Focus: Integrated Risk Management, Credit Risk, Interest Rate Term Structure, Stochastic Volatility, Portfolio Optimisation and other areas of Quantitative Finance.

This year's regional meeting will have a Field Experiments theme. In addition to the usual program, John List and David Reiley are putting together a number of special sessions on field experiments, including a number of empirical researchers who do not usually attend ESA events.

The objective of the workshop is to provide a forum for the presentation and discussion of works involving economic dynamics. We are interested in papers that have strong links to economic or macroeconomic theory. The committee will consider papers, albeit not exclusively, in the broad areas of...

The program will consist of four keynote speakers, a number of special sessions and contributed papers. The program committee will be co-chaired by Dr Mardi Dungey of the Centre for Applied Macroeconomic Analysis at the Australian National University and Professor Peter Bardsley of the Economic...

The program will consist of contributed and invited papers. Submissions in a wide range of topics in economics are encouraged. At least one co-author must be a member of the Society.

The conference will focus on state-of-the-art mathematical techniques and software development for risk management and financial engineering. Topics will include portfolio optimization, market and credit risk modeling, pricing and hedging of various financial instruments, derivatives on traded...

WORKSHOP I: “How to Use Lean and Practical Approaches to Business Forecasting” WORKSHOP II: “How to Establish an Effective Sales & Operations Planning or Sales, Inventory & Operations Planning (S&OP/SIOP)” WORKSHOP III: “How One-Number Forecasting Affects Enterprise Resource Planning...