This week

14-10

2011 October 06 (7:30PM start) at the Royal Institution the inaugural event of the 14-10 club will take place.  Speakers will be David Harding, Alex Lipton and Chris Bishop.

Membership is £350 per year, and places are limited. There is also a trial membership that is £35 per month. To apply for membership and more details, go to the 14-10 club website.

Thalesians

2011 October 05 7:30PM at City Pride near Canary Wharf.  (Note that this is the day before the event listed above, in case you are expecting chronological order.)

Speaker: John Crosby

Title: Reflections on trading and hedging complex derivatives: Is the business model broken?

Abstract: We ask if the business model used by banks to price and hedge complex derivatives is broken. Answering our own question in the affirmative, we propose simple-to-implement fixes which are based on more fundamental economic analysis and on banks holding reserves against market imperfections and model risks.

More details and registration are at:

http://events.thalesians.com/events/34518552/

Later

LondonR

2011 December 06. Details at http://www.londonr.org/

Computational and Financial Econometrics

2011 December 17-19 at the University of London. Details at http://www.cfe-csda.org/cfe11/

UseR! 2012

2012 June 12-15 at Vanderbilt University, Nashville Tennessee. Details at http://biostat.mc.vanderbilt.edu/wiki/Main/UseR-2012

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