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Accelerating the pace of engineering and science



9 June 2011

Time (EDT) Session
7:00 a.m. Keynote Presentation: Driving Innovation with MATLAB
Roy Lurie, MathWorks
8:00 a.m. Inside the Tornado with MATLAB
Martyn Dorey, CAMRADATA
9:00 a.m. How Fennia Life Models Insurance Risk for Solvency II, Using MATLAB and the mSII Toolbox
Timo Salminen, Model IT
10:00 a.m. Basel 2 Advanced Internal Rating-Based (AIRB) Credit Risk Modeling Using MATLAB
Bart Hamers, Dexia
11:00 a.m. Building Models for High-Frequency Algorithmic Trading Strategies Using MATLAB*
Christian Hesse, Deutsche Bank
12:00 p.m. MATLAB: A Corporate Development Tool at Banc Sabadell
Joan Puig, Banc Sabadell
1:00 p.m. “The Prayer”: A 10-Step Checklist for Advanced Risk and Portfolio Management
Attilio Meucci, Kepos Capital, LP
2:00 p.m. Design of Modern Forecasting and Policy Analysis Systems at Central Banks
Jaromir Benes, International Monetary Fund
3:00 p.m. Using MATLAB to Undertake Financial System Risk Analysis
Nicholas Labelle, Bank of Canada

* Video not available