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Michael Stumm Professor, University of Toronto/President & CO-Founder, OANDA Corporation
1976 – 1980 Dipl. Mathematics, Universität Zürich 1980 - 1984 Ph.D., Computer Science, Universität Zürich 1984 - 1987 Post Doc., Computer Science, Stanford University
Professional Experience 1984 Research Scientist, IBM Research 1994 – 1995 Visiting Professor, ETH (Swiss Federal Institute of Technology) 1996 – 2001 CTO & Co-Founder, OANDA Corporation 1998 – 2003 SVP, CTO & Co-Founder, SOMA Networks Inc. 2001 - (Present) President & CEO, OANDA Corporation 1987 - (Present) Professor, Department of Computer Science, University of Toronto | |
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Robert I. Webb Paul Tudor Jones II Professor of Commerce, McIntire School of Commerce/Darden School of Business, University of Virginia
1979 B.B.A., University of Wisconsin at Eau Claire 1981 M.B.A., Finance, University of Chicago 1988 Ph.D., Finance, University of Chicago
Professional Experience Professor, Southern California University Executive Office of the President (analyzed the effects of deregulating the financial services industry) Member, Chicago Mercantile Exchange Senior Financial Economist, Chicago Mercantile Exchange Senior Financial Economist, Office of Management and Budget Senior Financial Economist, US Commodity Futures Trading Commission Consultant, Investment Department, World Bank Consultant, Asian Development Bank Editor, Journal of Futures Markets
Publications 1994 Macroeconomic Information and Financial Trading, Blackwell 1994 2007 Trading Catalysts: How Events Move Markets and Create Trading Opportunities, FT Press Financial Times
Thesis 2003 “Transitory Real-Time Property Rights and Exchange Intellectual Property" Journal of Futures Markets 2007 “Market Microstructure Effects on Volatility at the TAIFEX” Journal of Future Markets 2008 “Price Shocks and the Performance of Managed Futures Funds” Journal of Trading | |
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John F. O. Bilson Professor of Finance/Stuart School of Business, Illinois Institute of Technology
B.Econ., Monash University, Melbourne, Australia . M.Econ., Monash University, Melbourne, Australia Ph.D., International Economics University of Chicago
Professional Experience Lecturer, Economics Department, Northwestern University Member, Research Department, International Monetary Fund Associate Professor, University of Chicago Research Associate, National Bureau of Economic Research Visiting Appointments, Board of Governors of the Federal Reserve System, Graduate School of Business at Stanford University Professor, Melbourne Business School Director, Financial Management Program, IIT Stuart School of Business Senior Vice President, Chicago Corporation President, BetaSoft Management Vice-President, Trading Development Corporation. Editor, Exchange Rate Theory and Practice, 1984, University of Chicago Press
Publication 1984 Exchange Rate Theory and Practice (with Richard C. Marston) | |
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Patrice Conxicoeur Director, Head of Institutional Business/HSBC Asia-Pacific
1990 M.B.A., Lyon Graduate School of Business
Professional Experience 1990 – 1992 Japan Gamma Asset Management 1992 Equity Fund Manager, Sinopia 1995 Head, Global Equities 1998 Head, Strategy, Equities and Balanced Products 2000 Chief Executive Officer, Sinopia T&D Asset Management Co, Ltd, Japan 2004 – 2008 Chief Executive, Sinopia Asset Management, Asia Pacific 2008 Director & Head, Institutional Business, HSBC Asia-Pacific
Antoine Broquereau Director Head, Cross Structuring Group & Alternative Investment Solutions, Asia Pacific
M.B.A. ESSEC Business School of France
