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

This practical workshop by Uwe Wystup covers the modeling, pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products.

Topics: - Fiscal and monetary policies when interest rates are at, or close to, the zero lower bound, including balance sheet and debt management considerations. - Modelling financial stability Attendance at the workshop is by invitation only.

In this one day course the international expert Andrea Roncoroni will examine practical issues that arise in the area of Energy and Commodity Risk Management. The focus throughout will be on how to develop models for energy and commodity price processes, quantify associated risks, and price and...

Topics: - Crisis topology; asset pricing bubbles, mispricing, contagion, counterparty risk, transparency. - Prediction of crises, indicators, risk measures, ratings, performance measures. - Market regulation, transparency, innovation, disclosure, liquidity, global regulation, governance...

The symposium will recognise the career contributions of the most prolific financial markets researchers in Australian and New Zealand universities. [gemäß den Informationen des Anbieters - according to site editor's information] The website is no longer available.

The aim of this course is to provide a sound description of the fundamentals and building blocks of equity derivatives pricing theory, how this theory is implemented into useful pricing models, and then how those models should be used in the real world to price and hedge equity derivatives.

This year the conference will focus considerable attention on the global financial crisis and its impact. The conference will bring together top finance policy makers, professionals, and academics to discuss current financial turbulence, seek methods to overhaul financial and banking systems,...

Developments in capital markets, namely, current account imbalances and financial integration, and labour markets rigidities have been among the most noticed difficulties some countries have been facing after adopting the Euro. To discuss these issues, and the lessons that emerge from the...