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Time Session
09:00 Welcome and Introduction
Steve Wilcockson, MathWorks
09:10 Keynote: Visualising Financial Data in MATLAB
Kerr Hatrick, Deutsche Bank
09:50 Keynote: Key Directions for MATLAB
Roy Lurie, MathWorks
10:20 Break and Exhibition
10:50 “Numerical Methods in Finance” at Imperial College: MATLAB as a Versatile Teaching Tool
Antoine Jacquier, Imperial College London
11:30 MATLAB: Committed to Excellent Algorithms
Jos Martin, MathWorks
Master Class: Optimisation and Curve Fitting
Ian Noell, MathWorks
12:15 Lunch and Exhibition
13:30 Using MATLAB for Risk Modelling: Two Practical Applications
Evi Pliota and Gary Dunn, HSBC
14:10 Mathematics, Optimisation, and Statistics: Cutting-Edge Algorithms for Difficult Data and Complex Models
Ian Noell, MathWorks
Master Class: MATLAB Object-Oriented Programming
David Sampson, MathWorks
14:55 Break and Exhibition
15:25 Using MATLAB for Real-Measure Calibration of Stochastic Volatility Models in Finance
Leonid Timochouk, Royal Bank of Scotland, and Vadim Anufrijenko, independent trader
16:05 Taking MATLAB into Production
David Sampson, MathWorks
Master Class: MATLAB: Parallel Computing and GPUs
Ben Tordoff, MathWorks
16:45 Close
Steve Wilcockson, MathWorks
17:00 Drinks reception
19:00 End

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