This collaborative workshop in the area of Quantitative Finance is carefully designed to guide the participants along the difficult terrain of Financial Mathematics to support their exploration and learning of the various theories of quantitative and mathematical finance, as well as obtain good...

The theme of the conference for 2010 is Identification in Econometrics, Theory and Applications. The Program Chair is Elie Tamer from Northwestern University. EC-squared is a series of annual international conferences on research in quantitative economics and econometrics.The acronym (EC)2...

Focus: Variable Annuities, Stochastic Volatility, Portfolio Optimization, Transaction Costs, Energy and Emissions Trading and other areas of Quantitative Finance.

ASFM2010 will bring together leading international researchers concerned with both theoretical and practical aspects of Applied Statistics and Financial Mathematics. Its main aims are to promote active collaboration between practitioners in these areas and applied mathematicians as well as to...

Computational and financial econometrics comprise a broad field that has clearly interested a wide variety of researchers in economics, finance, statistics, mathematics and computing. Examples include financial time series analyses that focus on efficient and robust portfolio allocations over...

The event is a combination of lectures on the theory and methods of policy analysis and design, practical problems in modelling and forecasting, and computer-based exercises. The following topics will be covered: • unit roots, cointegration and error-correction mechanisms; • vector...

This event is designed mainly for those who use quantitative methods in economics, but it is open for the academic and scientific public at large, and also for technicians and professionals in this field. The traditional structure of the event is going to be maintained, including Ordinary...

Der Workshop soll einen Beitrag zu einer objektiven Bewertung der Zusammenhänge am Energiemarkt und der zu erwartenden Entwicklung der Energiepreise leisten. Zu diesem Zweck wird der Themenbereich mit ausgewählten Experten aus den Bereichen Energieökonomik, Energiewirtschaft und –politik...

The workshop provides a platform to discuss new developments in the field of empirical and applied macroeconomic modelling. We invite applied and theoretical papers dealing with time series and panel econometrics, business cycles, economic forecasting or international macroeconomics. Papers that...

Within the scope of interest are issues of estimation, simulation and developing econometric models and their use for policy analysis. A special attention is given to modelling economies in transition, new EU member states. Among primary conference topics are also financial market models,...