Focus: Stochastic Volatility, Interest Rate Term Structure, Credit Risk, Pensions, Insurance, Portfolio Optimisation, Commodity and Emissions Trading and other areas of Quantitative Finance.

The Princeton-Humboldt confernences are part of a collaboration between researchers in Statistics and Mathematical Finance from Princeton University and Humboldt University in Berlin. The location of this bi-annual event alternates between Princeton and Berlin.

The meetings will run in parallel. Participants will be able to attend all sessions of both meetings.

The conference program will include a mixture of contributed sessions, a dinner speech, and poster sessions. There also will be a preconference mentoring workshop for young female economists, less than 5 years from obtaining their Phd degrees.

This year, we are planning to have research skills workshops on Saturday the 12th, before the start of the main conference. We are hoping to have sessions on computable general equilibrium modeling with GAMS, agent-based modeling, and identification strategies in econometrics.

The Summer School is intended for advanced graduate and post-doctoral students. Economic Theory is in the midst of a major transformation. The traditional assumption that economic agents are rational, with respect to both the manner in which they make decisions, i.e. advancing towards a...

The progam will consist of both Invited Sessions and Contributed Sessions. We welcome submissions to the Contributed Sessions in all areas of Economics.

The 2013 SEA World Conference plans to explore empirical, theoretical and methodological themes, including: Economic Growth, Knowledge Diffusion, Labor Market and Migration, Explanatory spatial data analysis, Bayesian methods, Health, Criminology, Environmental Economics and Energy, Spatial data...

The program will be made up from a selection of invited and submitted papers. The Society now welcomes submissions for the Seoul program. Submissions may be from any area in economics. A program committee will select the papers for the conference.