MSCF SPEAKER SERIES
OFFICIAL  INVITATION
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IT IS WITH GREAT PLEASURE AND SOME AMOUNT OF  PRIDE THAT I ANNOUNCE THE NEXT 
EVENT IN THE SPEAKER SERIES. NEXT FRIDAY WE WILL  HAVE THE HONOR TO HOST A 
CONFERENCE GIVEN BY MR. VINCE KAMINSKI HEAD OF RESEARCH  AT ENRON CORP.? 
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THE?SIXTH EVENT IS?NEXT FRIDAY (Nov  3rd)!?  
From: 11.30-13.30
please attend!!!





The Next Event in the  
Student Speaker Series is: 

Friday, November 3, 2000

11:30 a.m. to 12:30  p.m. Fast Lab 

[IMAGE]Vince  Kaminski


Enron Corp.




Tentative Student Speaker Series Schedule 2000-2001 

The following is a tentative schedule of the MSCF Student Speaker Series for  
the 2000-2001 academic year. All events take place from 11:30 a.m. to 12:30 
p.m.  in the Fast Lab (GSIA 229) unless otherwise noted. Updates are soon to  
follow.

Volatility Curve and Bond Basis  
August 11, 2000
David Hartney & Jerry Hanweck
Vice  President, Futures and Option Sales & Head of North American Futures 
and  Options Research; J. P. Morgan


Price and Hedging Volatility  Contracts 
September 1, 2000
Dmitry  Pugachevsky
Deutsche Bank

Dmitry Pugachesky is a Director with OTC  Derivatives Research of Deutsche 
Bank, where his research is primarily focussed  on credit derivatives. Prior 
to joining Deutsche Bank, Dmitry worked for six  years with Global Analytics 
Group of Bankers Trust. There he developed models  for emerging markets, 
interest rates, and equity derivatives and also  participated in actual 
trading and structuring of interest rate options. He  received his PhD in 
applied mathematics from Carnegie Mellon University  specializing in control 
theory for stochastic processes. He has published  several papers on 
modelling in emerging markets and on valuation for passport  options.  


A Measurement Framework for Bank Liquidity  Risk 
September 15, 2000
Raymond Cote
Vice  President, FinRad Inc.

Raymond Cote is Vice President, Financial  Engineering at FinRad Inc., a 
Montreal-based consulting firm offering financial  management solutions that 
combine advisory and systems development services to  &corporations and 
financial institutions.

Abstract:

Liquidity  risk, as opposed to credit and market risks, has received little 
attention in  professional or academic journals. We argue that analyzing bank 
liquidity risk  can be viewed as a variation of credit risk analysis. After 
introducing some  concepts and definitions, the presentation defines a 
framework allowing to  measure a bank's structural liquidity risk. It then 
shows that combining the  framework with modern credit risk measurement tools 
leads to a liquidity risk  VAR measure. The presentation then offers 
concluding comments on the integration  of the liquidity risk measurement 
framework within enterprise-wide risk  management.


The Impact of Electronic Trading on the Uses  of Quantitative Research in 
Equity Options 
September 22,  2000
Scott Morris
Hull Group, Quantitative Research Department  



Quantitative Research in Investment  Management 
October 6, 2000
Raman Srivastava  & Anna Bulkovshteyn
Assistant Vice President, & Fixed Income,  Quantitative Analysts, Putman 
Investments

[IMAGE]
TBA 
November 3,  2000
Vince Kaminski
Enron Corp.


Fund Management and Market  Efficiency 
November 10, 2000
Andrea  Dalton
Researcher, Friess Associates 
(advisor to the Brandywine  Funds).


TBA 
November 17,  2000
Jeff Keifer & Deb
AEP


Tutorial on BRIDGE  
November 24, 2000
Pierre Ste-Marie & Punit  Rawal
MSCF Students


A Corporate Risk Management  Framework 
December 8, 2000
Darin Aprati &  Brian Moore
McDonald's



[IMAGE]Math Speaker  Series Schedule 2000-2001
[IMAGE]Speaker Series Student  Committee
[IMAGE]Previous Speakers


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Pierre-Philippe  Ste-Marie
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[IMAGE]http://pstemarie.homestead.com