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Dear

 

Practical Financial Optimization: Decision Making for Financial Engineers,  London, 1 December 2005

 

Presented by Professor Stavros Zenios, Wharton Financial Institution, University of Pennsylvania/University of Cyprus, this one-day course gives an introduction to financial optimisation models as used to support decision-making for financial engineers. It will highlight the significance of enterprise wide risk management and review the disparate sources of risk faced by today’s global institutions. 

 

The course will conclude with the analysis of two large-scale real world applications:

·        Managing credit risk in the corporate bond portfolio market

·        Managing insurance products with minimum guarantees for the UK and the Italian markets.  

 

Professor Stavros Zenios is known internationally for his work in computational finance and financial services, high- performance and parallel computations, and operations research, and has written widely on the topic. He holds two US patents on financial engineering methods. His book with Yair Censor, “Parallel Optimisation”  received the 1999 ICS prize of the Institute of Operations Research and the Management Sciences.

 

This tutorial on 1 December is based on material from Professor Zenios’ book, “Practical Financial Optimization: Decision Making for Financial Engineers”, and a new work,  “A Library of Financial Optimization Models

 

Further details are available at  www.unicom.co.uk/finance and at www.carisma.brunel.ac.uk/FE.h tml.

 

This workshop is organized by The Centre for the Analysis of Risk and Optimisation Modelling Applications (CARISMA) at Brunel University and managed by UNICOM Seminars.   It takes place at Brunel University campus, West London.

 

Prices are very competitive to allow practitioners, academics and researchers working in the area of risk management, financial engineering, quantitative finance and optimisation to exchange ideas and to benefit from a series of top-flight events.

 

 

 

 

1 Day

2 Days

3 Days

4 Days

5 Days

PhD Students

£60

£120

£180

£240

£300

Academics & Researchers

£95

£190

£285

£380

£475

Industry

£300

£550

£795

£1000

£1190

 

For further details please go to www.carisma.brunel.ac.uk/FE.h tml or www.unicom.co.uk/finance  or email [log in to unmask] for a PDF filer.

 

Alternatively you may telephone UNICOM on +44 1895 256 484 for further information.

 

I believe this information will be of interest to you and your colleagues, but if you prefer NOT to be sent unsolicited emails and wish to be removed from our electronic mailing list, please click [log in to unmask]  

 

We look forward to welcoming you to “Practical Financial Optimisation” on 1 December.

 

Kind regards

 

 

Michael Sun

 

 

========================================================================Date: Thu, 20 Oct 2005 20:43:25 +0100 Reply-To: Giulia Iori <[log in to unmask]> Sender: Application statistical Physics methods to Financial problems <[log in to unmask]> From: Giulia Iori <[log in to unmask]> Subject: Economics Complexity Conference Dear Friends and Colleagues, We would like to bring to your attention the following conference http://www.economic-complexity.net/ With kindest regards, Christophe and Giulia ========================================================================Date: Tue, 25 Oct 2005 09:02:24 +0200 Reply-To: Gabriele Susinno <[log in to unmask]> Sender: Application statistical Physics methods to Financial problems <[log in to unmask]> From: Gabriele Susinno <[log in to unmask]> Subject: University og Perugia: WORKSHOP on QUANTITATIVE FINANCE MIME-Version: 1.0 Content-Type: multipart/alternative; Boundary="-Webmail11302237449cbb4d951ba966f36320aef63477812e" This is a multi-part message in MIME format. ---Webmail11302237449cbb4d951ba966f36320aef63477812e Content-Type: text/plain; charset="iso-8859-1" Content-Transfer-Encoding: quoted-printable WORKSHOP on QUANTITATIVE FINANCE January 26-27, 2006 University of Perugia (Italy) The present one is the seventh edition of an increasingly successful initiative whose aim is to set a common forum of ideas and discussions among researchers and practicioners interested in finance. While the previous editions of the workshop had been mostly addressed to a national audience, this year we wish to particularly encourage an international participation. We welcome contributions from any of the following subjects: Mathematical Finance Financial Economics Computational Finance Econometrics and Statistics of Financial Markets Corporate Finance Papers (even in preliminary form) should be submitted before December 12, 2005. Notification of acceptance will be received by January 6, 2006. Each accepted paper will be assigned to a discussant. Deadline for registration is January 13, 2006 (There is no participation fee). E-mail: [log in to unmask] For further information, please visit the web-site http://diec.ec.unipg.it/finanza2006/ SCIENTIFIC COMMITTEE Damiano Brigo, Marco Frittelli, Andrea Gamba, Stefano Herzel, Elisa Luciano, Carlo Mari, Giovanna Nicodano, Fabio Trojani. ORGANIZING COMMITTEE Flavio Angelini, Sara Biagini, Silvia Centanni, Roberto Ferulano, Gianna Figà-Talamanca, Stefano Herzel. ---Webmail11302237449cbb4d951ba966f36320aef63477812e Content-Type: text/html; charset="iso-8859-1" Content-Transfer-Encoding: quoted-printable WORKSHOP on QUANTITATIVE FINANCE
January 26-27, 2006
University of Perugia (Italy)

