Frontières en Finance
http://www.fiquam.polytechnique.fr/finance/
has the pleasure of announcing a forthcoming
Workshop on: Weather Derivatives
http://www.fiquam.polytechnique.fr/finance/weather.html
Paris, April 21, 2000.
Speakers:
P Barrieu (Universite de Paris VI):
Weather derivatives: markets and instruments.
P Brewer (CEO, Weather Risk Advisory):
Value at Risk for weather derivatives.
R Carmona (Princeton University):
Pricing models for weather derivatives.
R Dischel (New York): Challenges in valuing weather derivatives.
S Jewson ( Risk Management Solutions Inc):
Sensitivity analysis for portfolios of weather derivatives.
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Deadline for registration: April 13, 2000.
Registration is limited to 20 participants to allow for extended discussions
between participants.
Registration form available on:
http://www.fiquam.polytechnique.fr/finance/inscription4.html
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For more details on the programme see:
http://www.fiquam.polytechnique.fr/finance/formation.html
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For more information, contact:
Stephane DENISE ( [log in to unmask] )
Rama CONT ( [log in to unmask] )
Fax: + 33 1 55 95 60 66
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