Monthly Archives: June 2014

Dr Jaideep Oberoi has recently presented a paper titled ‘Component Value at Risk Models with Countercyclical Adjustments for Improved Economic Performance’ at the Computational and Financial Econometrics conference in London.

Dr Jaideep Oberoi and Dr Pradip Tapadar have received a grant from the University of Waterloo for a workshop on “Demographic Structure and Asset Prices” under the University of Waterloo International Partnership Programme.

Dr Jaideep Oberoi and Dr Pradip tapadar have  been awarded a grant from the Society of Actuaries US to carry out research on the Risks to Equity Prices from Baby Boomer retirements.

Professor Roman Matousek, Kent Business School organizes a research workshop that will be held in Bloomberg London’s Office on 2 July 2014. The workshop aims to focus on the post financial crisis period and the implication of systemic changes in … Continue reading →

Dr. Silvia Stanescu was invited to speak at the 2014 ICBI Global Derivatives Conference, a prestigious quantitative finance practitioners’ conference, where she presented recent joint work with Professor Radu Tunaru on investment strategies with volatility derivatives. In the first part … Continue reading →

Tommaso Paletta has presented a poster at the prestigious Bachelier congress that was hold in Bruxelles this year. Tommaso has presented a summary of one of his papers “Pricing and Hedging Basket Options with Exact Moment Matching”, jointly with Dr. … Continue reading →

Dr Huamao Wang (SMSAS) made a presentation titled Investment for cash flows with mixed-costs guarantee and jump risk, joint with Pengfei Luo and Zhaojun Yang,at the 4th International Conference of Financial Engineering and Banking Society (FEBS), University of Surrey, on … Continue reading →