ILOG Optimization for Quantitative Finance Breakfast
Thursday May 14th, 2009, London
Finance and investment markets are highly competitive and require statistical and predictive models to accurately measure credit risk. Optimization tools will not remove all risks inherent to financial markets but they will allow users to achieve the optimal leverage of resources while balancing profits and risks. These tools will become an inherent part of strategies for making more effective management decisions.
Widely used by investment banks and asset management firms, ILOG CPLEX—the most widely-deployed optimization software in the world with more than 100 of the Global 500 as customers—is used to optimize asset allocations (actions that minimize risks and volatility while maximizing returns). ILOG CPLEX optimizes a portfolio against specified indices, creating portfolios with risk profiles closely matched to a given benchmark, and creating, managing and rebalancing portfolios that meet customers' investment goals and risk aversions.
During this free event, a selection of presentations from our Optimization experts and from Michael Dempster (Director of the Centre for Financial Research) will show you how ILOG Optimization gives you a high competitive advantage to solve the most challenging problems encountered in the financial industry.
Register to join us for this free event.
ILOG Optimization for Quantitative Finance Breakfast Date: Thursday, May 14, 2009
Time: 8:00 am-10:30 am
Location: Regus No. 1 Poultry
London EC2R 8JR
Tel: 020 7643 2200
Directions
Agenda
Schedule Presentation
8:00 am Welcome with Coffee
8:15 am Introduction to ILOG Optimization : Hermann Stolle, ILOG
8:45 am Practical Asset Liability Management Using Dynamic Stochastic Optimization : Michael Dempster, Centre for Financial Research
9:45 am Using the ILOG Optimization Suite in your projects : Hermann Stolle, ILOG
10:30 am Discussion
Workshop Presenter
Hermann Stolle, PhD
Dr. Hermann Stolle has been working in the area of mathematical optimization for 14 years with a focus on portfolio optimization, logistics and production planning, unit commitment, network design and graph layout. In his current role as senior technical account manager at ILOG, an IBM Company, Dr. Stolle advises customers and prospects on ILOG, an IBM Company’s technologies and the conception of ILOG, an IBM Company’s optimization solutions.
Michael A H Dempster, Professor Emeritus, Centre for Financial Research, Department of Pure Mathematics and Statistics, University of Cambridge. Michael Dempster has taught and researched in leading universities on both sides of the Atlantic. He is currently editor-in-chief of Quantitative Finance. Mr. Dempster has been consultant to a number of global financial institutions and is regularly involved in executive education in financial engineering and risk management around the world. Author of over 100 published research articles in leading international journals; his books include Stochastic Programming, Derivative Securities (with S R Pliska), Risk Management: Value at Risk and Beyond and Quantitative Fund Management. He is currently managing director of Cambridge Systems Associates Limited, a financial consultancy and software company.
Contact
For answers to your questions or assistance with your workshop registration, please contact Christophe Megevand:
E-mail: id-emea-events@ilog.com
Phone: +44 (0)1344 661 688
Registration
Attendance is free. Refreshments will be provided, compliments of ILOG, an IBM Company.
To register for the breakfast, enter your e-mail address and you will receive an e-mail confirmation. Seating is limited, so we encourage you to register now.
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