/finance
and at www.carisma.brunel.ac.uk/FE.h
tml.
This workshop is organized by The Centre for
the
Analysis of Risk and Optimisation Modelling Applications (CARISMA) at
Prices are very
competitive
to allow practitioners, academics and
researchers working in the area of risk management, financial engineering,
quantitative finance and optimisation to exchange ideas and
to
benefit from a series of top-flight events.
|
1
Day |
2
Days |
3
Days |
4
Days |
5
Days |
PhD
Students |
£60 |
£120 |
£180 |
£240 |
£300 |
Academics
& Researchers |
£95 |
£190 |
£285 |
£380 |
£475 |
Industry |
£300 |
£550 |
£795 |
£1000 |
£1190 |
For further details
please go to www.carisma.brunel.ac.uk/FE.h
tml
or www.unicom.co.uk/finance or email [log in to unmask] for a PDF
filer.
Alternatively you may
telephone UNICOM on +44 1895 256 484 for further
information.
I believe this
information will be of interest to you and your colleagues, but if you
prefer
NOT to be sent unsolicited emails and wish to be removed from our electronic
mailing list, please click [log in to unmask]
We look forward to
welcoming you to “Practical Financial Optimisation” on 1
December.
Kind
regards
Michael
Sun