Professional Experience - Credit Agricole Asset Management, Paris & Stockholm 2001 Fund of Hedge Funds Manager, Lyxor AM (SG Group) 2003 Deputy Head, Asset Allocation Team 2006 Chief Investment Officer, Lyxor SGR Milan 2008 Director Head, Cross Structuring Group & Alternative Investment Solutions, Asia Pacific | |
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Antoine Broquereau Director Head/Cross Structuring Group & Alternative Investment Solutions, Asia Pacific
M.B.A. ESSEC Business School of France
Professional Experience - Credit Agricole Asset Management, Paris & Stockholm 2001 Fund of Hedge Funds Manager, Lyxor AM (SG Group) 2003 Deputy Head, Asset Allocation Team 2006 Chief Investment Officer, Lyxor SGR Milan 2008 Director Head, Cross Structuring Group & Alternative Investment Solutions, Asia Pacific | |
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Ross Gregory Representative Director/Macquarie Securities Group, Korea
1996 B.S. Mathematics, Melbourne University 2000 M.A. Laws, Melbourne University M.B.A., Melbourne Business School
Professional Experience Lecturer, Business Law, Melbourne University Lawyer, Mallesons and Freehills Law Firm, Australia Lawyer, Clifford Chance, Hong Kong Equity Derivatives Desk, Woori Bank Representative Director, Macquarie Securities Group, Korea | |
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Hayel Abu Hamdan Deputy CEO/MIG Investment SA
Lausanne Business School, Executive MBA
- Professional Experience MIG Investment SA Rosenthal Collins Group Linnco Futures Group | |
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Paul Day Chief Market Analyst/MIG Investments SA
1993 BA (Hons) Economics, University of Liverpool
- Professional Experience VTB Bank (Europe) PLC Tullett Prebon Ltd HSBC Bank | |
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Mehrdad Farimani Managing Director of Futures & Options Group/Citigroup
1984-1991 Merrill Lynch, NY and London Director, Head of Risk Management for Europe & Asia
1991- 1995 Fuji Bank, London Director, Head of Proprietary Trading.
1995-1997 BZW Securities, Hong Kong Director, Head of Proprietary Trading
1997- 1999 Tokai Bank Europe, Hong Kong Senior Manager, Head of Proprietary Trading
2000-2005 Optimum Asset Management, London Managing Director, CIO for Equity Markets
2006-Present Citigroup, London Managing Director, Futures & Options Group. | |
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Hans J. Blommestein Head of Bond Market and Public debt Management Unit/OECD
Dr. Hans J. Blommestein graduated in economics from the Free University of Amsterdam where he obtained his Ph.D. on an econometric topic. In the period 1991-1995, he was the CSCE Professor of Economics, Department of Public Administration and Public Policies, University of Twente, Enschede, The Netherlands.In the period 1998-2000 he was the Head of the Financial Affairs Division of the OECD. He participated as Advisor in many IMF missions to Central and Eastern Europe and the Former Soviet Union., Dr. Blommestein was also on a few occasions a visiting scholar in the research department of the IMF. During his tenure at the Ministry of Finance, Dr. Blommestein was the Netherlands member of the OECD Committee on Capital Movements and Invisible Transactions (CMIT) and a temporary alternate Member of the Monetary Committee of the EC. Dr. Blommestein published numerous articles on econometric methodology, spatial economics, pension finance, the political and economic transformation process in former socialist countries, and financial markets. He served (or is serving) on several International Advisory or Governance Boards. | |
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In-Chul Kim Professor of Economics/Sung Kyun Kwan University
1969 - 1973 B.A., Economics Sung Kyun Kwan University, Seoul 1974 – 1976 M.A., Economics Kent State University, U.S.A 1976 – 1981 Ph.D., Economics University of Chicago, U.S.A
