The intention of the workshop is to focus on new and untraditional mathematical ideas and methods within the mathematical finance research. Subjects that may be discussed include (but are not limited to) - non-semimartingale models (including fractional Brownian motion) - nonstandard stochastic...

The conference will create a forum for debates on current processes of learning, adaptation and resistance taking place in rapidly changing societies. The suggested issues to which the debates will be devoted are as follows: - Gdansk and other places: local geographies of change - New social...

Topics: - forecasting financial markets - economic policy, growth and financial markets - monetary and fiscal policy decision-making - portfolio and asset management - pricing and risk of financial instruments - advances in financial econometrics and statistics - exchange rate and interest rate...

Topics of interest include, but are not limited to: - Collective Risk Models and Ruin Theory - Extreme Value Theory and Applications - Insurance (Life, Non-life, Pension and Health) and Reinsurance - Risk Measures and Portfolio Selection - Statistical Analysis of Insurance and Finance Data -...

Jan Mossin (1936-1987) made several important contributions to modern finance. Most important is his work on the CAPM in his Econometrica article from 1966: Equilibrium in a Capital Asset Market. Another important contribution, central to the topic of the conference, is his Journal of Business...

The ongoing integration process of global financial markets introduces a necessity to carry on research on forecasting and decision-making in emerging and developed financial markets within the framework of their macroeconomic environment. We welcome high quality papers that use up-to-date...

We welcome papers from any discipline relevant for finance and insurance to be submitted for presentation at the symposium. However, this year we especially want to focus on Solvency II, securitization of insurance risks, and fair market value of pension and insurance liabilities.

The conference is to be an academic forum for current research in market microstructure. The conference goes over two days. Each day will concentrate on papers analyzing one of the two markets: Equity and Currency. Possible topics are: - market microstructure and asset pricing - trading and...

The ongoing integration process of global financial markets introduces a necessity to carry on research on forecasting and decision-making in emerging and developed financial markets within the framework of their macroeconomic environment.