[MRM] Sommer School in Munich

[Sandra Trenovatz]

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Date: Wed, 22 Mar 2006 10:41:32 +0100
From: "D. Filipovic" <filipo at mathematik.uni-muenchen.de>
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                     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/)