Basket Credit Derivatives & Synthetics CDO’s Workshop

Venue: Sol Melia White House Hotel

Location: Central london, United Kingdom

Event Date/Time: Jan 26, 2004
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This workshop will bring the participants up-to-date with the latest developments in the pricing and hedging methodologies used for basket and portfolio credit derivatives. The programme covers all aspects from model development and theoretical considerations over techniques for numerical implementation and risk measurement and risk-management to dynamic hedging and parameter estimation, presented by leading experts in the field. This workshop is essential to everyone trading these exciting new instruments.

This Programme features the following Credit Risk experts:

Rita Laura D’Ecclesia: Associate Professor of Applied Mathematics UNIVERSITY OF ROME
Recai Gunesdogdu: Portfolio Strategy Group CSFB
Lane Hughston: Professor of Financial Mathematics KING'S COLLEGE LONDON
Richard Martin: Director, Portfolio Strategy Group CSFB
Lutz Schloegl: Director, LEHMAN BROTHERS
Philipp J. Schonbucher: Assistant Professor, Department of Mathematics (ETH) ZURICH
Robert Tompkins: Professor of Finance HOCHSCHULE FUR BANKWIRTSCHAFT

All delegates who attend WBS Training Ltd workshops in 2004 will automatically receive 20% discount for The Inaugural Fixed Income Conference Prague September 2004.