Jul 2006
Christian Fries' Blog | Aug 2006 | Jun 2006

One Day Lecture at s:f:i

23. 07 06 - 23:47 - Category:Mathematics (English Text)
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I will give a one day lecture as part of the Certificate FAME Program 2006 at the swiss finance institute.

The lecture will take place August 2nd at University of Lausanne. See the program of this event for details. As precourse reading you should consider Chapter 8, 9 and 10 (interest rate basics), Chapter 12 (exotic derivatives) and Chapter 15 (libor market model) of my lecture notes. These chapters are available in english and german.

Black Moleskine notebook missing

15. 07 06 - 23:16 - Category:Private (English Text)
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I am missing my black Moleskine A6 size notebook. Beside some notes there was my ID in it (in the pocket on the last page). Since getting a replacement ID will cost me time and money I - of course - offer the reward stated in the book (see first page of book). Most likely, I left the book on July 13th in the Marriiot Financial Center NYC conference room on the 3rd floor or the Starbucks around the corner.

Foresight Bias

14. 07 06 - 22:45 - Category:Mathematics (English Text)
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I participated in the ECMI 2006 Mini-Symposium "Optimal stopping and optimal control problems in finance", Madrid, and the Risk Quant Congress USA 2006, New York. The updated presentation of my talk "Monte-Carlo Pricing of Bermudan Options: Removal of Super-Optimal and Sub-Optimal Exercise" may be download as a PDF file.