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Where did it all go wrong?: Wilmott Magazine Article (Excerpt)
Paul Wilmott 4793 Views

Dr. Paul Wilmott on how mathematical finance has become both boring and dangerous.

Quiz 6: Tulip Options Pricing Answers
Aaron Brown 3288 Views

Given the unimpressive performance of the forum on Quiz 4, which involved option pricing with one time period and three states, I was not optimistic about answers for a two-time period, six-state problem. I was wrong. We received many correct answers, including some that dug deeper than intended into the problem. There were wrong answers as well, but even these showed a basic grasp of option pricing.

V-FI Asia 2016 - Asia's only Summit on Valuation and Risk for Financial Instruments - 19-20 April 2016 - Hong Kong
V-FI Asia 2016
Asia's only Summit on Valuation and Risk for Financial Instruments Conference: 19 - 20 April 2016
Post-Conference Workshop: 21 April 2016
The Excelsior Hotel, Hong Kong

The V-FI series is the only dedicated annual event on the valuation and risk management of financial instruments. With events in London, New York and now Hong Kong, it brings together Heads of Risk, Valuation, Modelling and Finance with Regulators and experts to shape best practices throughout the industry.

Join 40+ leading speakers and 100+ peers to learn the latest trends in valuation and risk control, APAC regulation, product pricing trends, sourcing market data, XVA, product control, asset trends and more at the 1st V-FI Asia Summit.

Get a 15% discount on your place when you register with VIP code FKM63352WML - Register online, call +44 (0)20 7017 7702 or email

40+ APAC Heads of Valuation, Risk, Modelling and Finance speaking:

* Saiyang Liu, Managing Director - Firm-wide Valuation Control Group APAC, JP Morgan
* Mudasir Kazi, Global Head of Valuation Control, Standard Chartered
* Feng Chang, Managing Director, Head of APAC XVA Trading, Bank of America Merrill Lynch
* David Trafford, Global Head of Valuation Control, Singapore, ANZ
* Simon Goo, Head of Group Risk Analytics Division, United Overseas Bank (UOB)
* Joaquín Calvo, Head of Market Risk and Liquidity, CITIC Bank International Keynote sessions

Keynote Risk and Valuation updates

* Regulators' and Bank Panel - Regulatory Priorities for APAC
* Comparing Valuation Approaches to Market Volatility
* Effective Market Data for Valuations and IPV: Best Practices
* Asia Heads of Valuation Panel - Strategic Direction for Valuation in APAC
* Benchmarking Approaches to xVA across Asia
* Creating an Effective Model and Valuation Risk Framework
* Central Clearing and Valuation: Introducing MVA

Get a 15% discount on your place when you register with VIP code FKM63352WML - register online, call +44 (0)20 7017 7702 or
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