Focus: Monte Carlo Simulation, Stochastic Volatility, Credit Risk, Portfolio Optimization, Insider Trading and other areas of Quantitative Finance.

This three-day intensive course presents methods for performance measurement for multi-input multioutput firms. Among other things, participants will learn how Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) can be used to decompose indexes of profitability and...

The conference will provide an opportunity for researchers in areas of quantitative and qualitative techniques to present papers with innovative applications of statistical methods in the economic and the administrative sector of business.