The Center for Financial Engineering and The Center for
      Applied Probability (CAP) at Columbia University present:


               THE 16TH ANNUAL WORKSHOP ON DERIVATIVE
                    SECURITIES & RISK MANAGEMENT


                    Friday, November 20th, 2009
                 Columbia University, New York City


                   Location: Uris Hall, Room 142
                              9AM-6PM



     SPEAKERS:


     Michael Gordy (Federal Reserve)
     "Constant Proportion Debt Obligations: A Post-Mortem
     Analysis of Rating Models"


     Jakub Jurek (Princeton)
     "The Pricing of Investment Grade Credit Risk during the
     Financial Crisis"


     Michael Pykhtin (Federal Reserve)
     "Counterparty Credit Risk Modeling"


     Thomas Russo (Patton Boggs, former Vice-Chairman of Lehman
     Brothers)
     "The Regulation of Derivatives - Past, Present and Future"


     Vadim Linetsky (Northwestern)
     "Modeling Dependent Jumps: A Multivariate Time Change Approach"


     Nihat Altintas (Credit Suisse)
     "Execution Costs in Automated Trading"


     Robert Ferstenberg (Morgan Stanley)
     "Execution Risk"


     Ciamac Moallemi (Columbia University)
     "Cost of Latency"



     REGISTRATION/FURTHER INFORMATION:


     For more information and to register please visit our
     website:


     http://www.cap.columbia.edu/announcements/MF_Fall_2009/index.html

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Posted 10/25/09