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January 10, 2007

Upcoming Events and Other News

PRMIA Institute Course. PRMIA Institute's two-day course, Credit Derivatives 2007, will be held January 16 and 17, 2007 at the Mid-Day Club in Chicago. The course will provide an introduction to credit derivative products, including their pricing and hedging, and also will cover applications in risk management, asset allocation, capital structure arbitrage and trading of credit as an asset class. The course will be led by Dr. Izzy Nelken.

For more information please visit the PRMIA website.

QWAFAFEW meeting. QWAFAFEW will meet on Tuesday, January 30, 2007, from 5:00 to 7:00 P.M. at Mesirow Financial, 350 North Clark Street, Chicago.

The meeting's theme is "Innovative Factors in Equity Modeling." The speakers for the meeting are Mr. Carson Boneck and Mr. Jason Hans, who are senior quantitative analysts at Quantitative Services Group (QSG) and Mr. Rawley Thomas, president of LifeCycle Returns, Inc. The moderator of the meeting is Mr. Keith Black from the Stuart Graduate School of Business at the Illinois Institute of Technology.

Admission to the meeting is $10 with refreshments provided. RSVP directly to QWAFAFEW at Chicago@qwafafew.org by Thursday, January 25.

Forthcoming publication. Ms. Hilary Till, who is on the steering committees of PRMIA and QWAFAFEW in Chicago, has co-edited a book with Mr. Joseph Eagleeye. The book, Intelligent Commodity Investing: New Strategies and Practical Insights for Informed Decision Making, is coming in Spring 2007. More information is available online.

Hilary, who is a co-founder of Premia Capital Management, LLC, is also a principal of Premia Risk Consultancy, Inc., which advises investment firms on derivatives strategies and risk management policy. Her presentation, "Early Lessons from the Amaranth Debacle," and her report, "EDHEC Comments on the Amaranth Case: Early Lessons from the Debacle," are available online. Her report recently was cited in the European Central Bank's Financial Stability Review, December 2006.

Posted by tgok at January 10, 2007 08:51 PM