Advancing the Field of Quantitative Finance
formerly the IAFE

Event: Risk Based Valuation
Date: November 10, 2009
Time: 6:00 Registration and Coffee Reception
6:30-7:30 Event
Location:
Goldman Sachs

32 Old Slip
New York

International Association of Financial Engineers presents

An IAFE Members Only Tutorial

Risk Based Valuation

November 10 , 2009
6:00 Registration and Coffee Reception
6:30-7:30 Event

Goldman Sachs

32 Old Slip

New York

Presented by

David C. Shimko, PhD., MD and CRO,

NewOak Capital LLC, and member, Board of Trustees, Global Association of Risk Professionals.

 

- How existing capital budgeting models ignore (idiosyncratic) risk and capital constraints

- When companies care about risk and how it should be priced

- New theory of present value incorporating risk

- Theoretical and practical implications

 

This event is only open to IAFE Practitioner and Academic level members.  No Student member registrations will be accepted.