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Events

Event: Fixed Income Markets: Past, Present and Future
Date: Wednesday, April 17, 2013
Time: Program Begins at 6:00pm
Location:
University of Illionis
College of Business and Instrunal Facility
Deloitte Auditorium
Room 1001
Champaign, IL

The International Association of Financial Engineers is pleased to endorse

"Fixed Income Markets: Past, Present and Future"

A Panel Discussion for Masters Students
in Financial Engineering and Finance,interested Faculty, PhD Students and Undergraduates

Panelists:

Dr. Morton Lane
Director, Masters in Financial Engineering at the University of Illinois

Dr. Galen Burghardt
Senior Advisor for Alternative Investment Solutions at Newedge

Kevin Kroeger
Partner and Trader at DRW Trading

Moderators:

Dr. Virginia Grace France
Assistant Professor of Finance, University of Illinois

Dr. George Pennacchi
Professor of Finance, University of Illinois

 

Abstract

Dr's Morton Lane and Galen Burghardt co-authored two foundational books, "The Treasury Bond Basis" and "Eurodollar Futures" with other colleagues* in the early years of fixed income cash market and derivative (i.e. basis trading) arbitrage. They served as brokers and advisors to large institutional clients at Discount Corporation of New York Futures. Those books were updated by DrBurghardt and colleagues in several editions; they still serve to inform the industry today. Kevin Kroeger a Partner and trader of DRW Trading will complement their review by specifically describing how he currently trades in fixed income markets and what he anticipates for the future, particularly with reference to Swaps and CDS that are about to be Exchange cleared.

*Co-authors included; Terry Belton, currently Chief of Portfolio Strategy, CIO Unit, J P Morgan;Rick McVey, currently Chief Executive Officer, MarketAxess; Geoffrey Luce, currently Senior VPat Chicago Capital Markets and John Papa, then Basis Trader and VP at Discount Corporation of New York Futures.

 


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