Analytics & Risk Technology in Finance 2010—Thursday 4 November


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Please note: The product demonstration stands will be available to you throughout the day; however, for your convenience, extra time is also available at the end of the day.


4 November 2010

Time Session Speaker
10–10:30am Registration and coffee
10:30–10:35am Welcome Address Jamie Smith, Wolfram Research
10:35–11:35am Introduction to Mathematica Peter Overmann and Tom Wickham-Jones, Wolfram Research
11:35–12:05pm Getting Data from Unusual Systems into Mathematica Roger Wilson, Royal Bank of Scotland
12:05–12:40pm Performance Computing with Mathematica and CUDA Tom Wickham-Jones, Wolfram Research
12:40–1:40pm Lunch in the Foyer
1:40–2:35pm UnRisk—Build a Large-Scale Quant Finance System with Mathematica Dr. Andreas Binder, MathConsult GmbH
2:35–3pm Can You See the Risk?—Visualization in Quantitative Finance with Mathematica Michael Aichinger, RICAM
3–3:15pm Tea/Coffee Break
3:15–3:40pm Corporate Debt Risk Management with Mathematica Derek Yates, Royal Bank of Scotland
3:40–4:10pm Forthcoming Technologies Tom Wickham-Jones, Wolfram Research
4:10–4:30pm Optimization of General Risk Measures and StochOptia Preview Professor William Shaw, King's College London
4:30–4:45pm Supercomputing at 1/10th the Cost Chris Butler, NVIDIA
4:45–5pm Q&A
5pm Sessions End
5:30pm Stands Close