Umberto Cherubini


Curriculum Vitae | Books | Publications |Work in Progress|

 

 



FORTHCOMING EVENTS

 

 January 20, 2010

·       ANCI Toscana Conference:   L’Impatto della Finanziaria 2010 sui Bilanci degli Enti Locali (“The Impact of the 2010 Financial Law on the Balance Sheet of Municipal Entities”)

·       Location: Viareggio

·       Title: La Nuova Regolamentazione dei Contratti Derivati: i Compiti degli Enti, i Rapporti con gli Istituti di Credito  (“The New Regulation of Derivative Contracts: The Duties of Municipal Entities, the Relationship with Financial Institutions”)

February 5,  2010

·       Risk Management Institute Research Workshop.

·       Location: Singapore

·       Title: Copula Models and Speculative Price Dynamics

February 24,  2010

·       London Finance Graduate Program

·       Location: Birbeck College, London

·       Title: Copula Functions and Markov Processes for Equity and Credit Derivatives

·       Presentation:Birbeck Lecture 2010.ppt

 

 

March 24, 2010

·       Bloomberg Workshop

·       Location: New York

·       Title: On the Term Structure of Multivariate Equity Derivatives

·       Presentation:  Bloomberg 2010.ppt

 

 

May 25, 2010

·       San Gallen University

·       Location: San Gallen

·       Title: On the Term Structure of Multivariate Equity Derivatives

·       Presentation:  San Gallen 2010.ppt

 

 

September 10-11, 2010

·       International Conference Dynamic Copula Methods in Finance

·       Location: Bologna,

·       Website: Bologna 2010

·       Program: to be defined

 

December 13, 2010

·       UTS Practitioner Workshop

·       Location: Sydney

·       Title: Dynamic Copula Methods in Finance and Other Risk Management Methods

·       Program: QMF 2010 Cherubini_v6.pdf

·       Website: http://www.qfrc.uts.edu.au/qmf

·       Presentation: work in progress