서울대학교 금융경제연구원 2017. 05. 12.
Quants in Wall Street
이영섭 서울대학교 금융경제연구원장 개회선언 이영섭 서울대학교 금융경제연구원장 개회선언
Wag the dog! 상장원본(notional amount) 700조 달러 = 9*Gross World Product 2013년 금융파생상품 거래량(BIS발표) 상장원본(notional amount) 700조 달러 = 9*Gross World Product = 13*World Stock Outstanding Amount = 10*World Debt Securities Wag the dog!
Exchange-Traded Instruments OTC Exchange-Traded Instruments IR FX Equity Commodity CDS Others Swaps Forwards Options
이동훈박사 Federal Reserve Bank of New York 제1강 An Overview of the US Household Debt in 1999-2016 and its implication on Korea Household Debt 이동훈박사 Federal Reserve Bank of New York
김지욱박사 Senior Quant Strategist, Magnetar Capital 제2강 A Better Solution is Our Business: A Data-driven Structuring Solution for the Household Debt Problem in Korea 김지욱박사 Senior Quant Strategist, Magnetar Capital
김재명박사 Head of Proprietary Corporate Bond Trading, KCG Holdings 제3강 Electronic Market and Quantitative Trading of the U.S. Corporate Bonds and Treasuries 김재명박사 Head of Proprietary Corporate Bond Trading, KCG Holdings
제4강 Technology and Finance: Perspective and Role of Quant 황현철박사 CEO at Neutrino Technologies LLC
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