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Thalesian Seminar (London) — Dr. Alex Langnau — Introduction to Local Correlation Modelling

Alex Langnau

Date and Time

7:30 p.m. on Wednesday, 1st December, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/15446998/

Abstract

In this talk we provide evidence that financial option markets for equity indices give rise to non-trivial dependency structures between its constituents. Thus, if the individual constituent distributions of an equity index are inferred from the single-stock option markets and combined via a Gaussian copula, for example, one fails to explain the steepness of the observed volatility skew of the index. Intuitively, index option prices are encoding higher correlations in cases where the option is particularly sensitive to stress scenarios of the market. As a result, more complex dependency structures emerge than the ones described by Gaussian copulas or (state-independent) linear correlation structures. In this paper we "decode" the index option market and extract this correlation information in order to extend the multi-asset version of Dupire's "local volatility" model by making correlations a dynamic variable of the market. A "local correlation" model (LCM) is introduced for the pricing of multi-asset derivatives. We show how consistency with the index volatility data can be achieved by construction. LCM achieves consistency with both the constituent- and index option markets by construction while preserving the efficiency and easy implementation of Dupire's model.

Speaker

Alex Langnau is Global Head of Quantitative Analytics, Allianz Investment Management, and visiting scientist at the Ludwig-Maximilians University, Munich.

Video

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Slides

To be published here

Resources

Alex Langnau's LinkedIn page: http://www.linkedin.com/profile/view?id=88087076


Thalesian Seminar and Book Presentation (London) — Dr. Iain Clark — FX Option Pricing: Theory and Numerics for Practitioners

Iain Clark

Date and Time

7:30 p.m. on Wednesday, 24th November, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/15446934/

Abstract

This talk is a introduction to the author’s forthcoming book Foreign Exchange Option Pricing: A Practitioner’s Guide. FX options have recently enjoyed a resurgence in popularity and this talk presents some of the theory and the numerical toolkit required for developing a practical quant library for FX option pricing. First, I describe the standard market conventions encountered in FX and how they are used when constructing implied volatility surfaces. I then introduce standard short-dated FX models such as local vol, stochastic vol and LSV and briefly describe the calibration of these to the market. Once calibrated models are available, FX instruments such as first generation exotics (binary and barrier options) can be priced using numerical methods such as PDEs and Monte Carlo. Finally we describe the auxiliary state variables approach, which opens up second generation exotics such as lookbacks, average rate options and realised volatility products and admits a nice visual interpretation when considered on stacked PDE meshes.

Speaker

Iain J. Clark (MIMA CMath, MInstP CPhys, CStat, FRAS) has over 14 years experience as a front office quant. He has worked as Head of FX and Commodities Quantitative Analysis at Standard Bank, as Head of FX Quantitative Analysis at Unicredit and at Dresdner Kleinwort, and at Lehman Brothers, BNP Paribas and JP Morgan. Iain has a PhD in applied mathematics from Queensland University and a MSc in financial mathematics from Edinburgh and Heriot-Watt Universities. His main research interests are on exotic options, stochastic models for FX and commodities, and numerical methods for option pricing. He is a frequent contributor to industry conferences, training courses and invited speaker at various universities.

His first book Foreign Exchange Option Pricing: A Practitioner's Guide was published in November 2010 by Wiley Finance and his second book Commodity Option Pricing: A Practitioner's Guide is due to appear in early 2014 (also with Wiley Finance).

Video

Not available.

Slides

Not available. Please contact the speaker.

Resources


Thalesian Seminar (London) — Dr. Patrick Burns — Effective Backtesting

Patrick Burns

Date and Time

7:30 p.m. on Tuesday, 2nd November, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/15209206/

Abstract

Backtesting builds a bridge from the past to the future. These bridges are shaky and unstable. We'll explore the ways they are likely to fall down. We'll also show how random portfolios can strengthen the bridges.

Speaker

In 2002 Patrick Burns founded Burns Statistics, which focuses on consulting and software for asset management. Prior to that he spent 4 years at Citigroup in London in the Equity Research and Equity departments where he worked on quantitative models for trading and risk measurement. Before entering finance Patrick was a lead developer of S-PLUS in its early days. He has a PhD in Statistics from the University of Washington in Seattle.

