Focus: Credit Risk, Integrated Risk Management, Interest Rate Term Structure, Portfolio and Hedge Fund Management and other areas of Quantitative Finance.

The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. The workshops provide a comprehensive treatment of the theoretical concepts and modelling techniques...

The conference will provide a forum for the discussion of fundamental issues underpinning the theory and practice of present and future management of traditional assets, alternative assets and hedge funds, with a special emphasis on the developments that are likely to evolve over the next twenty...