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]
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| 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 |