The "Petit Dejeuner de la Finance" (Financial breakfast)
is a monthly event organized in Paris by FRONTIERS IN FINANCE,
an association jointly created by academic researchers and market
professionals.
Each breakfast is a lecture by a leading researcher in the field
of financial modeling, attended by 40 market professionals and 10
academic researchers. Lecture are in English or French.
Topics covered in 1998-99 have been: calibration of interest
rate models, Monte Carlo pricing methods, VaR, quantile hedging,
maximum entropy calibration, credit derivatives.
Topics for 1999-2000 include: VaR, interest rate derivatives,
credit risk, numerical methods for option pricing.
The next Petit Dejeuner will be held on
Tuesday November 16, 1999 - 8 AM - 9.30 AM
with a lecture by
Michel DACOROGNA (Olsen & Associates, Zurich)
who will speak about
A Richter Scale of Market Shocks
For more information consult our website:
http://www.fiquam.polytechnique.fr/finance/
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Rama CONT
Centre de Mathematiques Appliquees
CNRS - Ecole Polytechnique
F-91128 Palaiseau, France.
Fax: 00 33 1 69 33 30 11.
E-mail: [log in to unmask]
WWW: http://www.cmap.polytechnique.fr/~rama/
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