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
Dec. 3 Yi Zheng, Manulife-John Hancock, Enterprise Risk Management Slides
There is no final exam