Math 5800 sec. 05

Fall 2009

Financial Math Practitioner’s Forum

Wednesdays, 6:30 to 8:30 PM

MSB319

Visitors Welcome

Financial Services Industry Map (Viewing Copy)

Financial Services Industry Map (Print Copy)

SCHEDULE

Sept. 2 Orientation to Applied Financial Mathematics

Sept. 9 Introduction to Financial Services Industry

Sept. 16 Introduction to Financial Services Industry

Sept. 23 Introduction to Financial Services Industry

Sept 30 Introduction to Financial Services Industry

Oct. 7 Introduction to Financial Services Industry

Oct. 14 Introduction to Financial Services Industry

Oct. 21 NO CLASS MEETING

Oct. 28 Jim Bridgeman, UConn Math Department, Interest Rate Modeling for Stress Testing

Nov. 4 Nick Mocciolo, Hartford Group, Credit Default Swaps

Nov. 11 Kevin Means, Managing Partner, Alpha Equity Management LLC, How to Make Money with Math

Nov. 18 Risked-Based Valuation, discussion of the ideas of David C. Shimko, Global Association of Risk Professionals slides

Dec. 2 Eric Halpern, Vice President Global Hedging Programs, White Mountains Financial Services

Dec. 9 Joe Jenkinson, Investment Risk Manager, Aetna, Fixed Income Risk Management

TBD = speakers from industry to be announced