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• 09/15/06 Wall Street Recruiting practices
  Speaker: Mr. Brad Young (Option Groups)
  Abstract: Wall Street's recruiting practices in areas of structured finance/securitization; there will be a ten-minutes Q&A session after the presentation
• 09/29/06 VarT topic and Risk Management
  Speaker: Mr.Peter Del Rio (Unicorn Income Fund)
  Abstract: VaR Trending as a solution for the Basel II requirement to address the risk management challenges of financial shocks and illiquidity.
• 10/19/06 The Flow and Importance of Data in Financial Institutions
  Speaker: Ms. Alessandra De Gregorio (FGS Capital)
  Abstract: Data accessibility and reliability is today one of the most important issues in financial institutions such as a hedge fund. Even before creating models and doing research, analysts and researchers need to make sure the data they are working with is correct. This makes the role of data analyst a key role in the financial field. Knowing what types of error data can have, and being able to spot and adjust those errors, are essential, and sometimes undervalued skills.
• 10/27/06 Value at Risk, Concept and Applications
  Speaker: Mr. Bin Deng (AIG)
  Abstract:The mathematics, methodologies, real-world applications and pros and cons of VaR will be discussed.
• 11/03/06 My Life as a Quant
  Speaker: Dr. Cal Johnson (Citigroup)
  Abstract: My 26 years as a quant on Wall Street. I will try to review the major theoretical advances that occurred during this period, from my point of view as a practicing quant.
• 11/16/06 From student to Practicioner
  Speaker: Mr. Phat Loc (Credit Suisse)
  Abstract: I just wanted to share my experience on going from a student studying derivatives to a practitioner using it. I will provided a brief overview of derivatives business and where individuals with a quantitative skill set can add value.
• 11/30/06 A Simple American Option Pricing Method on Markov Processes
  Speaker: Dr. Suneal Chaudhary, (University of Utah)
  Abstract:This talk presents a fast, flexible numerical technique to price American options and generate their value surface through time. The method runs faster and more accurately than the standard CRR binomial method in practical cases and calculates options on a considerably broader family of new, useful underlying asset processes.
• 12/08/06 Cash and Synthetic CDO business
  Speaker: Mr. Volkan Kurtas, Director - Structured Credit Specialist & Asset Manager, (HVB Group). Dr. Moritz Hilf, Director - Quantitative Analyst, (HVB Group)
  Abstract:The presentation will cover the fast growing Cash CDO (Collateralized Debt Obligation) market. The history, development and future of the STRUCTURED CREDIT market in general and Cash CDOs in particular will be discussed and the market players and their incentives and roles in the market will be presented.