The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. The workshops provide a comprehensive treatment of the theoretical concepts and modelling techniques...

The conference will provide a forum for the discussion of fundamental issues underpinning the theory and practice of present and future management of traditional assets, alternative assets and hedge funds, with a special emphasis on the developments that are likely to evolve over the next twenty...

The International Workshop on Statistical Modelling is an annual conference organised by the Statistical Modelling Society. The workshop concentrates on the various aspects of statistical modelling, including theoretical developments, applications and computational methods. Papers motivated by...