Topics: - Quantitative analysis and financial risk management - Financial crisis and contagion - Portfolio management and optimization - Volatility modeling and correlation between financial markets - Emerging stock markets - Forecasting of high-frequency financial data - Commodity prices and...

The conference theme this year is Theory and Practice of Spatial Econometrics.Spatial econometrics encompasses purely spatial economic contexts, but also regional economics, economics of networks (including social networks and committees), cross-section dependence and endogenous interdependence.

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

In the aftermath of the crisis, this workshop will focus on employment creation as a means of remedying the strong rises in unemployment seen in some economies. The workshop will pay particular attention to the factors behind, and pre-requisites for, the creation of high quality and high...

Program Committee members will take responsibility for organizing and chairing the contributed sessions. They will also provide comments and foster interaction across research fields. The Program Committee invites submissions of papers, which can be either complete or work in progress.

This workshop aims to present and discuss recent and ongoing research in mathematical finance, which relies on weaker assumptions than typically assumed e.g. under the classical risk neutral paradigm.

The aim of the conference is to present the problem of financialization and initiate discussion on the subject, to develop the Polish definition of financialisation, define strategic research directions and to promote international studies on the subject.

The two-day workshop will serve as a forum to present current research results in political economy and will give researchers the opportunity to network. Both theoretical and empirical studies are welcome.

The state as economic agent, regulator, developer has gained increasing attention during the last decade. The process was further accelerated during the financial and economic crisis of 2007-9. Reforms of the welfare state, direct state intervention in the form of nationalizations and other...

Cette quatorzième journée d’économétrie organisée à l’université Paris Ouest - Nanterre La Défense a pour objet de permettre à des chercheurs de présenter des travaux de recherche théoriques et/ou appliqués en économétrie de la finance. L’accent sera mis sur l’utilisation...