| 2007 ANU FAS Seminar Series |
| Date |
Time |
Presenter |
Title* |
Venue |
| 23 February 2007 |
11.00 -12.30 |
Professor Doug Foster |
Linking Limit Order Books |
FAS Seminar Room |
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Australian National University |
Managing Free Options on Options |
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| 2 March 2007 |
11.00 -12.30 |
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FAS Seminar Room |
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| 9 March 2007 |
11.00 -12.30 |
Associate Professor Carole Comerton-Forde University of Sydney |
Measuring closing price manipulation |
FAS Seminar Room |
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| 16 March 2007 |
11.00 -12.30 |
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FAS Seminar Room |
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| 23 March 2007 |
11.00 -12.30 |
Dr Ashraf Chaudhry
Queensland Investment Corporation
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The QIC Factor Model |
FAS Seminar Room |
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| 30 March 2007 |
11.00 -12.30 |
Associate Professor David Gallagher
University of New South Wales |
The value of alpha forecasts in portfolio
construction |
FAS Seminar Room |
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| 27 April 2007 |
11.00 -12.30 |
Dr Eliza Wu
University of New South Wales |
The dynamic pricing of sovereign risk in
emerging markets: fundamentals and risk aversion |
FAS Seminar Room |
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| 4 May 2007 |
11.00 -12.30 |
Mitchell Prevett
PricewaterhouseCoopers |
Statistical Case Estimation for Long Tail Claimants |
FAS Seminar Room |
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| 11 May 2007 |
11.00 -12.30 |
Professor Eckhard Platen
University of Technology Sydney |
A benchmark approach to Finance |
FAS Seminar Room |
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| 18 May 2007 |
11.00 -12.30 |
Dr Emiliano Valdez
University of NSW |
Hierarchical Insurance Claims Modelling |
FAS Seminar Room |
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| 25 May 2007 |
11.00 -12.30 |
Dr Barry Oliver
Australian National University |
To be confirmed |
FAS Seminar Room |
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| 1 June 2007 |
11.00 -12.30 |
Anton Kapel and Zachary Roberts |
To be confirmed |
FAS Seminar Room |
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Tillinghast Towers Perrin |
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| * Subject to final change |
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| For further information, please contact seminar coordinators: chris.bilson@anu.edu.au or tim.higgins@anu.edu.au |
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