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
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.