Video

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Slides

To be published here

Resources


Thalesian Seminar (London) — Vincent Hindriksen — On the Usability of OpenCL for Financial Computations

Vincent Hindriksen

Date and Time

7:30 p.m. on Wednesday, 27th October, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/15074421/

Abstract

OpenCL stands for Open Computing Language, a powerful open standard backed by large companies like NVIDIA, AMD, IBM, Apple, Qualcomm and many others. The language supports a sustainable programming model for heterogeneous computing, allowing code to be executed on a range of accelerator platforms such as many-core CPUs, GPUs and also on low-power ARM-based devices and in the future possibly FPGAs too.

Financial algorithms implemented in legacy codes cannot be automatically converted to optimised OpenCL code. The specific algorithm-knowledge, developed by the quant, needs to be communicated to a software architect with very specific and different knowledge. This translation from one world to the other is an infamous IT-obstacle and has been a strong motivator for the development of new software technologies and solution approaches. This is the context in which we evaluate the potential benefits and the pitfalls of OpenCL and discuss some of the latest research and development projects.

During the talk we explore concrete examples of how this conversion is done in the CPU-world, from Excel-macros to compiled Matlab-code. Then we will walk through different conversion approaches in the massively parallel computing world, culminating in an OpenCL based solution approach that can serve to guide migration projects in quantitative finance.

Speaker

Vincent Hindriksen is the owner of StreamComputing, a Netherlands based start-up specialising in accelerating computations using OpenCL. Since graduating with a Master's degree in computer science, Vincent has worked on several projects where he has added value by focusing on the usability and performance. Before launching his company, he worked for a Dutch pension fund APG, where he accelerated a data-acquisition process by 10x. Vincent will publish his first online book on OpenCL later this year.

Video

Not available.

Slides

To be published here.

Resources

OpenCL - The open standard for parallel programming of heterogeneous systems, http://www.khronos.org/opencl/.


Thalesian Seminar (London) — Egor Avdeev — Fixed-income Relative Value Trading: Discretionary and Systematic Strategies

Egor Avdeev

Date and Time

7:30 p.m. on Wednesday, 20th October, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/15043468/

Abstract

We outline rationale for fixed-income relative value trading and show how it is different from fixed-income global macro trading. Next, we give brief definitions of fixed-income instruments and describe how to construct a trade to express a view on different parts of fixed-income universe (curve, convexity, swap spread, volatility, skew). We demonstrate an example of systematic fixed-income strategy. We conclude by presenting several trade ideas which are attractive in the current environment.

Speaker

Egor Avdeev started his career at Oakhill Platinum Partners (ex LTCM fund), developing equity derivatives trading strategies. Later he worked at Endeavour Capital, where he built systematic trading strategies and provided discretionary trade ideas in G10 fixed-income and US agency MBS markets. He is currently at Wyetree Asset Management - start-up hedge fund focused on distressed mortgage investments, where he works on building default and prepayment forecasts for global RMBS identifiyng trade opportunities. He graduated from Columbia University with a master's degree in Operations Research.

Video

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Slides

To be published here.

Resources

To be published here.


Thalesian Seminar (London) — Dr. Mike Staunton — Portable Code: FFT Option Pricing in VBA, ExcelDna, VB.NET, C++/CLI, Java, C#, ...

Mike Staunton

Date and Time

7:30 p.m. on Wednesday, 22nd September, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/14750096/

Abstract

I’ve found a relatively easy and mainly free way to translate and run my VBA code much quicker by translating it into a variety of the .NET languages. I will demonstrate the translation of the CONV method for pricing Bermudan Puts to create an Excel Add-In then a executable file that will run in Visual Studio both in VB and C++/CLI.

Speaker

Mike Staunton is Director of the London Share Price Database, a research resource of London Business School, where he produces the London Business School Risk Measurement Service. He has taught at universities in the United Kingdom, Hong Kong and Switzerland. Dr Staunton is co-author with Mary Jackson of the best-selling Advanced Modelling in Finance Using Excel and VBA, published by Wiley and writes a regular column for Wilmott magazine. He has had articles published in Journal of Banking & Finance, Financial Analysts Journal, and Journal of the Operations Research Society. His PhD in Finance is from London Business School. With Elroy Dimson and Paul Marsh, he has cornered the market in collecting Global investment Returns since 1900 for 19 different countries. For his sins, he is also a Spurs fan.

Video

No longer available

Slides

To be published here.

