Event: 2010 Annual Conference
Date: June 18, 2010
Time: 8AM Registration; Program runs from 9AM - 6:00PM
32 Old Slip
New York City
The International Association of Financial Engineers presents
The 2010 IAFE Annual Conference
The Truth About The Crisis or a Crisis of Truth
June 18th, 2010
32 Old Slip
New York, NY
The IAFE Annual Conference, now in its 18th year, attracts approximately 250 middle and senior level practitioners from the banking, asset management, insurance, institutional investor, and alternative investment communities. Attendees in the past have come from, Goldman Sachs, JPMorgan, Caxton Associates, Pacific Alternative Asset Management Corporation, the Federal Reserve Bank of New York and many others. Please see below for program details and information on how to register.
Coffee & Light Breakfast
IAFE Annual General Membership Meeting
Mack Gill, President, SunGard Global Services and IAFE Board member
Should Boards Do More?
Leo Melamed, CME Group & IAFE Senior Fellow
Rosalie Wolf, Botanica Capital
Ann Yerger, Council of Institutional Investors
Leslie Rahl, Founder and Managing Partner, Capital Market Risk Advisors,
IAFE Board of Directors
Mark Flannery, University of Florida
“What To Do About Too Big To Fail”
David Martin, AllianceBernstein
"How Regulation and Government Action
Will Shape the Capital Markets Landscape"
Conrad P. Voldstad, CEO,
Warning: Physics Envy Can Be Hazardous to Your Wealth!
Harris & Harris Group Professor, MIT Sloan School of Management & IAFE Senior Fellow
The quantitative aspirations of economists and financial analysts have for many years been based on the belief that it should be possible to build models of economic systems---and financial markets in particular---that are as predictive as those in physics. While this perspective has led to a number of important breakthroughs in economics, "physics envy" has also created a false sense of mathematical precision in some cases. In this talk, Professor Lo speculates on the origins of physics envy, and describes an alternate perspective of economic behavior based on a new taxonomy of uncertainty. He will illustrate the relevance of this taxonomy with some concrete examples drawn from both physics and finance, and will conclude by proposing an "uncertainty checklist" with which this taxonomy can be put into practice.
Credit Ratings and Securitization
Professor of Finance, Director, Centre for Finance and Maple Financial Group Chair in Derivatives and Risk Management, Rotman School & IAFE Senior Fellow
Keynote Speech: The Possible Misdiagnosis of a Crisis
Japan Chair of Finance, UCLA & 2009 IAFE/SunGard Financial Engineer of the Year Winner
High Frequency Trading
James Angel, Georgetown University
Eran Fishler, Pragma
Eric Hess, DirectEdge
Petter Kolm, Courant Institute, NYU
Sponsorships are available - for more details contact David Jaffe, Executive Director, IAFE at 646-736-0705
Online regsitration has closed.
Onsite registration will be available starting at 8 am June 18th.