Focus: Stochastic Volatility, Monte Carlo Methods, Quantitative Investing, Long Dated Pension and Insurance Contracts, Liquidity, Portfolio Optimisation, Energy and Emission Trading and other areas of Quantitative Finance

A two-day workshop on "LIBOR Market Models and Beyond," will be presented by Mark Joshi on Monday, 12 December 2011; and a one day workshop on "Stochastic Portfolio Management" with Banner, de Silva, Fernholz, Fouque, Hulley, Kelly, Platen on Tuesday, 13 December 2011.

The program will include plenary, invited and contributed sessions in all fields of economics. Prospective contributors are invited to submit titles and abstracts of their papers in both theoretical and applied economics and econometrics. [gemäß den Informationen des Anbieters - according to...

The topics will include banking, corporate finance, asset pricing, market microstructure, insurance, securitization among others. Both theoretical and empirical papers are encouraged. It is anticipated that most of the participants will be from universities, central banks, regulatory agencies,...

This workshop provides a forum for the development and dissemination of applications of econometrics and other quantitative approaches in health economics. The workshop will follow the format of the long-running European workshops on Econometrics and Health Economics. A selection of papers from...

The theme of SETA 2011 is “Micro-econometrics, Macro-econometrics and Econometric Theory”. However, contributed papers are invited from general area of research both in theoretical and applied econometrics

The 2011 Conference program will include keynote speakers, contributed papers, workshops and mini symposia. The Conference will represent an outstanding opportunity for academics, policy makers and others in the agricultural, resource and environmental sectors to network, share ideas and...