Resources

To be published here.


Thalesian Seminar (London) — Dr. Frank Berkshire — The Dynamics of Sharps and Flats — A Primer on Risk and Practical Gambler's Ruin

Frank Berkshire

Date and Time

7:30 p.m. on Wednesday, 8th September, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/14447955/

Abstract

This talk is NOT intended for those of a musical bent, but for those who might be tempted to gamble in the hope of making a small fortune. Of course the easiest way to do this is to start with a large fortune... However, this talk IS intended to provide some instruction in the ways in which gambling odds may be slanted unfairly to the profit of the card sharp or dice mechanic, at the considerable expense of the innocent and or unwary.

Speaker

Frank Berkshire is the Director of Undergraduate Studies in the Department of Mathematics of Imperial College London.

In addition to his responsibilities for the mathematical course structure and content, he has for many years been fighting a (largely losing) battle against the rise in academic bureaucracy — subject reviews, subject benchmarks, and so on. An imminent challenge is to confront the European Bachelor/Masters structures post-Bologna, while reconciling a role as consultant for the Qualifications and Curriculum Authority on Secondary level assessments — most recently through Chairing the 5-Year Review of Standards over Time for GCSE/AS/A Level Mathematics (2005).

His long term research interests include: fluid mechanics; waves in fluids with applications to oceanic and atmospheric flows; nonlinear partial differential equations, wave focusing and solitons; dynamics; sporting and biological mechanics; statistical aspects of dynamical systems; game theory; gambling; dice; billiards and chaos.

With Professor Tom Kibble he is author of Classical Mechanics (5th Edition 2004 Imperial College/World Scientific).

Video

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Slides

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Resources


Thalesian Seminar (London) — Dr. Attila Vrabecz — kdb+/q: A Perfect Tool for Your Data

Attila Vrabecz

Date and Time

7:30 p.m. on Wednesday, 30th June, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/13663177/

Abstract

We will begin with a short introduction and history of kdb+/q, outlining the main ideas behind the product that has proved to be one of the best tools for large data sets. We will then proceed to demonstrate the analytical and computational power of the q language through various highly relevant examples.

Speaker

Attila Vrabecz has been working with kdb+ for over seven years and is a leading figure in the kdb community. He has worked at multiple different sized firms on both the buy side: Millenium Capital, Sun Trading, Marshall Wace; and sell side: Citigroup, Dresdner Kleinwort, Nomura. Equipped with his vast experience and passion for the technology he is now running his own KDB consulting firm, QuantumKDB Ltd.

Sun Trading is a privately held, proprietary firm dedicated to algorithmic trading of various asset classes in the world’s financial markets. We trade on our innovative, cutting-edge electronic platform using proprietary models. From our headquarters in Chicago, and our affiliate in London, we execute multiple strategies across the global markets. For more information, please refer to http://www.suntradingllc.com.

Video

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Slides

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Resources


Thalesian Seminar (London) — Saeed Amen — Candlestick Trading in FX

Saeed Amen

Date and Time

7:30 p.m. on Wednesday, 2nd June, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/13490974/

Abstract

We outline a rationale for the use of technicals within FX. We show how to use candlesticks to trade FX spot, describing how to identify various popular candlestick formations. We also look at historical results to assess which candlestick formations have been profitable for trading FX spot.

Speaker

Saeed is the founder of Cuemacro and is a co-founder of the Thalesians. Over the past decade, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. Independently, he is also a systematic FX trader, running a proprietary trading book trading liquid G10 FX, which has had a Sharpe ratio over 1.5 since 2013. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan).

Video

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Slides

To be published here.

Resources


Thalesian Seminar (London) — Dr. Lynda White — Collaborative Games with n Players

Lynda White

Date and Time

7:30 p.m. on Wednesday, 5th May, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/12331078/

Abstract

After a short introduction to two-person zero-sum (i.e. strictly competitive) games I will talk about some two-person non zero-sum games. These are broadly of two types: those where the players select their strategies independently (as happens in Prisoners' Dilemema) and those where they collaborate for mutual benefit. When we increase the number of players in a collaborative game there is the possibility of coalitions forming and I will discuss various solution concepts for such games together with some examples.

