October 12, 2007
Risk Research Luncheon
Yesterday PRMIA Calgary hosted a luncheon featuring overviews of recent graduate student research in the field of risk management. Scott MacDonald, Hong Miao and Greg Orosi described their work on simulating Alberta power pool prices, VaR and CVaR non-normal regime switching frameworks and implied volatility surfaces. Links to the presentations are listed below. The luncheon is one component of PRMIA Calgary’s efforts to strengthen the connections between industry and local educational institutions. Many thanks to the presenters and to the event sponsor SAS/Risk Advisory.
Posted by sdalton at October 12, 2007 04:44 PM