BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Credit Suisse Technical Seminar: Modelling and Risk Analysis of Po
 wer Reverse Dual Multicurrency Notes - Dr. Darryl Copsey\, Quantitative St
 rategies\, Credit Suisse
DTSTART:20101208T170000Z
DTEND:20101208T180000Z
UID:TALK28275@talks.cam.ac.uk
CONTACT:21560
DESCRIPTION: A Power Reverse Dual Multicurrency note is an exotic financia
 l product popular with retail investors in economies with low savings rate
 s. Payments to the note holder are linked to interest rates of two currenc
 ies and the foreign exchange rate between them. In this talk we will discu
 ss their modelling\, hedging and risk analysis. The focus will be on our h
 ybrid rate/FX PDE models and hedging performance in evolving market condit
 ions.\n\nThe second part of the talk will showcase the work of the Quantit
 ative Strategies Group. Our team is responsible for pricing and risk manag
 ement models of traded cash and derivative products across various busines
 ses (equity\, FX\, rates\, credit\, emerging markets etc.). You will have 
 the chance to meet several representatives to network and discuss quantita
 tive careers at Credit Suisse.\n
LOCATION:MR2\, Centre for Mathematical Sciences\, Wilberforce Road\, Cambr
 idge
END:VEVENT
END:VCALENDAR