Events
Events — 2010
December 9, 2010 — Raphael Douady at the First Franco-Russian Financial Forum
On December 9th, Raphael Douady will speak at the First Franco-Russian Financial Forum in Moscow organized by Europlace.
October 28, 2010 — Raphael Douady at Columbia University in New York
Raphael Douady presents his research on polymodels, StressVaR and extreme risk measurement at Columbia University, Deaprtment of Statistics.
Thursday, October 28, 2010
Time: 4:00 - 5:00 PM
Location:
Columbia University, 1255 Amsterdam Avenue, Room 903 SSW, 9th Floor
October 13, 2010 — Seminar "Money-Bank-Finance-Insurance" at the University of Paris
Raphael Douady will present his research on polymodels, extreme risk and StressVAR during the seminar "Money-Bank-Finance-Insurance" at the University of Paris - Pantheon - Sorbonne, on Wednesday, October 13, at 5 PM, MSE, 6th floor.
September 14, 2010 — New York Argyle Forum on Pension Funds and Endowments
On September 14 2010 Raphael Douady is attending the Argyle Forum on Pension Funds and Endowments.
July 6-7, 2010 — Raphael Douady participates in the Paris Europlace Conference
Raphael Douady attends the Paris Europlace Conference. This year the conference's topic is "Positioning the Finance Industry for the New Growth Opportunities."
July 1, 2010 — Raphael Douady at the GARP Round Table Discussion
Raphael Douady participates in the round-table discussion "Risk Management Systems in the Aftermath of the Financial Crisis: Flaws, Fixes and Future Plans". The discussion is organized by the London Chapter of GARP and will take place at the British Bankers' Association Enterprises (BBAE), 105-108 Old Broad Street, Pinners Hall, London EC2N 1EX - UK, 8:30pm.
June 22-26, 2010 — Raphael Douady at the 6th World Congress of the Bachelier Finance Society
June 22-26, 2010, Raphael Douady will be attending the 6th World Congress of the Bachelier Finance Society that will take place in Toronto. On June 23, he will deliever a presentation "The Stress VaR: a new risk concept for superior fund allocation".
June 2nd, 2010 — GARP Paris, France Chapter Meeting Presents the StressVaR: a New Risk Concept for Risk Allocation
Raphael Douady will speak at GARP Paris, France Chapter Meeting about his research on StressVaR. The meeting will start at 6:30 PM at Riskdata, 6, rue de l'Amiral Coligny, To attend please register with GARP.
April 30, 2010 — Raphael Doudy at the Field Institute in Toronto
Raphael Douady will participate in the round table discussion "How I became a quant" organized by the Toronto chapter of the International Association of Financial Engineers (IAFE) at the Fields Institute, the University of Toronto.
April 22, 2010 — Atelier sur le thème "Gestion des risques extrêmes : une nouvelle approche de la gestion"
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Atelier sur le thème "Gestion des risques extrêmes : une nouvelle approche de la gestion" >>
March 25-26, 2010 — Raphael Douady at the 3rd Financial Risks International Forum in Paris
Raphael Douady is particpating in the 3rd Financial Risks International Forum in Paris, organized by the Louis Bachelier Institute, The event takes place at the Chambre de Commerce et d'Industrie de Paris (CCIP) 27, avenue Friedland, 75008, Paris.
March, 17, 2010 — StressVaR presentation for the Frontiers in Finance
Raphael Douady will present his research on StressVaR during the monthly Frontiers in Finance meeting.
March 3, 2010 — The StressVaR: A New Risk Concept for Superior Fund Allocation
International Association of Financial Engineers presents the lecture by Raphael Douady "The StressVaR: a New Concept of Superior Fund Allocation."
5:00pm Registration and Coffee Reception
5:30pm-6:30pm Event.
PricewaterhouseCoopers , 300 Madison Avenue, New York, NY.
February 23, 2010 — QWAFAFEW Seminar
Raphael Douady will present his research on Stress VaR before the New York chapter of Quantitative Work Alliance for Applied Finance and Education.
February 17, 2010 — Raphael Douady at the Russian Academy of Sciences
Raphael Douady will present a paper "NonlinearPpolymodels and the Measure of Risk in Scarce Data Environment" at the Steklov Institute of Mathematics, Russian Academy of Sciences. The presentatiopn starts at 4:45 PM Moscow time.
February 16, 2010 — Raphael Douady at the Institute of Economics and Mathematics of the Russian Academy of Sciences
Raphael Douday will deliever two papers at the Institute of Economics and Mathematics: "Chaos and Bifurcations in 2007-08 Financial Crisis" and "Measuring Risk with Scarce Observations". The lecture starts at 5 PM Moscow time.
January 28-29, 2010 — 2nd Annual Conference on Hedge Funds Clients, Liquidity and Fund Managers' Incentives
Raphael Douady will participate in the 2nd Annual Conference on Hedge Funds Clients, Liquidity and Fund Managers' Incentives
Paris, France
January 25 - 27, 2010 — Bachelier Colloquium, Metabief, France
Raphael Douady will present his research on StressVaR at the Bachelier Colloquium, Metabief, France.
January 21, 2010 — Financial Math Seminar, Courant Institute, NYU
On January 21, 2010, Raphael Douady will discuss systemic risk at Courant Institute, New York University.
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