Math 5800 sec. 018

Fall 2014

Financial Math Practitioners Forum

Wednesdays, 5:45 to 8:15 PM

MSB403

Visitors Welcome

Financial Services Industry Map (Viewing Copy)

Financial Services Industry Map (Print Copy)

Functions View--Cash Flow View--Historical View--Core Business View

SCHEDULE

Aug. 27 Introduction to Financial Services Industry

Sept. 3 Introduction to Financial Services Industry

Sept. 10 Introduction to Financial Services Industry

Sept. 17 Introduction to Financial Services Industry

Sept 24 Introduction to Financial Services Industry

Oct. 1 Introduction to Risk Neutral Valuation Models

Oct. 8 Introduction to Risk Neutral Valuation Models Summary of Risk Neutral Model Concepts

Oct. 15 Cancelled

Oct. 22 Jon Wu, Asset-Liability Management Presentation Slides

Oct. 29 Jim Bridgeman, Interest Rate Modeling for Stress-Testing

Nov. 5 Introduction to Risk Neutral Valuation Models

Nov. 12 Tim Nguyen, Portfolio Management and Risk Management CANCELLED

Nov. 19 Jon Wu, Enterprise Risk Management: read pp. 217-223 & 274-303 ING Report (also 224-273 if interested in bank risk)

For comparison (US company versus European –above) Voya Annual Report_2013.pdf

presentation slides

Dec. 3 Yi Zheng, Manulife-John Hancock, Enterprise Risk Management Slides

There is no final exam

test