2007:2008

Spring Term 2008

Wed 23rd Jan

Hedge Effect of Total Return Swap in the Real Estate Investment
Yoshiki Kago
Reitaku University 

Wed 06th Feb

Individual Competition Models in Socio-economic  Systems 
Yuri Kondratiev                                                                   
Univeristy of Reading

Wed 13th Feb

Rare Disasters and the Equity Premium in a Two-Country World 
Laurence Copeland                                                                    
University of Cardiff

Wed 20th Feb

Realistic Portfolio Analysis and Construction  
Robert Rice                                                                     
OCCAM 

Wed 27th Feb

Valuing Medieval Annuities: Were Corrodies Underpriced?  
Adrian Bell and Charles Sutcliffe                                                        
ICMA Centre

Wed 05th Mar

Overview of Monte-Carlo Techniques for Derivatives Pricing   
Stephen Smith                                                         
Royal Bank of Scotland