Finance Research Day
15 december 2023 09:00 t/m 17:00 - Locatie: Commissiekamer 3, Aula, TU Delft | Zet in mijn agenda
The Delft Institute of Applied Mathematics (DIAM) is organizing the second 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.
Program
| 09:30 | Coffee and Tea |
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| 10:00 | Opening - |
| 10:15 | Natalie Kessler - DNB / - Challenges and Solutions in Supervising with Big Data |
| 11:00 | Shuaiqiang Liu - ING / TU Delft - Deep learning-based methods for implied volatility surfaces |
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| 11:30 | Break |
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| 11:45 | Jasper Rou - TU Delft - Deep Gradient Flow Methods for Option Pricing in Diffusion Models |
| 12:15 | Marcel Smith / Kees de Graaf - MavenBlue - Challenges in balance sheet management |
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| 12:45 | Lunch |
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| 14:15 | Wim Schoutens - KU Leuven / RiskConcile - Taboos in Finance |
| 15:00 | Tim Vogel - Robeco - From research to practical implementations |
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| 15:30 | Break |
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| 16:00 | Chiheb Ben Hammouda - U Utrecht - Empowering Fourier-Based Methods for the Efficient Valuation of High-Dimensional Derivatives |
| 16:30 | Liakos Papapoulos - LP Innovation Advisory - How thinking in ecosystems can accelerate innovation and add value for the pension fund community |
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| 17:00 | Drinks & Bites |