Hosted by:
Center for Computational Finance and Economic Systems (CoFES)
Department of Statistics
George R. Brown School of Engineering
Jones Graduate School of Business
School of Social Sciences
Monday, October 17 |
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8:00–9:00 am |
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Registration |
9:00–9:15 am |
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Call to Order and Introduction |
9:15–10:00 am |
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Financial Reform: Now Comes the Hard Part |
10:00–10:15 am |
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Break |
10:15–11:00 am |
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Extreme Risk Management: Fusion of Best Practice from the Intelligence and Financial Communities |
11:00–11:45 am |
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Risk Assessment in Energy Trading |
11:45–12:00 pm |
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Open Mic Session |
12:00–1:30 pm |
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Lunch |
1:30–2:15 pm |
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Using Ensembles of Simple Models to Understand the Housing Market |
2:15–3:00 pm |
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Identifying and Dealing with the Approach of Bears and their Departure |
3:00–3:15 pm |
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Break |
3:15–4:00 pm |
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Quant Gaffes |
4:00–4:45 pm |
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Houses Built on Quicksand: The Panic of 2007-2008 |
5:00 pm |
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Adjourn |
5:00–6:00 pm |
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Social, Martel Hall |
6:00 pm |
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Banquet |
Tuesday, October 18 |
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9:00–9:45 am |
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Does Debt Matter? |
9:45–10:30 am |
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The Destructive power of Debt |
10:30–10:45 am |
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Break |
10:45–11:30 am |
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Today's Economic and Political Climate from the Standpoint of a Fixed Income Portfolio Manager |
11:30–12:15 pm |
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Convergence vs. Convexity: How Should Mature Economies Grow, and How Have They Grown? |
12:15–12:30 pm |
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Open Mic Session |
12:30–1:30 pm |
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Closing Reception at the Baker Institute – Doré Commons |