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](contact-us)

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.