EC² is a series of annual international conferences on research in quantitative economics and econometrics, launched in 1990. The acronym EC² stands for European Conferences of the Econom(etr)ics Community. Its main aim is to maintain and extend an adequate forum for both senior and junior...

Focus: Integrated Risk Management, Credit Risk, Interest Rate Term Structure, Stochastic Volatility, Portfolio Optimisation and other areas of Quantitative Finance.

L’objet de cette cinquième journée d’économétrie organisée à l’Université Paris X – Nanterre est de rendre compte de tels développements en permettant à des chercheurs de présenter des travaux de recherche théoriques et/ou appliqués en économétrie de la finance. L’accent...

The goal of this 3 day workshop will be to gather researchers involved in this field in order to: - discuss recent advances in the field - create links between researchers working on various facets of these models - provide a platform for young researchers working in this field, and - point to...

The objective of the workshop is to provide a forum for the presentation and discussion of works involving economic dynamics. We are interested in papers that have strong links to economic or macroeconomic theory. The committee will consider papers, albeit not exclusively, in the broad areas of...

The program will consist of four keynote speakers, a number of special sessions and contributed papers. The program committee will be co-chaired by Dr Mardi Dungey of the Centre for Applied Macroeconomic Analysis at the Australian National University and Professor Peter Bardsley of the Economic...

The workshop will cover, from an interrelated perspective, three main themes: Theme 1: Aggregated models of economic behavior Theme 2: Disaggregated models of economic behavior and artificial societies Theme 3: Mastering complex problems in economics, finance, and management.

The development of increasingly complex financial products requires the use of advanced numerical methods. The purpose of the workshop is to present probabilistic and deterministic numerical methods for pricing, hedging, calibration of derivative products (on equities, interest rate, credit...