Derivatives seminar

Half-day seminar, 15 October 2007, at Staple Inn Hall

The papers below were presented at the half-day Derivatives seminar held at Staple Inn Hall on 15 October 2007.

Any queries about the seminar should be addressed to the Conference Department at e-mail: conferences@actuaries.org.uk.

Please note that for this event the advance conference presentations were made available only in Adobe pdf "handout" format, displaying three slides to a page. If you require the papers in any other format, please contact the Conference Officer.

Final programme [pdf]

The copyright in the content of the conference and seminar papers on this site may rest either with the authors or with the profession. Single copies may be downloaded for private study or research, but more extensive copying requires the permission of the copyright owner. Should you wish to make multiple copies of any material, please contact the Conference Department.

Time Title and Speaker
10.30 Hedging case study - interest rate risk in Equitable Life
Tim Bateman, Equitable Life, and Richard Waller, Watson Wyatt
11.35 Effective execution and on-going valuation of derivatives
Richard Watts
12.20 New product opportunities and managing the risks
Paul Coleman, Barclays Capital, and Gary Finkelstein, Milliman


 
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