While the theme for this year's conference is primarily focused on coping with the current financial crisis and beyond, papers dealing with general issues in macro finance, exchange rates, financial markets, fiscal stimulus, macro economy, and socio-economic policies in Korea are also...

The annual joint conference with the KIF and the KAFA will be held as a one-day conference on Tuesday, May 26. While the main theme for this year's conference is the current financial crisis, papers dealing with general issues in macro-finance, financial/capital markets, and banking industry and...

Session I. - Volatility in Equilibrium: Asymmetries and Dynamic Dependencies - Inference on Sets in Finance - How Useful are No-Arbitrage Restrictions for Forecasting the Term Structure of Interest Rates? Session II. - High Frequency Statistics with Irregularly Spaced Observations - Dissecting...

The Symposium will focus on Risk Management in Financial Institutions Issues. Topics suitable for Symposium include, but are not limited to, the following: . Market, credit, operational, liquidity and integrated risk management, Investment management and hedge fund risk, Energy and commodity...

We invite submission of empirical, theoretical and experimental papers on investment banking, market microstructure and asset pricing. We particularly welcome papers on: . Algorithmic trading . Competition between trading platforms . Liquidity . Post-trading . Security design and origination

Das Ausmaß der gegenwärtigen Finanzmarktkrise hat direkte Vermögenswerte in unglaublicher Höhe vernichtet: Die Schätzungen reichen dabei von rund 1,4 Billionen Dollar (IWF) bis zu 2,8 Billionen Dollar (Britische Notenbank). Betroffen waren zuallererst Banken, Versicherungen, Aktienwerte...

Topics: - Banking Sector Development and Financial Deepening in Russia - The Role of Ownership for the Performance of Russian Banks - Impact of the Global Financial Crisis on Russia

TOPICS: - Valuation uncertainty, transparency and accounting rules - Liquidity risk and market risk - Marking-to-market of bank assets in prudential regulation - Securitization of bank loans and instrument design - SIV and conduits - Credit derivative markets and risk management - Role of credit...

Our aim is to organize a two-day conference in order to discuss recent techniques for the numerical valuation of american and bermudan options.

As part of its activities, the Institute for Quantitative Investment Research (INQUIRE) Europe, organizes an annual symposium. A major part of the conference will be devoted to "Liquidity, credit and risk". Authors, both academics and from the financial industry, are invited to submit papers for...