FOCUS: Pensions, Insurance, Regulation, Model Risk, CVA, Risk Measurement, Commodities, Emissions Trading and other areas of Quantitative Finance.

Macroeconometrics is an important area of research in economics. Time series methods for empirical macroeconomics have become very popular and widely used in the academia as well as in public and private institutions. The goal of the Barcelona Macroeconometrics Summer School is to offer courses...

Course Content: The increasing availability of individual data from surveys has led not only to a significant growth in the number of academic jobs of an empirical nature using this type of information but also to a greater number of studies commissioned by public and private institutions in...

FOCUS: Alternative Asset Management, Pensions, Insurance, Stochastic Volatility, Interest Rate Term Structure, Credit Risk, Risk Measurement, FX Derivatives, Commodity and Emissions Trading and other areas of Quantitative Finance.

15 December: Economic Dynamics and Quantitative Finance - Organised by Tony He 16 December: Beyond the Classical Paradigm - Organised by Erik Schlögl

The goal of the Barcelona Macroeconometrics Summer School is to offer courses covering a wide range of topics in macroeconometrics. The courses have the following objectives: - To provide students with knowledge of a set of modern time series methods necessary for empirical research in...

Course Content: The increasing availability of individual data from surveys has led not only to a significant growth in the number of academic jobs of an empirical nature using this type of information but also to a greater number of studies commissioned by public and private institutions in...

Focus: Stochastic Volatility, Interest Rate Term Structure, Credit Risk, Pensions, Insurance, Portfolio Optimisation, Commodity and Emissions Trading and other areas of Quantitative Finance.

The Quantitative Methods in Finance - 2012 Conference will be organised jointly with the BFS 7th World Congress as one event. Quantitative Methods in Finance (QMF) 2012 Conference will gather the leading professionals in Quantitative Finance from industry and academia under one roof....

Course Offering Summer 2011: - Panel Data Linear Analysis - Quantitative Methods for Public Policy Evaluation - Structural Econometrics for Industrial Organization - Dynamic and Non-linear Panel Data Models