Computation in Finance and Insurance, post Napier

3 April, 2014
Full day conference, Royal Society of Edinburgh

Balancing technical content with real world insights, the conference is designed to appeal to a financial sector audience, including banks, insurers, investment banks, asset managers, risk managers, pension funds and hedge funds, interested in understanding recent advancements in the field of financial computation.

Speakers will address such topics as:

  • Faster Solvency II calculations
  • Calculations for stress testing and the assessment of risk
  • Computational challenges and advancements in stochastic modelling in insurance
  • Basel III capital calculations
  • Hedging calculations
  • GPU calculations: actuarial applications, derivative pricing, simulations and models
  • DFE Calculations: risk analytics, VaR, Basel III and Solvency II in real time
  • Derivative and credit positions, including daily valuations

Please see programme for further information.

Standard rate: £50

Concession rate for students / academics / RSE Fellows and IMA members: £20 (proof required)

Book now for Computation in Finance and Insurance, post Napier

Please visit our related events page for details on events in the Napier 400 series celebrating the 400th anniversary of John Napier's invention of logarithms in Edinburgh in 1614.

The Royal Society of Edinburgh wishes to acknowledge the support of: d-fine, Institute and Faculty of Actuaries, Maxeler, Moody’s Analytics, NVIDIA, The Centre for Numerical Algorithms and Intelligent Software (NAIS) and The Scottish Financial Risk Academy.

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