Past events

• Portfolio Insurance Strategies: from CPPI to CPDO
  New York, January 2008.
  Speakers :Rama CONTet Peter TANKOV

• Multi Asset Equity Derivatives
  Stockholm,  August 2007.
  Speakers : Marco AVELLANEDA, Rama CONT and Bruno DUPIRE.

• Pricing models for Currency options
  Paris,  August 2007.
  Speaker : Peter TANKOV

• Entropy Methods for financial derivatives: a user's guide
  Paris, June 2007.
  Speaker : Marco AVELLANEDA

• Volatility: Modeling, hedging,and arbitrage
  Paris, May 2007.
  Speaker : Marco AVELLANEDA and Rama CONT

• Top-Down approaches to credit portfolio derivatives
  New York, April 2007.
  Speaker : Rama CONT

• Measuring and Managing Model Risk
  New York, March 2007.
  Speaker : Rama CONT

• Options multi sous-jacent et produits structurés : évaluation,couverture, et risk management
  Paris  January 2006.
  Speakers : Marco AVELLANEDA, Ambroise CADE et Rama CONT.

• Credit Derivatives and structured credit : latest developments, Paris, November 2005. 
  Speakers: Richard BRUYERE, Rama CONT, Christophe JAECK, Ibrahima KOBAR, Thomas SPITZ.

• Pricing options and risk management with jumps processes (2 days) London,  May, 2005.
  Speakers : Rama CONT et Peter TANKOV

• Options multi sous-jacent actions et produits structurés (2 days) Paris,  March 2005.
  Speakers : Marco AVELLANEDA et Rama CONT.

• Workshop on Energy Risk and energy derivatives, Paris, February  2005. 
  Speakers: Rene CARMONA, Iris MACK, Andrea RONCORONI, Stathis TOMPAIDIS.

• Advanced Course on Credit Derivatives, Paris, November  2004. 
  Speakers: Richard BRUYERE, Rama CONT, Regis COPINOT, Philipp SCHONBUCHER, Thomas SPITZ.

• Next generation models for multi asset options, London, September 2004. 
  Speakers: Marco AVELLANEDA and Rama CONT.

• Advanced Course on Volatility modeling , Paris June, 2004.
  Speakers: Bruno DUPIRE and James GATHERAL.

• Option pricing and risk management in stochastic volatility models, Paris, March, 2004.
  Speakers: Jean Pierre FOUQUE and Jean Philippe BOUCHAUD.

• Convertible  bonds and equity to credit arbitrage, Paris, February, 2004. Speakers: Marco AVELLANEDA, Elie AYACHE and Peter FORSYTH.

• Volatility modeling, trading and arbitrage.  Paris, January, 2004.
  Speakers: Bruno DUPIRE & Marco AVELLANEDA.

Our training courses are also available as in-house courses. 

For further information please contact our training service at :

training@finance-concepts.com

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