Presented at Risk Japan | June 2015

This presentation entitled Dr. Ping Sun of Numerix at the Risk Japan 2015 Conference“Economic Scenario Generators: Applications in Enterprise Risk Management” was given by Dr. Ping Sun of Numerix at the Risk Japan 2015 Conference in Tokyo on June 11th.

The presentation addresses:

  • Risk-Neutral vs Real World: Bridging the Gap
  • Economic Capital and Solvency II: The role of ESG
  • Algorithmic Exposures for Advanced Risk Measures

 

Numerix Presenter Bio:

Dr. Ping Sun, Executive Director, Financial Engineering, Numerix
Ping Sun, PhD is Head of Equity, Foreign Exchange & Commodity Solutions at Numerix LLC, and serves as a project manager of the Real World modeling. He works with clients and drives the development of the Numerix RW framework. His extensive experience includes publications in academic oriented journals, academic lecturing, and also developing the Numerix cross currency ESG. During his career in Numerix, he served as Consultant of FX / EQ Desk Quant for Lehman Brothers. He earned a doctorate degree in Physics from City College of New York, and his master's degree and undergraduate degree in Physics from Fudan University.

Complete the form to the right to download this slide deck from Dr. Sun's June 2015 Risk Japan presentation.

Download Slides

Complete the form below to download this slide deck from Dr. Sun's June 2015 Risk Japan presentation.

Select Form: 

Form #4: Conference Presentation

Sign me up to receive "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
newsletter issue - Mar 28, 2024

Thinking Derivatively – March 2024 Newsletter

solution webinar

Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

white paper

White paper | Structured Credit: The Outlook for 2024

white paper

White paper | If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the...

newsletter issue - Feb 6, 2024

Thinking Derivatively – January/February 2024 Newsletter

on-demand webinar

On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

analyst report

Coalition Greenwich - Managing Mortgage Market Risk Becomes More Complex

newsletter issue - Dec 13, 2023

Thinking Derivatively – December 2023 Newsletter

on-demand webinar

On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate...

analyst report

Celent Research: Risk Technology for a Digital World

on-demand webinar

On-Demand Solution Webinar | FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building

newsletter issue - Nov 20, 2023

Thinking Derivatively – November 2023 Newsletter