Focus: Monte Carlo Simulation, Stochastic Volatility, Credit Risk, Portfolio Optimization, Insider Trading and other areas of Quantitative Finance.

TOPIC AREAS: 1 Asset Pricing 2 Banking / Financial Institutions 3 Financial Accounting 4 Financial Statement Analysis 5 Equity Valuations 6 Earnings Quality 7 Financial Economics 8 Financial and Economic Integration 9 Capital Markets 10 Corporate Finance 11 Corporate Governance 12 Derivative...

All researchers in finance are invited to present in English their latest research in all areas of finance and insurance.

The Europlace Institute of Finance (EIF) organizes the 4th International EIF Job Market in Finance and Accounting to enhance the exchanges between young researchers, PhD students, academic institutions and finance and accounting professionals in order to facilitate recruiting, to create bridges...

This practical workshop by Uwe Wystup covers the modeling, pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products.

Preliminary program: Session I. - Coherency Conditions: Thirty Years Later - Generalized Method of Moments with Tail Trimming - Towards Identi¯cation of Shocks in State-Space Models: Application to Stochastic Volatility Session II. - Habit, Long Run Risks, Prospect? A Statistical Inquiry -...

The inaugural conference of AAHANZBS will provide an opportunity for researchers to present papers across the wide range of interests covered by the Association. We are interested in focussing on three themes:- - The role of historical research in developing theoretical perspectives in business...

Topics: - Fiscal and monetary policies when interest rates are at, or close to, the zero lower bound, including balance sheet and debt management considerations. - Modelling financial stability Attendance at the workshop is by invitation only.

In this one day course the international expert Andrea Roncoroni will examine practical issues that arise in the area of Energy and Commodity Risk Management. The focus throughout will be on how to develop models for energy and commodity price processes, quantify associated risks, and price and...

We encourage papers relating to conference’s general topic, and more specifically, although not exclusively, on the following themes : - History of the crisis, comparisons with past crises - Financialisation - Nature and efficiency of central bank operations - Role of the State - How can we...