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RE: CARISMA FINANCIAL ENGINEERING WORKSHOPS

RE: CARISMA FINANCIAL ENGINEERING WORKSHOPS

EXTREME VALUE THEORY AND COPULAS, 29 November 2005, London
Presenters: Paul Embrechts, Johanna Neslehova, Rosario Dell'Aquila, RiskLab, ETH Zurich; Claudio Romano, Credit Risk Analyst, Capitalia Bank Holding, Rome; Annalisa Di Clemente, University of Rome;

FINANCIAL INNOVATION AND NEW STRUCTURED PRODUCTS IN THE EQUITY WORLD, 30 November 2005, London
Presenter: Dilip Madan, Robert H. Smith School of Business, University of Maryland / Consultant to Morgan Stanley

PRACTICAL FINANCIAL OPTIMISATION: DECISION MAKING FOR FINANCIAL ENGINEERS,1 December 2005, London
Presenters: Stavros Zenios, Wharton School of Business /University of Cyprus; Gautam Mitra, CARISMA, Brunel University

HIDDEN MARKOV MODELS, KALMAN FILTERS, ROBUST REGRESSION, 2 December 2005, London
Presenters: Paresh Date, Rogemar Mamon, Keming Yu, CARISMA, Brunel University;

We are pleased to announce the above workshops. The objective of the four one-day events is to bring together practitioners, academics working in the area of risk management, financial engineering, quantitative finance and optimisation. They will provide an opportunity for participants engaged at the forefront of this area to discuss problems and challenges and suggest fruitful directions for future research, which focus on the emerging requirements of the finance industry.

The speaker panel includes world leaders such as Dilip Madan, Robert H. Smith School of Business, University of Maryland/ Consultant to Morgan Stanley; Paul Embrechts and colleagues, RiskLab, ETH, Zurich; Gautam Mitra, CARISMA, Brunel University; Stavros Zenios, Wharton School of Business/University of Cyprus; Claudio Romano, Credit Risk Analyst, Capitalia Bank Holding, Rome. All the speakers have achieved distinction through their research contributions and also possess wide experience of real world applications of highly sophisticated quantitative models.

You will learn about the latest developments in the field from acknowledged research leaders, gathered together in London. By networking and listening to the presentations, you will gain valuable knowledge and practical techniques to apply your own area of practice or research. You will gain first hand experience of the innovative thinking and best practices currently being developed in some of the world's leading educational institutions.

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

The events are organised by the Centre for the Analysis of Risk and Optimisation Modelling Applications (CARISMA) at Brunel University, and managed by UNICOM Seminars. 

We will appreciate if could put the poster on your bulleting board and make your colleagues aware of these events. We look forward to welcoming you and your colleagues to the workshops; please contact me if you require further information.

Best regards
Michael Sun
[log in to unmask] or [log in to unmask]
CARISMA,
www.carisma.brunel.ac.uk
UNICOM Seminars,
www.unicom.co.uk/finance

 

========================================================================= Date: Sat, 26 Nov 2005 16:52:24 +0000 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: 12th International Conference on Computing in Economics and,Finance FIRST ANNOUNCEMENT SCE 2006 annual meeting: The 12th International Conference on Computing in Economics and Finance, of the Society of Computational Economics (SCE) will be held from June 22-25, 2006 at the Amathus Beach Hotel, Limassol, Cyprus. URL: http://www.csdassn.org/europe/cef06/ The Conference covers all areas dealing with the computational aspects of economics, finance, and decision making. This includes (a) research making significant use of computers; (b) the development of computational techniques; and (c) the development of computational environments. Invited plenary lectures will be given by o Kenneth L. Judd, Stanford University, USA o Leigh Tesfatsion, Iowa State University, USA o M. Hashem Pesaran, University of Cambridge, UK Participants should submit an abstract (max 200 words) of full papers before February 15, 2006, through Conference Maker, as indicated on our conference website: http://www.csdassn.org/europe/cef06/ Decisions on acceptance will be sent by March 10, 2006. Final papers should be made available by June 1, 2004. Papers will be considered for publication in a special issue of the Computational Economics and regular issues of the Journal of Applied Econometrics and Journal of Economic Dynamics and Control. Details concerning the conference, including instructions for registration and hotel reservation, etc., can be found on the conference website. Submit your abstract now! June is a busy time in Limassol, so please make hotel reservations early. We blocked a number of rooms at hotels (see our conference website) that must be booked (at a reduced rate) before May 1. More details can be found in the web page of the conference: http://www.csdassn.org/europe/cef06/ ========================================================================= Date: Wed, 30 Nov 2005 09:35:50 +0000 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: aix conference Just areminder that the deadline for submission of papers for this conference is December 1. Details at http://www.economic-complexity.net/