Professional Experience 1981 – 1982 Assistant Professor, Department of Economics, University of Colorado 1982 – 1984 Fellow, Korea Development Institute 1984 – 1987 Counselor to the Minister of Finance, Ministry of Finance 1988 – (Present) Professor, Sung Kyun Kwan University 1996 – 1997 President, Inchon Development Institute 1998 – 1999 Visiting Professor, the American University, Washington D.C. 1999 – 2001 Director, Korea Institute of Industrial Development Studies, SKKU 2001 – 2003 Provost of External Affairs, SKKU
Professional Activities 1999 – 2000 Auditor, Korea International Economic Association 2000 – 2001 President, Korea Futures and Options Association 2001 – 2002 President, the Korean Association of Trade and Industry Studies 2002 – 2004 Vice President, Korea Money and Finance Association 2004 – 2007 President, Forum on East Asian Monetary Cooperation 2009 – 2010 President, Korea International Economic Association 2009 – 2010 President, Korea International Finance Association
Awards 1988 Chong-Ram Prize, Korean Economic Association
Publication 1983 LDC's External Debt Problem and Korea's Foreign Debt Management, KDI 1985 LDC's Foreign Exchange Rates and Korea's Foreign Exchange Rate Policy, KDI 1992 Korea's Current Economic Issues, CBS Commentaries, Bahgyungsa 1997 International Trade Economics, Bahgyungsa 1998 International Monetary Economics, Bahgyungsa 1998 Development Economics, Bahgyungsa 2001 Growth, Productivity and Vision for the Korean Economy, Bahgyungsa 2006 New Securities & Financial Dictionary, Mae-Kyung Co. | |
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Young‐Man Hong Director General, Capital Markets Bureau/Financial Services Commission
1982 B.A., Political Science and Diplomacy, YONSEI UNIVERSITY 1987 M.A., Economics, SEOUL NATIONAL UNIVERSITY 1995 Ph.D., Economics, WASHINGTON STATE UNIVERSITY
Professional Experience 1982 Apprentice Officer, Ministry of Government Administration (MOGA) 1983 Deputy Director, MOF 1984 Deputy Director, Securities, Insurance, Capital Markets Division, MOF 1989 Dispatched Officer, Department of National Security, MOF 1995 Dispatched Officer, Department of Economic Affairs, MOF 1995 Deputy Director, International Cooperation, MOF 1996 Deputy Director, Economic Cooperation, MOF 1997 Dispatched Officer, EBRD, Ministry of Finance (MOF) 1999 Director, Business Support Task Force, Light Water Reactor Project, MOF 2002 Director, Public Funds Collection, Management of Public Funds Committee, MOFE 2003 Director, International Cooperation Division, Ministry of Finance and Economy (MOFE) 2003 Deputy Director, National Policy, Secretary Office of the President 2005 Director, Securities Supervision Division, Financial Supervisory Commission (FSC) 2005 Director, Securities Supervision Division, FSC 2007 Spokesperson, Financial Supervisory Commission/Financial Supervisory Service (FSC/FSS) 2008 Bureau Chief, Capital Markets, FSC 2009 Director General, Capital Markets Bureau, Financial Services Commission (FSC) | |
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Geon-Ho Choe Professor of Mathematics/KAIST
1981 B.S., Mathematics, Seoul National University 1981 – 1982 Seoul National University Graduate School 1987 Ph.D., Mathematics, University of California, Berkeley
Professional Experience 1987 Lecturer, University of California, Berkeley 1987 – 1988 Visiting Assistant Professor, Tulane University, New Orleans 1988 – 1989 Visiting Assistant Professor, University of California, Riverside 1989 – 1995 Assistant Professor, KAIST 1995 – 2001 Associate Professor, KAIST 2001 – Professor, KAIST
Sabbatical Visits 1998 – 1999 University of California Berkeley 2004 – 2005 Imperial College London
Publication Computational Ergodic Theory
Current Research Topics 1. Computational algorithm for pricing of basket default swaps 2. A GARCH intensity model for option pricing | |
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In-Joon Kim Hyundai Motors Professor of Finance/Yonsei University
