Modelling Directional Hedge Funds
|6 November 2001
|13:00-14:00 (Timezone: Europe/London)
|ICMA Centre, Room G03/04
He previously worked at Citibank as a Vice-President in the FX Engineering Group. He was a proprietary trader for almost ten years at Dresdner Kleinwort Benson, BZW and Banque Nationale de Paris' London Branch. He has experience in quantitative strategies, as an actuary and having done his PhD on the stochastic properties of trading rules.