Skip to content

Eurex Conference 2014

The Quantitative Finance Research Group and Eurex Exchange invite everyone interested to attend the conference:

EQUITY INDEX DERIVATIVES
IN INVESTMENT STRATEGIES
AND ASSET ALLOCATION

2014-10-13, 17:00

University of Warsaw
Faculty of Economic Sciences Room B

poster2014

 

Programme of the conference:
 

17.00-17.15 Reception desk and coffee
17.15-17.25 QFRG Conference opening
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
18.25-18.45 Coffee break
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
20.05-20.15 QFRG Conference closing

If you are interested in participation, please register by sending email at qfrg@wne.uw.edu.pl 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.