4-Nov-10, 10:30 am to 4:30 pm, London.
Finance 2010 Conference organized by Wolfram Research, makers of Mathematica.
In our talks, we want to point out that there are obvious technical and economic reasons to build large scale financial solutions in the framework of Mathematica and how UnRisk ties numerical schemes that are not common in financial circles and symbolic representations to know-how packages. And we want to point out that Mathematica's dynamic visualization techniques enable risk professionals to expose risk that is usually hidden in traditional representations.
Talks will cover
- background, technologies and coverage
- why instruments-models-methods-implementations shall be organized orthogonally
- why advanced numerical schemes and parameter identification integrated into Mathematica matters
- why advances visualization techniques unmask risk hidden in plain sight
- what implementers can learn from link technologies, HPC computing and the PlayStation
Answering questions like: can model risk be quantified? Is Montecarlo just gambling? Why are trees so bad and Finite Element techniques required? The parameter fit is so good, why is the price so bad?
In the talks, will give exclusive insight with full explanation of the mathematical techniques and present live examples from the advanced bank practice.
