From inform at fam.tuwien.ac.at Fri Jan 20 17:04:08 2006 From: inform at fam.tuwien.ac.at (INFORM) Date: Fri, 20 Jan 2006 17:04:08 +0100 (CET) Subject: [MRM] Half-Day Workshop "Credit Risk and Risk Transfer" am 25.1.2006 TU Wien Message-ID: Sehr geehrte Damen und Herren, im Rahmen des WWTF-Projekts "Mathematics and Credit Risk" findet ein halbtaegiger Workshop "Credit Risk and Risk Transfer" statt. Zeit und Ort: Mittwoch, 25. Jaenner 2006, von 14:00 bis 18:00 Technische Universitaet Wien Wiedner Hauptstrasse 8-10 1040 Wien Hoersaal FH3 (Gelber Bereich, 2. Stock) Weitere Information unter: http://www.fam.tuwien.ac.at/events/wwtf2006 Mit besten Gruessen, Markus Fulmek ---------------------------------------------------- ++++++++ Wissenschaftlicher Verein INFORM ++++++++++ Insurance, Financial and Operational Risk Management Fakultaet fuer Mathematik Universitaet Wien Nordbergstrasse 15 A-1090 Wien @: inform at inform.ac.at W3: http://www.inform.ac.at ---------------------------------------------------- From inform at fam.tuwien.ac.at Tue Feb 14 15:58:29 2006 From: inform at fam.tuwien.ac.at (INFORM) Date: Tue, 14 Feb 2006 15:58:29 +0100 (CET) Subject: [MRM] [EW06] Energy Workshop 2006 am 17.3. Message-ID: Sehr geehrte Damen und Herren! Mit dieser Aussendung moechten wir Sie ganz herzlich zum Energy Workshop 2006 (EW06) einladen, der vom Institut fuer Statistik und Decision Support Systeme der Universitaet Wien (http://www.isds.univie.ac.at/) in Zusammenarbeit mit dem OeGOR Arbeitskreis Energiewirtschaft (http://www.wirbelsturm-verlag.net/AK_Energie/) sowie dem wissenschaftlichen Verein INFORM (http://www.inform.ac.at/) veranstaltetet wird. Zeit: Freitag, 17. Maerz 2006 (9:30 bis 15:00) Ort: Hoersaal 16 (Universitaet Wien), A-1010 Wien, Dr. Karl Lueger Ring 1, Hauptgebaeude, Hochparterre, Stiege V Dieser Workshop stellt die Fortsetzung des OeGOR-IHS Workshops "Mathematische Oekonomie und Optimierung in der Energiewirtschaft" dar, wobei der Themenschwerpunkt diesmal "Pricing Models for Electricity Markets" lautet. Besonderes Augenmerk wird dabei auf den Bereich Stochastische Optimierung und Risikomanagement geworfen. Auf Grund der internationalen Vortragenden werden die Vortraege teilweise auf Englisch und teilweise auf Deutsch abgehalten. Das Programm, die Anmeldung sowie alle weiteren Details finden Sie online unter http://www.univie.ac.at/crm/ew06/ Wir bitten Sie, diese Einladung auch an Interessierte weiterzuleiten und verbleiben Mit den freundlichsten Gruessen Georg Ch. Pflug und Ronald Hochreiter ---------------------------------------------------- ++++++++ Wissenschaftlicher Verein INFORM ++++++++++ Insurance, Financial and Operational Risk Management Fakultaet fuer Mathematik Universitaet Wien Nordbergstrasse 15 A-1090 Wien @: inform at inform.ac.at W3: http://www.inform.ac.at ---------------------------------------------------- From Xiaochen.Sun at brunel.ac.uk Wed Feb 22 12:45:43 2006 From: Xiaochen.Sun at brunel.ac.uk (Xiaochen Sun) Date: Wed, 22 Feb 2006 11:45:43 -0000 Subject: [MRM] New Directions in Financial Modelling, Demonstrations of specialist financial software systems Message-ID: <4053699F3E4AD04BA536A5F6BB81A2CF35A4B4@UXEXMBU116.academic.windsor> New Directions in Financial Modelling Seminar and Workshop Series, 22 May 2006 - 25 May 2006, London, UK 22 May: Pre-Seminar Workshop Financial Innovation & New Structured Products in the Equity World 23-24 May: Two-day, multi-speaker seminar, with the following themes: * Day One: Recent Developments in Financial Modelling * Day Two: Recent Developments in Portfolio Planning 25 May: Demonstrations of specialist financial software systems This meeting is organised by CARISMA (The Centre for the Analysis of Risk and Optimisation Modelling Applications), Brunel University in collaboration with a number of other leading research institutions: Hermes Centre of Excellence, University of Cyprus Department of Statistics and Decision Support Systems, University of Vienna The Centre for Financial Research, Judge Business School, Cambridge. The Centre