Q Group Australia 2007 Colloquium

Last updated 2 December, 2007

Venue:	WatersEdge, Pier One, 11 Hickson Rd, Walsh Bay, Sydney
Time:	23 October 2007 8:30am to 5:00pm.

From	To	Speaker	Topic
0830	0855		Registration, tea and coffee
0855	0900	Frank Ashe	President's Welcome
0900	0945	Igor Geninson	A Quant's View on Investing and Pricing Commodity Products
0945	1030	Dietmar Leisen	Options in Private Equity
1030	1050		Morning tea
1050	1130	Erik Schlogl	Option Pricing where the Underlying Assets Follow a Gram Charlier Density of Arbitrary Order
1130	1230	Dilip Madan	Asset Allocation with Multivariate Non-Gaussian Returns
1230	1330		Lunch
1330	1425	Peter Vann Troy Rieck Lawrence Irlicht Randall Maas	Panel Discussion: Alpha/Beta Separation
1425	1510	John Bowers	The Market Price of Alpha
1510	1525		Afternoon tea
1525	1610	Ron Bewley	The Lack of Common Features in US and Australian Equity Index Volatilities
1610	1655	Frank Ashe	Rolling Hills (Extreme Value Theory)
1645	1700	Frank Ashe	Concluding Comments