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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.
Persistent link: https://www.econbiz.de/10011279426
The theme of the 2012 conference is on the need for regulation in capital markets. We welcome proposals for papers to be presented at the 2012 conference on any topic that relates to dysfunctionality in capital markets. However, we would particularly welcome papers on topics that directly relate...
Persistent link: https://www.econbiz.de/10009611324
The aim of the Bachelier Finance Society is, through international contacts, the advancement of the discipline of finance under the application of the theory of stochastic processes, statistical and mathematical theory.
Persistent link: https://www.econbiz.de/10005878077
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
Persistent link: https://www.econbiz.de/10009347346
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.
Persistent link: https://www.econbiz.de/10009347347
Focus: Variable Annuities, Stochastic Volatility, Portfolio Optimization, Transaction Costs, Energy and Emissions Trading and other areas of Quantitative Finance.
Persistent link: https://www.econbiz.de/10005877638
This practical workshop by Uwe Wystup covers the modeling, pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products.
Persistent link: https://www.econbiz.de/10005876591
In this one day course the international expert Andrea Roncoroni will examine practical issues that arise in the area of Energy and Commodity Risk Management. The focus throughout will be on how to develop models for energy and commodity price processes, quantify associated risks, and price and...
Persistent link: https://www.econbiz.de/10005876590
Focus: Integrated Risk Management, Credit Risk, Interest Rate Term Structure, Stochastic Volatility, Portfolio Optimisation and other areas of Quantitative Finance.
Persistent link: https://www.econbiz.de/10005872566
The Quantitative Methods in Finance - 2004 Conference will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia. Focus: Integrated Risk Management, Credit Risk, Hedge Funds and other areas of Quantitative Finance
Persistent link: https://www.econbiz.de/10005871505
Created in cooperation with RFE-Resources for Economists of the American Economic Association (AEA)