for Quantitative Finance, Imperial College The Risk Management and Financial Engineering (RMFE) Lab, University of Florida The theme of the final day is to present specialist financial software systems. Some systems are commercial and others have been developed in academic labs and are migrating to commercial applications. Those presenting/demonstrating systems will include: CARISMA University of Vienna The Centre for Financial Research, Judge Business School, Cambridge The Centre for Quantitative Finance, Imperial College APT Insightful Speakers for 23-24 May confirmed to date include: Nicos Christofides The Centre for Quantitative Finance, Imperial College (confirmed) Michael Dempster The Centre for Financial Research, Judge Business School, Cambridge (confirmed) Gerd Infanger Stanford University (confirmed) Dilip Madan Robert H Smith School of Business, University of Maryland/Consultant to Morgan Stanley (confirmed) Gautam Mitra CARISMA (The Centre for the Analysis of Risk and Optimisation Modelling Applications), Brunel University (confirmed) Georg Pflug Department of Statistics and Decision Support Systems, University of Vienna (confirmed) Stan Uryasev The Risk Management and Financial Engineering (RMFE) Lab, University of Florida (confirmed) Stavros Zenios Hermes Centre of Excellence, University of Cyprus (confirmed) Daniel Di Bartolomeo Northfield Systems (confirmed) Norbert Jobst Standard & Poor's (confirmed) Zari Rachev FinAnalytica (confirmed) Andrew Robinson APT (confirmed) Benefits of Attending 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. The target audience is Academics PhD Research Students Project leaders and Quants from Financial Institutions For further details please go to www.unicom.co.uk/finance , either download brochure or email info at unicom.co.uk for a PDF filer. We look forward to welcoming you to the workshops; please also make your colleagues aware of it. I believe this information will be of interest to you and your colleagues With regards Michael Sun Michael(Xiaochen) Sun CARISMA, www.carisma.brunel.ac.uk Centre for the Analysis of Risk and Optimisation Modelling Application; School of Computing, Information Systems and Mathematics Brunel University Middlesex Uxbridge, UB8 3PH United Kingdom * xiaochen.sun at brunel.ac.uk http://mam3xs.blogspot.com/ *(+44) (0)1895 265625 *(+44) (0)7841873292 From sandra at fam.tuwien.ac.at Wed Mar 22 17:35:22 2006 From: sandra at fam.tuwien.ac.at (Sandra Trenovatz) Date: Wed, 22 Mar 2006 17:35:22 +0100 Subject: [MRM] Sommer School in Munich Message-ID: <44217CCA.5090307@fam.tuwien.ac.at> -------------------------------------------------------- Date: Wed, 22 Mar 2006 10:41:32 +0100 From: "D. Filipovic" -------------------------------------------------------- SUMMER SCHOOL Risk Measurement and Optimal Investment June 29 - 30, 2006 Mathematical Department of the Ludwig-Maximilians Universitaet LMU, Muenchen (Germany) The summer school will take place at the Mathematical Department of the Ludwig-Maximilians Universitaet (LMU) of Muenchen on June 29 (13 - 19.30h) and on June 30 (9 - 17.30h). It consists of two mini courses on * Risk Measures and Capital Allocation (Prof. F.Delbaen) * Optimal Investment (Prof. C. Rogers) held by Prof. F. Delbaen (ETH Zurich) and Prof. C. Rogers (University of Cambridge), and a special talk on * Managing Value, Risk and Economic Capital: A Practical Approach to Asset Liability Management held by Dr. B. Kaufmann (Munich Re). The school addresses PhD students, postgraduate researchers and all practitioners from the risk management in insurance and other financial institutions. For further information, see: http://www.mathematik.uni-muenchen.de/~finsum/koll.php REGISTRATION There is a registration fee. Participants are kindly requested to follow the indications on line available at http://www.mathematik.uni-muenchen.de/~finsum/regi.html ORGANISERS Francesca Biagini, LMU Muenchen (http://www.mathematik.uni-muenchen.de/~biagini/) Damir Filipovic, LMU Muenchen. (http://www.mathematik.uni-muenchen.de/~filipo/)