Vorträge
Dr Georg Stapper
Modelling Incremental Risk Charge
Risk Management Breakfast, September 2010
Matthias Föhl
Macroeconomic Stress Testing
Risk Management Breakfast, September 2009
Dr Tim Brunne
UniCredit Markets & Investment Banking
Credit Derivatives in 2009 and Current Developments
Risk Management Breakfast, September 2009
Dr Georg Stapper
Economic Capital Allocation
Energyforum, ERM Conference, April 2009
Henrik Martensson
Tackling the system performance challenge at multi strategy hedge funds
Risk Management Breakfast, September 2008
Tilman Koschnick
A Cluster is more than just a bunch of boxes
Risk Management Breakfast, September 2008
Dr Daniel Egloff
Delivering High Performance for Financial Models and Risk Analytics
Risk Management Breakfast, September 2008
Dr Jürn Schmelzer
ABSolution - ABS Servicing Solution by d-fine
Risk Management Breakfast, September 2008
Dr Tim Brunne
UniCredit Markets & Investment Banking
Current State of the Subprime Crisis
Risk Management Breakfast, June 2008
Dr Anne Kleppe
Integration of CDOs into a Merton style portfolio model
Risk Management Breakfast, June 2008
Dr Constantin Sobiella
Commodity Hedge Accounting - An introduction
Risk Management Breakfast, April 2008
Dr Michael Jost
RWE Supply & Trading GmbH
Credit Risk in Commodity Trading ...and how RWE Supply & Trading deals with it
Risk Management Breakfast, April 2008
Ulf Henning Jacobs
Yield estimates for ABS-Transactions
Risk Management Breakfast, February 2008
Dr Georg Stapper
Risikosensitive Allokation von Ökonomischen Kapital - Schlüssel zum Profitabilitätsmanagement
Effizientes Kreditportfoliomanagement, Mainz 19.09.2007
Dr Georg Stapper
Merton Style Factor Model - Aspects of implementation & application
Capital Allocation, London Sep 17th 2007
Basel II & IFRS Convergence
d-fine and Fernbach Executive Breakfast, May 2006
Hans-Peter Deutsch
Way above the Efficient Frontier: Portfolio Optimization in Downturn
Markets
9. Karlsruher Ökonometrie-Workshop, Risk Assessment: Decisions in Banking and Finance, April 2006
Hans-Peter Deutsch
Martingalmaße: mächtige Werkzeuge zur Bewertung aller Finanzinstrumente
XVI. Heidelberger Graduiertenkurse Physik, April 2006
Hans-Peter Deutsch
Zinsen und Zinsinstrumente mit Martingalmaßen
XVI. Heidelberger Graduiertenkurse Physik April 2006
Reinhard Hirsch
Modelling Price Processes and Risk Management for Commodities and Energy
XVI. Heidelberger Graduiertenkurse Physik, April 2006
Mark W. Beinker
Valuation of multi-callable defaultable bonds
London 7th February 2006
Dr Georg Stapper
Stress Testing in an Economic Capital context
Risk Breakfast - Technical Series, London 28th October 2005
Mark W. Beinker
Implementing Credit Portfolio Derivatives in Practice
Credit Trading Update Seminar London, April 2005
Lutz Molgedey
Calibration of the Deterministic and Stochastic Voaltitlity Libor Market Model
d-fine MathFinance Workshop, April 2002
Christoph Bennemann
Application of MC Methods in Finance
CECAM Workshop Lyon, October 2002
Dr Oliver Hein
Framework for Liquidity Risk and Cost Management: steering clear of the liquidity gap and navigating through the competitive environment
PRMIA Global Events Series on Liquidity Risk, April 2010