The present one is the seventh edition of an increasingly successful
initiative  whose aim is to set a common forum of ideas and discussions
among researchers and practicioners interested in finance. While the
previous editions of the workshop had been mostly addressed to a
national audience, this year we wish to particularly encourage an
international participation.

We welcome contributions from any of the following subjects:

Mathematical Finance
Financial Economics
Computational Finance
Econometrics and Statistics of Financial Markets
Corporate Finance

Papers (even in preliminary form) should be submitted before December
12, 2005.
Notification of acceptance will be received by January 6, 2006. Each
accepted paper will be assigned to a discussant.
Deadline for registration is January 13, 2006 (There is no participation
fee).

E-mail: [log in to unmask]

For further information, please visit the web-site
http://diec.ec.unipg.it/finanza2006/

SCIENTIFIC COMMITTEE
Damiano Brigo, Marco Frittelli, Andrea Gamba, Stefano Herzel, Elisa
Luciano, Carlo Mari, Giovanna Nicodano,  Fabio Trojani.

ORGANIZING COMMITTEE
Flavio Angelini, Sara Biagini, Silvia Centanni, Roberto Ferulano, Gianna
Figà-Talamanca, Stefano Herzel. ---Webmail11302237449cbb4d951ba966f36320aef63477812e-- ========================================================================Date: Fri, 28 Oct 2005 12:53:31 +0100 Reply-To: Michael Sun <[log in to unmask]> Sender: Application statistical Physics methods to Financial problems <[log in to unmask]> From: Michael Sun <[log in to unmask]> Subject: Extreme Value Theory and Copulas MIME-Version: 1.0 Content-Transfer-Encoding: quoted-printable Content-Type: text/plain; charset=ISO-8859-1 Extreme Value Theory and Copulas: Workshop, 29 November 2005 Extreme Value Theory was originally conceived as the probabilistic theory for studying rare events; copula functions are implemented for measuring and optimising portfolio credit risk. This workshop features three presentations by well-known European experts, which cover the application of these powerful techniques to real world problems of operational and credit risk. Attendees will gain valuable knowledge and new practical techniques to apply in a variety of scenarios, including portfolio credit risk measurement and management, for example: • EVT is a valuable tool for managing operational risk • Basel II for credit risk recommends the use of the Gaussian Copula The workshop is divided into three sessions, as follows: 1. Quantitative Models for Operational Risk: Extremes, Dependence, Aggregation and Robustness Paul Embrechts, Johanna Neslehova and Rosario Dell’Aquila, ETH Zurich 2. Applying Extreme Value Theory and Copula Functions to market and Operational Risk Claudio Romano, Capitalia Bank Holding, Rome 3. Measuring and Optimising Portfolio Credit risk: a Copula Based Approach Annalisa Di Clemente, University of Rome “La Sapienza” This event will take place on 29 November and is an excellent opportunity for you to hear these top European speakers and benefit from their wide experience in this field. Further details are available at www.unicom.co.uk/finance and at www.carisma.brunel.ac.uk/FE.html. This workshop is organized by The Centre for the Analysis of Risk and Optimisation Modelling Applications (CARISMA) at Brunel University and managed by UNICOM Seminars. It takes place at Brunel University campus, West London. For further details please go to www.carisma.brunel.ac.uk/FE.html or www.unicom.co.uk/finance or email [log in to unmask] for a PDF filer. Alternatively you may telephone UNICOM on +44 1895 256 484 for further information. We look forward to welcoming you to the Workshop on EVT and Copulas on 29 November. Kind regards Michael Sun