'Long term capital management' presentation slideshows

On the behaviour of financial markets: People, systems and concepts

On the behaviour of financial markets: People, systems and concepts. Khurshid Ahmad, Chair of Computer Science Trinity College, Dublin, IRELAND 17-19 Nov 2010. Behaviour and Financial Markets.

781 views • 69 slides

604 views • 60 slides

Long Term Capital Management

Long Term Capital Management. Finance 4820. Conflicting Goals. Goal of investment manager is to gather assets Goal of investor is large, consistent risk-adjusted returns. Pay for What Performance?. Rf return - should be free Add market risk with risk premium - should be almost free

949 views • 51 slides

Avoiding the recipe for disaster: overbetting, non-truly diversifying and then being hit by a bad scenario

Risk management of hedge funds using stochastic programming asset-liability models William T Ziemba Alumni Professor of Financial Modeling and Stochastic Optimization (Emeritus), UBC, Vancouver, BC, Canada.

853 views • 48 slides

Do not overbet.

Risk management of hedge funds using stochastic programming asset-liability models William T Ziemba Alumni Professor of Financial Modeling and Stochastic Optimization (Emeritus), UBC, Vancouver, BC, Canada.

584 views • 48 slides

The Economic Crisis and You

712 views • 45 slides

HEDGE FUNDS

612 views • 42 slides

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610 views • 35 slides

489 views • 34 slides

IDEAs Conference on Re-regulating global finance in the light of the global crisis Tsinghua University, Beijing 9-11 Ap

391 views • 32 slides

International Fixed Income

463 views • 32 slides

Enterprise Risk Management

1.46k views • 30 slides

Capital Market Update

Capital Market Update. February 22, 2010 Marc Louargand , Ph.D., CRE Co-Director University of Connecticut School of Business Center for Real Estate and Urban Economic Studies. A Brief Tour of the Capital Market. The root(s) of the problem The scale of the problem

372 views • 28 slides

Future of Modeling and Risk Management

394 views • 26 slides

Learning from the crisis: Is there a model for global banking?

Learning from the crisis: Is there a model for global banking? . C.P. Chandrasekhar. Introduction. Crisis not restricted to the mortgage periphery of the financial system or to Wall Street. Afflicts Banking as well. Two contradictory reasons why this was not expected:

355 views • 24 slides

Views of Risk

Views of Risk. Traditional Economic View. Th ? nen [1826] Profit is in part payment for assuming risk Hawley [1907] Risk-taking essential for an entrepreneur Knight [1921] Uncertainty non-quantitative Risk: measurable uncertainty (subjective)

358 views • 21 slides

Basket Options And Monte Carlo Methods

Allissa Cembrook. Basket Options And Monte Carlo Methods. Financial Basics. Investors purchase shares in the hopes that the company does well and will pay dividends to its shareholders. Financial derivatives are contracts between a writer (seller) and a holder (buyer).

334 views • 11 slides

The future of reinsurance?

The future of reinsurance?. Lars Powell, PhD Research Fellow The Independent Institute & Whitbeck -Beyer Chair of Insurance UALR College of Business . Academics Predicting the Future. Long Term Capital Management CDS modeling. Catastrophe risk markets at a regulatory crossroads.

271 views • 11 slides

RISK & FIDUCIARY COMMITTEE

RISK & FIDUCIARY COMMITTEE . Financial Engineering & Risk Management. Market. Asset & Liability Committee, responsible for O/N positions exceeding established guidelines. Pound Sterling Exposure is at 150 million pounds daily; currently at 700 million.

214 views • 10 slides

Finance 614: Subject and Structure

Finance 614: Subject and Structure. Galina A Schwartz Department of Finance Business School University of Michigan. We are going to study. International Financial Markets: Current Institutions: Offshore and Onshore Markets Financial Innovation Financial Instruments

212 views • 9 slides