Advancing the Field of Quantitative Finance
formerly the IAFE

Event: A Little Thought Goes a Long Way & Lessons for Risk Management from the Current Crisis

Date: July 2, 2009
Time: 5:30 Registration, 6:00 Program Begins, 7:30 Reception
Location:
Goldman Sachs
120 Fleet Street

River Court, 7th Floor
London



The International Association of Financial Engineers is pleased to invite you to:

A Little Thought Goes A Long Way

&

Lessons for Risk Management from the Current Crisis

Thursday, July 2, 2009

Goldman Sachs
120 Fleet Street

River Court, 7th Floor
London

Presentations by:

Paul Wilmott, Wilmott Associates

David Rowe, EVP for Risk Management – SunGard, IAFE Board Member and monthly columnist for Risk magazine

Moderated by:

Giovanni Beliossi, Managing Partner, FGS Capital LLP & IAFE Board Member

 

A Little Thought Goes a Long Way

 

  • 12 lessons in commonsense
  • There's such a thing as too much math
  • Robustness of models

Lessons for Risk Management from the Current Crisis

  • Statistical Entropy – the inherent limits of quantitative tools
  • Structural Imagination – the neglected dimension of risk analysis
  • Self-Referential Feedback – some trends foster the seeds of their own destruction
  • Complexity and Dark Risk – opacity breeds hidden dangers
  • Alternate Means of Valuation – ignore a possible failure of liquidity at your peril


Hosted By:
Goldman Sachs


This is a free event, but space is limited. Please register by 5pm on Monday, June 29th.

Registration is now closed.

To Join the IAFE please click here.