mscf speaker series mscf speaker series dear mr kaminsky included web page list confirmed speakers people worked fixed income bond options trader speaker would give chance mscf students gain insight area commodities field research many interested official invitation first event next friday first event august 11 2000 10 30 12 30 fast lab david hartney jerry hanweck vice president futures option sales j p morgan n b free caps copy treasury bond basis priority given mscf students price hedging volatility contracts september 1 2000 dmitry pugachevsky deutsche bank dmitry pugachesky director otc derivatives research deutsche bank research primarily focussed credit derivatives prior joining deutsche bank dmitry worked six years global analytics group bankers trust developed models emerging markets interest rates equity derivatives also participated actual trading structuring interest rate options received phd applied mathematics carnegie mellon university specializing control theory stochastic processes published several papers modelling emerging markets valuation passport options measurement framework bank liquidity risk september 15 2000 raymond cote vice president finrad inc nbc raymond cote vice president financial engineering finrad inc montreal based consulting firm offering financial management solutions combine advisory systems development services corporations financial institutions abstract liquidity risk opposed credit market risks received little attention professional academic journals argue analyzing bank liquidity risk viewed variation credit risk analysis introducing concepts definitions presentation defines framework allowing measure bank structural liquidity risk shows combining framework modern credit risk measurement tools leads liquidity risk var measure presentation offers concluding comments integration liquidity risk measurement framework within enterprise wide risk management swaps spreads bonds september 29 2000 chris leonard senior trader fixed income arbitrage october 27 2000 chuck mchugh vice president nbc new york fund management market efficiency november 10 2000 andrea lee portfolio manager freiss associates pierre philippe ste marie http pstemarie homestead com