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Department of Mathematics,
University of California San Diego

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Special Colloquium

Richard Libby

Barclays Global Investors

Mathematical Finance: How Logical Paradox Helped Decipher the Credit Crisis

Abstract:

Refreshments will be served at 3:30 P.M.\\ \noindent Richard Libby is responsible for counterparty risk oversight and control, related risk measurement and policy, operational and credit risk, economic and regulatory capital analysis, and model validation. \\ \noindent Prior to joining Barclays Global Investors in 1999, Richard was Vice President for Capital Markets Analytics at Bank of America with responsibility for credit derivatives and market risk systems and analytics. \\ \noindent Richard has a BA and MA in mathematics from the University of California, San Diego, and a PhD in mathematics from the University of California, Santa Cruz.

April 23, 2009

4:00 PM

AP&M 6402

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