Finance Research Day
14 oktober 2022 09:00 t/m 17:00 - Locatie: Commissiekamer 3, Aula, TU Delft | Zet in mijn agenda
The Delft Institute of Applied Mathematics (DIAM) is organizing the first Finance Research Day at TU Delft with the aim of connecting academics, practitioners and regulators working in the area of quantitative finance, to discuss current challenges and explore new directions in finance.
Speakers
Program
| 09:30 | Coffee and Tea |
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| 10:00 | Opening - Kees Vuik (Head of DIAM) |
| 10:15 | Paul Embrechts - ETH Zürich - Risk Revealed: Cautionary Tales, Understanding and Communication |
| 11:00 | Fang Fang - FF Quant / TU Delft - Recent developments in quantitative research and modelling in the financial industry |
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| 11:30 | Break |
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| 11:45 | Liakos Papapoulos / Mariska Douwens Zonneveld / Michael Kurz - MN - The increasingly innovative use of market and ESG data within the Pension Fund community |
| 12:15 | Antonis Papapantoleon - TU Delft - Model-free and data driven methods in mathematical finance |
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| 12:45 | Lunch |
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| 14:15 | Marc Pooters / Rob Graumans - AFM - The systemic risk aspect of market liquidity for investment funds and the usefulness of agent based market simulations |
| 15:00 | Fenghui Yu - TU Delft - Optimal Pairs Trading: Dynamic Mean-Variance Strategies |
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| 15:30 | Break |
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| 16:00 | Kees de Graaf / Paul Gruntjes - AEGON - Challenges in Modern Asset Liability Management |
| 16:30 | Harold de Boer - Transtrend - Beware of the quants |
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| 17:00 | Drinks & Bites |