QCF Day

Event Details
  • Date/Time:
    • Friday October 19, 2012
      8:30 am - 5:00 pm
  • Location: GT Global Learning Center
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact

Harry Sharp

harry.sharp@isye.gatech.edu

 

Summaries

Summary Sentence: QCF Day

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We are pleased to announce the Georgia Tech QCF Day Fall Symposium which will be held on October 19 at the Georgia Tech Global Learning & Conference Center (GLCC). (For our finance faculty, please note that Phil Dybvig at WUSTL will present at our symposium at 11:30am).

GT QCF Day

*8:30* Welcome, Dr. Shijie Deng

*8:40 -- 9:25* Dr. Jain, Sandeep, Managing Director, Macro Rates, UBS "A practitioner's approach to model development (with focus on Inflation Modeling)

*9:30 -- 10:15* Dr. Steven Zhu, Director, Credit Risk Management, Morgan Stanley "Financial Crisis and Risk Management -- Lessons and Challenges"

*10:15 -- 10:45* BREAK

*10:45 -- 11:30* Dr. Kevin Kindall, Director, Quant Analysis in Commercial Division, Conoco Phillips "Overcoming Data Shortfalls"

*11:30 -- 12:15* Dr. Philip H. Dybvig, Boatmen's Bancshares Professor of Banking and Finance, Washington University in Saint Louis "The new risk management: the Good, the Bad, and the Ugly"

*12:15 -- 13:40* LUNCH

*13:40 -- 14:25* Ms. Savita Subramanian, Head of US Equity & Quantitative Strategy, Global Macro Research, Bank of America - Merrill Lynch "The Changing Landscape for Quants" *14:30 -- 15:15* Mr. Mark Matthews, Head of Global Quantitative Research, Fixed Income Division, Invesco "Asset Allocation Models and Forecasts"

*15:15 -- 16:00* BREAK

*16:00 -- 16:45* Dr. Premal Shah, VP, Credit Quantitative Analytics, Barclays "Managing Capital Costs for Centrally Cleared Derivative Transactions"

*16:45 -- 17:00* Closing Remarks, Dr. Shijie Deng

Registration is required - please do so at your earliest convenience so we can have an accurate count.

To register and find out more information about the event (speakers' bios, direction to the venue, etc.), go to http://www.qcf.gatech.edu/qcfday/program/index.php

Additional Information

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Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Oct 9, 2012 - 7:28am
  • Last Updated: Oct 7, 2016 - 10:00pm