Dear All,
I was asked to post this by Prof.Salmon at FERC.
Please see their web site for further details.
Subject: Gauss and Finance Meeting
Message follows:
FERC is organising (with Timberlake Consultants) a one day
workshop, Applications of GAUSS to Finance, to be given by Thierry
Roncalli on
the 9th of December in the Gresham Lecture Theatre at CUBS. Full
details of this meeting-- how to get here and the program-- can be found
by
following this link http://www.city.ac.uk/cubs/ferc : - A number of
advances in time series econometrics, forecasting and software
engineering
have occurred in the past few years. These advances have made
possible major developments in the modelling of financial time series
using
econometric software in the Windows environment. This seminar aims
to provide participants with a background to these advances and how they
already have been or can be implemented in Gauss. The concepts will
be demonstrated using practical financial and business data. The seminar
should
interest researchers working in Financial Econometrics regardless
of the software tools used.
FERC is sponsoring a seminar by Professor Tamer Basar of the
University of Illinois on Monday the 23rd November in Room 1410 at 12.00
at
CUBS. Tamer Basar is one of the world's leading researchers in the
area of robust and risk sensitive decision theory.The title of his talk
is " On the
relationship between risk-sensitive control , stochastic
differential games and H-infinity control." Essentially the talk will
provide a survey of
modern robust and risk sensitive decision theory where particular
emphasis is placed on extreme risks and as such the talk should be of
interest to
Economists, Econometricians interested in robust inference, Finance
theorists, control engineers, statisticians and actuarial
scientists.Everyone is welcome.
--
Mark Salmon
Deutsche Morgan Grenfell Professor of Financial Markets
City University Business School
Frobisher Crescent
The Barbican
LONDON
EC2Y 8HB
tel: +44 (0)171 477 8746 Direct Line
tel: +44 (0)171 477 87461 Secretary
fax:+44 (0) 171 4778881
Home: +44 (0)1435 882622
Home page:http://www.city.ac.uk/cubs/ferc
--
Dr.Simon Peters, [log in to unmask],Tel:+44(0)161-275-4830,FAX(275-4928)
School of Economic Studies, University of Manchester, UK
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