The Quantitative Finance Research Group and Eurex Exchange invite everyone interested to attend the conference:
EQUITY INDEX DERIVATIVES
IN INVESTMENT STRATEGIES
AND ASSET ALLOCATION
Programme of the conference:
|17.00-17.15||Reception desk and coffee|
|17.25-17.55||Dr. Murat Baygeldi||Eurex Equity Index Products|
|17.55-18.25||Dr. Piotr Arendarski, Tomasz Skoczylas, Robert Wojciechowski, QFRG, University of Warsaw||Generalized Momentum Asset Allocation using MSCI indexes licensed by Eurex Exchange|
|18.45-19.15||Klaudia Jażdżyk, OSTC Poland||OSTC: trading in practice|
|19.15-19.35||Dr. Krzysztof Urbanowicz, Quant Technology||Options pricing using OBV method|
|19.35-20.05||Marcin Chlebus, University of Warsaw||Value at Risk Estimation in Turbulent and Tranquil States|
If you are interested in participation, please register by sending email at firstname.lastname@example.org with your name and professional/educational occupation.
If you want to book seats for other employees/friends of your company/university please send us additional information.