Category Archives: news

Francisco N. Estrada, MSc Financial Markets student has won the Spring 2015 GARP Research Fellowship. The Fellowship Program received great interest from many students across GARP’s network of Master‐level programs, and after careful consideration, Franciso and his research proposal titled, “Is the relationship … Continue reading →

Prof. Radu Tunaru has been invited toUniversite de Nantes, in the Laboratoire d’Economie et de Management de Nantes-Atlantique (LEMNA), where he presented  his latest paper ““Model Risk Adjustments for Regulatory Capital Calculations”.  

KBS PhD student Catalin Cantia awarded financial support  for Advanced Modelling in Mathematical Finance, a conference in honour of Ernst Eberlein at   Christian-Albrechts-Universität zu Kiel. The goal of this workshop is to discuss current trends and models in financial mathematics, … Continue reading →

Congratulations to Jun Yang, whose paper “Dynamic Asset-Liability Management with Risk Limits and Time-Varying Inflation” co-authored with Dr Huamao Wang, has been accepted for presentation at the 24thEuropean Financial Management Association 2015 Annual Meetings being held in Amsterdam, Netherlands from … Continue reading →

Jun Yang is invited to present a paper at the doctoral consortium of the 3rd European Retail Investment Conference (ERIC) hosted at Boerse Stuttgart (Europe’s leading stock exchange organization), Germany. This doctoral consortium includes just 7 slots on the program … Continue reading →

Samuel Oduro presented a poster titled “Estimating Probability of Informed Trading from High Frequency Data: A Bayesian Approach” at the 3rd Paris Market Microstructure Conference (8-11 Dec 2014). http://market-microstructure.institutlouisbachelier.org/?lng=FR

Evangelia Mitrodima received €400 from the Actuarial and Financial Mathematics Conference (AFMathConf) committee to present a poster at Actuarial and Financial Mathematics Conference in Brussels, Belgium, 5-6th Feb 2015. The title of her work is “Bayesian approach to jointly estimating … Continue reading →

Evangelia Mitrodima gave an invited presentation at the Computational and Financial Econometrics 2014 conference in Pisa, Italy. She presented a paper titled, “Decomposition of the conditional asset return distribution using quantile regression,” which is joint work with Jim Griffin and … Continue reading →

Dr Jaideep Oberoi presented his paper titled ‘Why do firms vary the mix of their fixed and floating rate dept?’ at the Spanish Economic Association meeting (11 -13 Dec 2014) http://www.asesec.org/simposio/  

Dr Huamao Wang’s paper “Dynamic portfolio optimization with transaction costs and state-dependent drift” is accepted to published in European Journal of Operational Research (ABS 3*, Elite 1), joint with Chair Prof. Klaus Reiner Schenk-Hoppé (Leeds & NHH), Prof. Rolf Poulsen … Continue reading →