SIAM Student Chapter Delft

Delft University of Technology

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Student Computational Finance Day 2016

The SIAM Student Chapter at TU Delft is organizing a Student Computational Finance Day 2016 which is going to take place on May 23rd 2016.

The meeting will be a one-day workshop of PhD students that are working in the field of computational finance. We are happy to announce the participation of Doctor Fang Fang, Doctor Drona Kandhai and Professor Kees Oosterlee as keynote speakers. Fang did a PhD in computational finance and she is currently working as quantitative analyst in the Pricing Model Validation team at Rabobank. Her talk is about calculation of counterparty credit exposures under Internal Model Method. Drona is Head Front-Office Quantitative Analytics at ING Bank and assistant Professor at the University of Amsterdam. Because of his work experience in both academics and industry, he can give an interesting insight into both worlds. His talk will be mostly on the use of computational finance in the daily work at ING Bank. Kees is an expert in the field of computational finance and will give an overview talk during the workshop, in which he will introduce several interesting topics regarding computational finance.

Confirmed speakers are:

The final program is now available.

Address: Faculteit Elektrotechniek, Wiskunde en Informatica. Dijkstrazaal, HB 09.150.
  Mekelweg 4, 2628 CD Delft, The Netherlands. (How to get there)