09:50 - 10:00
10:00 - 11:00
11:30 - 12:30
12:30 - 14:00
14:00 - 15:00
15:30 - 16:30
17:30 - 18:30
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Greetings
Integrated Modelling of Financial Markets I:
Inflation, Economic, and Market Risk
Integrated Modelling of Financial Markets II:
Credit Risk and Credit Derivatives
Lunch
Integration of Market Forecasts I:
Explicit Views and Conditional Scenarios
Integration of Market Forecasts II:
Implied Views and Reverse Optimization
Computing Lab Experience with XploRe
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