Past events
PWS 2012 materials
| Lecture | Docs |
Black swans, Dragon kings & Prediction
Prof. Dr .Didier Sornette (ETHZ) |
PDF (6MB) |
Hot Topics in Risk Management: Open questions posed by the crisis
Prof. Dr. Sergey Smirnov (Higher school of economics)
|
PDF (2MB) |
Life and Death of Hedge Funds
Dr. Olga Kolokolova (Manchester business school)
|
PDF (1MB) |
Forecasting volatility using multifractal models
Dr. Vladimir Filimonov (ETHZ)
|
PDF (10MB) |
Term Structure Models
Dr. Victor Lapshin (Higher school of economics)
|
PDF (1MB) Video |
Pricing Illiquid Bonds
Dr. Sergey Ivliev (Prognoz, Perm state university)
|
PDF (2MB) Video |
Prudential Regulation on Market Risk: From Basel I to Basel III
Dr. Alexey Lobanov, FRM (REA Risk Management)
|
PDF (1MB) Video (2) |
Equity portfolio liquidation value estimation with microstructure taken into account (MICEX case)
Vladimir Naumenko (Higher school of economics)
|
PDF (7MB) Video |
Market resiliency estimation based on MICEX stocks high-frequency data
Nikolay Andreev (Higher school of economics)
|
PDF (1MB) Video |
Market reverse engineering and simulation model
Tatyana Efremova (Prognoz Risk Lab)
|
PDF (1MB) Video |
Market liquidity measurement and econometric models
Viacheslav Arbuzov, Maria Frolova (Prognoz, Perm state university)
|
PDF (1MB) |
Market Risk on Corporate Sector: FX and Interest Rate Risk
Artyom Kokosh, CFA, FRM (InterRAO)
|
PDF (1MB) Video |
Psychological aspects of human interactions through trading and risk management process
Polina Mikhailova (Freelance psychologist)
|
PDF (1MB) Video Study Results |
Hedging with Futures
Alexey Kolokolov
|
PDF (1MB) |
Equilibrium on the Interest Rate Market Analysis
Eva Kvasnickova
|
PDF (3MB) |
Options: Risk reducing or creation?
Marianna Morozova
|
PDF (7MB) |
Insider dealing regulations
Alexander Starikov |
PDF (1MB) |
Basel 3 in non-EU countries
Tatyana Leonovich |
PDF (1MB) |
|
Anastasia Pleten |
PDF (1MB) |
P-adic Theory of Stock Market
Victor Zharkov |
PDF (1MB) |
Indian Market Scenario
Bismark Singh |
PDF (1MB) |
Optimal Execution Size in Algorithmic Trading
Pankaj Kumar |
PDF (1MB) |