First part of the course in Equity Derivatives for the master in Mathematical Finance at the University of Bologna begins tomorrow.
Delivered training on "Global Exotic Derivatives" to KOFIA, in Seoul
Software page updated to reflect current product line.
some upgrading in training and consulting pages.
A full update of the software page is now overdue, as the software product line is growing
Software tools: the generic Pricer is now ready and has been shipped to clients as an Excel addin.
Starting another risk management project
New column out on Alrroya https://english.alrroya.com/node/42791
Briefed financial journalist on OTC regulatory reform at ICFR
https://www.icffr.org/Events/OTC-Derivatives-Reform--Problems,-Proposals-and-th.aspx