Summary: The conference will present state-of-the-art results and latest advances in risk management and finance, including market, credit, and operational risk; algorithms and techniques for portfolio management and optimization; assets and liability management; optimal trading and execution strategies; simulation and optimization approaches to pricing derivatives. The conference will be organized in several sections, including: - modern techniques for portfolio management and optimization; theory and practice of risk management; - modeling financial and energy derivatives; extensions beyond financial markets. The conference is preceded by the Workshop on Integrated Risk-Return Management: New Approaches to Management of Bank Portfolios

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