Speaker

Lynda White is a Senior Lecturer and the Senior Tutor in the Department of Mathematics at Imperial College London. Her research interests are in statistics, experimental design, and randomisation. She has designed numerous experiments for the industry and the academe. Dr. White also designs and analyses the College's TOAST surveys of academic staff time. In November 2003 she appeared in the BBC Horizon programme on "The Bible Code" which presented an experiment to examine a claim that the book of Genesis contains hidden messages for mankind. In 2006 Dr. White was named Lecturer of the Year in the 2006 Science, Engineering and Technology Awards. Supported by the industry, the awards recognise educational excellence and exceptional achievement by lecturers and students.

Video

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Slides

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Resources


Thalesian Seminar (London) — Dr. Sundararajan Srinivasa — Behavioural Trading

Sundararajan Srinivasa

Date and Time

6:30 p.m. on Wednesday, 7th April, 2010.

Note that on this occasion we shall start at 6:30 p.m., not 7:30 p.m. as we usually do.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/12739016

Abstract

The FX market is analysed using a behavioural approach, which is popularly known as Elliott Wave, to trading. We show our approaches to analysing the FX market using combinations of behavioural, time and technical signals. The implications are the thoroughly researched high-probability trading calls and strategies. We hope wrap up the talk with an interactive demonstration.

Speaker

Sundararajan Srinivasa obtained has a PhD in International Economics with a special emphasis on exchange rates. He was a Research Fellow at the University of Konstanz and taught at the National Institute of Bank Management, including directed training programmes for traders, dealers and corporate clients. He worked as a Trading Analyst at Citigroup - Mumbai and London, and Technical Strategist at Lehman Brothers. He has been running an investment advisory firm, Trading Parameters Ltd, since June 2008. The firm is authorised and regulated by the FSA under firm reference number 489721.

Video

To be published here.

Slides

To be published here.

Resources


Thalesian Seminar (London) — Dr. David Barrie Thomas — FPGAs for Financial Computing?

Date and Time

7:30 p.m. on Wednesday, 24th March, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/12738946

Abstract

Many developers of financial software have now used (or at least heard of) GPUs, but fewer have heard of FPGAs, let alone tried to use one. Despite having been on the scene for longer, FPGAs have been replaced by GPUs as the acceleration technology of choice, mainly due to ease-of-use provided by CUDA and a coherent marketing plan. However, FPGAs are still a competitive technology, providing similar acceleration levels to GPUs, with only a tenth the power and cooling requirements.

This talk will outline recent research directions in FPGAs for financial computing, and give some insight into the things that FPGAs are really good at, as well as identifying situations where they are probably not the best choice and GPUs or CPUs are more appropriate.

Speaker

David Thomas is a post-doctoral research associate in the Department of Computing in Imperial College, working mainly with FPGAs, as part of the Custom Computing group.

His two main research interests are random number generators for FPGAs, and also financial computing using FPGAs.

He has published some 25 articles on computational aspects of Monte Carlo simulations for finance applications, random number generators and applications of reconfigurable computing.

Video

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Slides

To be published here.

Resources


Thalesian Seminar (London) — Dr. Iain J. Clark — Local and Stochastic volatility: Between dVt and the Deep Blue Sea

Iain Clark

Date and Time

7:30 p.m. on Wednesday, 10th March, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/12546276/

Abstract

The Black-Scholes model, due to the assumption of constant volatility, fails to described observed smiles and skews in the market. Two common methods to incorporate smiles and skews into asset price models are state dependent volatility (also known as local volatility) and stochastic volatility (jump-diffusions and Levy processes are also used, but perhaps not quite so ubiquitously in the market).

In this talk, I will give an introduction to the mathematics behind local and stochastic volatility models. The construction of local volatility, first noted by Dupire (1993), relies upon an earlier result from Gyongy (1996) where it was asked: "is it possible to construct a diffusion which matches the marginal distributions at all known time points in the future?". If we know the implied volatilities and thereby the prices of all traded options at a time t, we know the marginal distribution from the Breeden-Litzenberg (1978) result, and can work with that.

Stochastic volatility, e.g. Heston (1993) et al., models a second untradeable factor which feeds into the diffusion for the tradeable asset. While requiring two factors, this is easily numerically tractable. Furthermore, there are numerical techniques which enable European options to be priced using characteristic functions and Fourier integration, which are useful for fast calibration to Europeans. Path dependent options can be priced using 2D Monte Carlo or PDE techiques, where the diffusion of the traded asset depends on the level of the untradeable factor.

