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SCHEDULE
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= Best Practices |
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= Industry Case Studies |
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= Hands-on Workshops |
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= Software Presentation and Discussion |
10:15 - 11:00 |
Welcome and Palisade Overview |
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11:00 - 12:00 |
General Session: Best Practices and Principles of Modelling using Excel & @RISK by Dr Michael Rees |
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12:00 - 13:00 |
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13:00 - 14:00 |
Lunch |
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14:00 - 15:00 |
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15:00 - 16:00 |
Selecting the Right Distribution DAVID VOSE |
CASE STUDY IKB Deutsche Industriebank AG Structuring and Pricing Complex Credit Assets with Monte Carlo / @RISK |
CASE STUDY Centre for Traffic and Transport, Technical University of Denmark Modeling Decision Support and Uncertainty using @RISK: The COSIMA-ROAD Model |
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16:00 - 16:30 |
Break |
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16:30 - 17:30 |
Keynote: The History of Monte Carlo simulation and its Applications by Dr Paul Wilmott |
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17:30 - 18:30 |
Reception |
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19:30 - 11:00 |
Dinner |
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Friday 23 June |
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09:00 - 09:15 |
Introduction |
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09:15 - 10:15 |
General Session: Real Options Modelling using @RISK and PrecisionTree by Dr Michael Rees |
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10:15 - 10:45 |
Break |
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10:45 - 11:45 |
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11:45 - 12:45 |
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12:45 - 13:45 |
Lunch |
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13:45 - 14:45 |
CASE STUDY Halcrow Group Ltd Risk management within The National Capital Programme Management Services and the application of @RISK |
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14:45 - 15:45 |
CASE STUDY Istria - London Underground The Use of Monte Carlo Simulation Within London Underground Projects |
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15:45 - 16:00 |
Closing Remarks |
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