---------- Forwarded message ---------- Date: Thu, 27 Nov 2014 15:49:34 +0100 From: summerschoolmathfi summerschoolmathfi@cmap.polytechnique.fr Subject: Conference: Challenges in Derivatives Markets
(...)
================================
Conference at TUM (March 30 -- April 01, 2015): Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation
================================
Dear colleagues,
it is our pleasure to announce the conference “Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation”, for which we would like to invite you as contributed speaker or visitor. The conference will take place at Technische Universität München, March 30 – April 01, 2015. Thanks to our generous sponsor KPMG, the registration fee for the 3-day event is only 155 Euro.
We are especially proud having
· Damiano Brigo, · Stéphane Crépey, · Ernst Eberlein, · John Hull, · Wolfgang Runggaldier, · Luis Seco, · Thorsten Schmidt, and · Wim Schoutens
among the confirmed speakers. So we are looking forward to an extraordinary scientific event to which we hope you will contribute with your presentation/attendance.
The aim of the conference is to provide a venue for practitioners and academics working with derivatives to present state-of-the-art research, exchange ideas, and share visions on future developments in the field. The first focal point of the conference will be on recent developments in interest-rate modeling and derivatives pricing. Various types of multi-curve term structure models and especially post-crisis extensions of the Libor market model will be discussed. The second focus will be put on counterparty and liquidity risk in a global derivatives market. Derivative valuation and risk management in the presence of collateral and liquidity issues will be the central topics with special regard to valuation adjustments such as CVA (credit valuation adjustment), DVA (debt valuation adjustment), FVA (funding valuation adjustment), and other XVAs as well as their interplay. Emphasis will be put on modeling and pricing, as well as risk management and regulatory aspects. More information is given on the website
http://www.mathfinance.ma.tum.de/kpmgce/conference-challenges-in-derivatives...
To facilitate the organization of the event, your registration by December 20, 2014 is highly appreciated. If you are interested in providing a contributed talk (these will most likely take place on Wednesday, April 01, 2015), please provide us an abstract/paper of your presentation.
***