For local and stochastic volatility models, the rate of diffusion of the traded asset depends on (a) the level of the traded asset price, and (b) the level of the untradeable factor, respectively. Mixed local-stochastic volatility models such as in Jex, Henderson and Wang (1999) and Ren Madan and Qian (2007) allow the diffusion of the tradeable asset to depend on both factors. A full discussion of mixed local-stochastic volatility models is beyond the scope of this talk but a brief introduction is given, with particular reference to the mathematics described in this talk.

Speaker

Iain J. Clark (MIMA CMath, MInstP CPhys, CStat, FRAS) has over 14 years experience as a front office quant. He has worked as Head of FX and Commodities Quantitative Analysis at Standard Bank, as Head of FX Quantitative Analysis at Unicredit and at Dresdner Kleinwort, and at Lehman Brothers, BNP Paribas and JP Morgan. Iain has a PhD in applied mathematics from Queensland University and a MSc in financial mathematics from Edinburgh and Heriot-Watt Universities. His main research interests are on exotic options, stochastic models for FX and commodities, and numerical methods for option pricing. He is a frequent contributor to industry conferences, training courses and invited speaker at various universities.

His first book Foreign Exchange Option Pricing: A Practitioner's Guide was published in November 2010 by Wiley Finance and his second book Commodity Option Pricing: A Practitioner's Guide is due to appear in early 2014 (also with Wiley Finance).

Video

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Slides

To be published here.

Resources


Thalesian Seminar (London) — Dr. Attilio Meucci — Managing Diversification

Attilio Meucci

Date and Time

7:30 p.m. on Monday, 8th March, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/12578385/

Abstract

We propose a new, fully general methodology to analyze and manage diversification based on the concept of entropy. We introduce the mean-diversification frontier and how to optimize portfolios accordingly, accounting for transaction costs.

Speaker

Attilio Meucci is a pioneer in advanced risk and portfolio management. His innovations include Entropy Pooling (technique for fully flexible portfolio construction), Factors on Demand (on-the-fly factor model for optimal hedging), Effective Number of Bets (entropy-eigenvalue statistic for diversification management), Fully Flexible Probabilities (technique for on-the-fly stress-test and estimation without re-pricing), Copula-Marginal Algorithm (algorithm to generate panic copulas), and Liquidity Conditional Convolution (technique to generate liquidity- and funding-risk adjusted portfolio distribution).

Attilio Meucci is the Chief Risk Officer and Director of Portfolio Construction at Kepos Capital LP. He is the founder of SYMMYS, under whose umbrella he designed and teaches the six-day ARPM Bootcamp, and manages the charity One More Reason. Previously, Attilio was the head of research at ALPHA, Bloomberg LP's portfolio analytics and risk platform; a researcher at POINT, Lehman Brothers' portfolio analytics and risk platform; a trader at the hedge fund Relative Value International; and a consultant at Bain & Co, a strategic consulting firm.

Concurrently, he taught at Columbia-IEOR, NYU-Courant, Baruch College-CUNY, and Bocconi University. Attilio is the author of Risk and Asset Allocation - Springer and numerous other publications in practitioner and academic journals. He holds a BA summa cum laude in Physics from the University of Milan, an MA in Economics from Bocconi University, a PhD in Mathematics from the University of Milan and is a CFA charterholder.

Video

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Slides

Resources


Thalesian Seminar (London) — Saeed Amen — Examining the intraday impact of rates decisions on G10 FX

Saeed Amen

Date and Time

7:30 p.m. on Wednesday, 10th February, 2010.

Venue

Upstairs at City Pride, Canary Wharf, London, UK.

Meetup.com

You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/12408352/

Abstract

We look at the impact of rates decisions on major G10 FX crosses. We shall look at how surprises in rates decisions by major central banks impact both the direction and volatility of spot on an intraday basis. We shall also examine the impact of Fed rates decisions on non-USD crosses which is less well understood within the market.

Speaker

Saeed is the founder of Cuemacro and is a co-founder of the Thalesians. Over the past decade, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. Independently, he is also a systematic FX trader, running a proprietary trading book trading liquid G10 FX, which has had a Sharpe ratio over 1.5 since 2013. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan).

Video

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Slides

To be published here.

Resources

To be published here.

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