Category Archives: Conferences

Presentations from conferences over the years

Risk Management Talk at Greenwich Library

Posted on September 7, 2012 by Thomas Coleman

On September 6th 2012 I gave a talk at the Greenwich Library, “How to Think About Risk Management”, co-sponsored by the CFA Society of Stamford. I talked about my views on risk management, focusing on two topics: Arguing for risk … Continue reading →

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Accurately Estimating and Building the Yield Curve

Posted on October 18, 1999 by Thomas Coleman

Presentation for Risk Magazine Yield Curve Course, October 1999. Using methodology from “Fitting Forward Rates to Market Data,” discusses the general approach to fitting the yield curve, mathematics of yield and forward curves, a simple example, use of and criteria … Continue reading →

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Convexity And Correlation Effects in Swap Pricing

Posted on September 18, 1997 by Thomas Coleman

Presentation for Risk Magazine Swap Training Course, September 1997. Discusses some simple approaches to modeling products that incorporate correlation, such as yield curve spread options. Focus on using the simplest model which solves the problem and on hedging and managing … Continue reading →

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