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provided by: Macquarie Applied Finance Centre |
Q Group Colloquium Program 1998
Last updated on 16 September 1998
| Start | End | Topic | Speaker(s) |
| 8:30 | 9:00 | Registration | |
| 9:00 | 9:10 | Getting started | Chairperson |
| 9:10 | 9:30 | Discount rates implicit in option pricing in the non-risk neutral economy | Garry de Jager |
| 9:30 | 10:00 | Time diversification - Fact or fantasy? | David Gentle |
| 10:00 | 10:30 | Derivatives performance attribution | Mark Rubinstein |
| 10:30 | 11:00 | Morning tea | |
| 11:00 | 11:30 | Research review | Mark Rubinstein |
| 11:30 | 11:55 | Scenario analysis in active asset allocation processes | Susan Gosling |
| 11:55 | 12:30 | Analysis of analysts' forecasts | Ron Bird |
| 12:30 | 1:30 | Lunch | |
| 1:30 | 2:00 | Trends in the quant people market | Jocelyn Dehnert |
| 2:00 | 2:20 | Company issued warrants | John Handley |
| 2:20 | 2:40 | Valuation of options on the average (Asian options) | Daniel Dufresne |
| 2:40 | 3:05 | Panel discussion: "What is an asset class" | Peter Higgs, John Bowers |
| 3:05 | 3:35 | Afternoon tea | |
| 3:35 | 4:05 | Style analysis in Australian equities | Scott Donald |
| 4:05 | 4:35 | GARCH options | Rob Trevor |
| 4:35 | 5:05 | Emerging market portfolio stability | David Walsh |
| 5:05 | 5:25 | Close |
