mscf speaker series pierre philippe impression presentation 3 30 11 30 fine want confirm vince pierre philippe ste marie 10 28 2000 12 22 36 pierre philippe ste marie punit rawal cc subject mscf speaker series mscf speaker series official invitation great pleasure amount pride announce next event speaker series next friday honor host conference given mr vince kaminski head research enron corp sixth event next friday nov 3 rd 11 30 13 30 please attend next event student speaker series friday november 3 2000 11 30 12 30 p fast lab image vince kaminski enron corp tentative student speaker series schedule 2000 2001 following tentative schedule mscf student speaker series 2000 2001 academic year events take place 11 30 12 30 p fast lab gsia 229 unless otherwise noted updates soon follow volatility curve bond basis august 11 2000 david hartney jerry hanweck vice president futures option sales j p morgan price hedging volatility contracts september 1 2000 dmitry pugachevsky deutsche bank dmitry pugachesky director otc derivatives research deutsche bank research primarily focussed credit derivatives prior joining deutsche bank dmitry worked six years global analytics group bankers trust developed models emerging markets interest rates equity derivatives also participated actual trading structuring interest rate options received phd applied mathematics carnegie mellon university specializing control theory stochastic processes published several papers modelling emerging markets valuation passport options measurement framework bank liquidity risk september 15 2000 raymond cote vice president finrad inc raymond cote vice president financial engineering finrad inc montreal based consulting firm offering financial management solutions combine advisory systems development services corporations financial institutions abstract liquidity risk opposed credit market risks received little attention professional academic journals argue analyzing bank liquidity risk viewed variation credit risk analysis introducing concepts definitions presentation defines framework allowing measure bank structural liquidity risk shows combining framework modern credit risk measurement tools leads liquidity risk var measure presentation offers concluding comments integration liquidity risk measurement framework within enterprise wide risk management impact electronic trading uses quantitative research equity options september 22 2000 scott morris hull group quantitative research department quantitative research investment management october 6 2000 raman srivastava anna bulkovshteyn assistant vice president fixed income quantitative analysts putman investments image tba november 3 2000 vince kaminski enron corp fund management market efficiency november 10 2000 andrea dalton researcher friess associates advisor brandywine funds tba november 17 2000 jeff keifer deb aep tutorial bridge november 24 2000 pierre ste marie punit rawal mscf students corporate risk management framework december 8 2000 darin aprati brian moore mcdonald image math speaker series schedule 2000 2001 image speaker series student committee image previous speakers pierre philippe ste marie image http pstemarie homestead com