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.

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 conference aims to bring together academics, practitioners and policymakers sharing interests in financial management, financial markets, corporate governance, etc. It also provides a forum for presenting new research results as well as discussing current and challenging issues in financial...

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.

Topics: - Corporate governance in emerging economies versus developed economies - The role of institutions and national business systems in corporate governance - Convergence towards best practices versus path-dependence - Complementarities and substitution among governance mechanisms at...

The workshop will be a one-day event featuring three sessions of analytical presentations, three scene-setting interventions and a final policy-oriented panel discussion. - The first session will set the framework of corporate debt. - The second session will focus on the link between...

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...