1968 - 1972 B.S., Applied Chemistry, Seoul National University 1978 - 1980 M.B.A., Columbia University, 1980 - 1985 Ph.D., Finance, Columbia University
Professional Experience 1985 – 1991 Assistant Professor, Finance Department, New York University 1993 – 1997 President, Pfizer Korea Inc. 1993 – 1997 Director, Jeilmoolsan Inc. 1991 – 1996 Associate Professor, Industrial Management Department, KAIST 1996 – 2003 Professor/Chairman, Financial Engineering Program, KAIST 1998 – 2006 Director, Financial Engineering Research Center, KAIST 2001 – 2004 President, IFS Inc 2004 – Outside Director, IFS Inc. 2005 – Outside Director, Meritz Fire and Marine Insurance Co. 2006 – Outside Director, Ark Fund 2006 – Hyundai Motors Professor of Finance, School of Business, Yonsei University 2008 – Director, Financial Engineering Research Center, Yonsei Business Research Institute
Professional Activities 1993 – 1994 Editor-in-Chief, Korean Journal of Finance 1995 – 1996 Vice President, Korean Financial Management Association 1995 – 1997 Editor-in-Chief Korean Journal of Futures and Options 1999 – 2000 President, Korean Association of Futures and Options 1998 – 2000 Member, Advisory Council for the Finance Minister in Korea 2003 – 2004 President, Korean Finance Association, 2005 – Associate Editor, Pacific Basin Finance Journal, | |
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Cheol-Ho Park Research Fellow/KCMI
B.A., Economics, Chungang University M.S., Economics, University of Illinois at Urbana-Champaign Ph.D., Agricultural & Consumer Economics, University of Illinois at Urbana-Champaign
Professional Experience 2005 – 2008 Economist, Korea Futures Association (KOFA) 2008 – Research Fellow, Korea Capital Market Institute (KCMI)
Selected Publications: Cheol-Ho Park and Scott H. Irwin, 2009, “A Reality Check on Technical Trading Rule Profits in US Futures Markets,” Journal of Futures Markets, forthcoming.
Cheol-Ho Park and Scott H. Irwin, 2008, “The Profitability of Technical Analysis in Commodity Markets,” In Frank J. Fabozzi, Ronald Fuss, and Dieter G. Kaiser (ed.), The Handbook of Commodity Investing (New Jersey: John Wiley &Sons, Inc.).
Cheol-Ho Park and Scott H. Irwin, 2007, “What Do We Know about the Profitability of Technical Analysis?” Journal of Economic Surveys, 21(4), pp. 786-826.
Cheol-Ho Park and Scott H. Irwin, 2005, “The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test,” AgMAS Project Research Report No. 2005-04, University of Illinois at Urbana-Champaign.[http://ssrn.com/abstract=722264]
Cheol-Ho Park and Scott H. Irwin, 2004, “The Profitability of Technical Analysis: A Review,” AgMAS Project Research Report No. 2004-04, University of Illinois at Urbana-Champaign. | |
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Doo-Man Kim Head of Commodity & Credit Derivatives Team/Trading Center kdb
1985 – 1991 B.A, International Economics, Seoul National University
Professional Experience 1991 Joined KDB 1991 – 1993 Financial Market Analysis 1993 – 1994 Foreign Securities Trading 1994 – 1995 FX Sales and Trading 1995 – 2003 Financial Derivatives Trading 2003 - 2004 Structured Finance 2004 - 2008 Credit Derivatives 2008 Commodity & Credit Derivatives
Michael Stumm President & CO-Founder, OANDA Corporation Professor, University of Toronto
1976 – 1980 Dipl. Mathematics, Universität Zürich 1980 - 1984 Ph.D., Computer Science, Universität Zürich 1984 - 1987 Post Doc., Computer Science, Stanford University
Professional Experience 1984 Research Scientist, IBM Research 1994 – 1995 Visiting Professor, ETH (Swiss Federal Institute of Technology) 1996 – 2001 CTO & Co-Founder, OANDA Corporation 1998 – 2003 SVP, CTO & Co-Founder, SOMA Networks Inc. 2001 - (Present) President & CEO, OANDA Corporation 1987 - (Present) Professor, Department of Computer Science, University of Toronto | |
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