Finance Research Day

14 October 2022 09:00 till 17:00 - Location: Commissiekamer 3, Aula, TU Delft | Add to my calendar

The Delft Institute of Applied Mathematics (DIAM) is organizing the first Finance Research Day at TU Delft with the aim of connecting academics, practitioners and regulators working in the area of quantitative finance, to discuss current challenges and explore new directions in finance.



09:30 Coffee and Tea



10:00 Opening - Kees Vuik (Head of DIAM)
10:15 Paul Embrechts - ETH Z├╝rich - Risk Revealed: Cautionary Tales, Understanding and Communication
11:00 Fang Fang - FF Quant / TU Delft - Recent developments in quantitative research and modelling in the financial industry



11:30 Break



11:45 Liakos Papapoulos / Mariska Douwens Zonneveld / Michael Kurz  - MN - The increasingly innovative use of market and ESG data within the Pension Fund community
12:15 Antonis Papapantoleon - TU Delft - Model-free and data driven methods in mathematical finance



12:45 Lunch



14:15 Marc Pooters / Rob Graumans - AFM - The systemic risk aspect of market liquidity for investment funds and the usefulness of agent based market simulations
15:00 Fenghui Yu - TU Delft - Optimal Pairs Trading: Dynamic Mean-Variance Strategies



15:30 Break



16:00 Kees de Graaf / Paul Gruntjes - AEGON - Challenges in Modern Asset Liability Management
16:30 Harold de Boer - Transtrend - Beware of the quants



17:00 Drinks & Bites


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