Derivatives Day in Amsterdam June 1 2006

This was a highly successful day. Some great luminaries were there (Hull, our own Paul, Albinese, JG, Pelsser, Vorst, Jamshidian). Well-organised and lots of buzz to it.

Yours truly (see photo) was there incognito. By the way, I was not wearing the sunglasses at this event!

The topics were interesting and ranged from CDO to artificial markets to volatility modelling.

The forum was the best part. Full marks to Paul Wilmott who stole the show with his insightful comments on mathematics and the value of education in general. Not sure if JH agreed.

My role was that of spectator who asked too many questions.

Paul: one of the speakers mentioned 'wiggly wigglies' in relation to something. What was that again?

A special hello to Eye51 and Anita. We must meet up for the Amsterdam Willmotter 'do' 22 June 2006.