FOCUS: Alternative Asset Management, Pensions, Insurance, Stochastic Volatility, Interest Rate Term Structure, Credit Risk, Risk Measurement, FX Derivatives, Commodity and Emissions Trading and other areas of Quantitative Finance.

15 December: Economic Dynamics and Quantitative Finance - Organised by Tony He 16 December: Beyond the Classical Paradigm - Organised by Erik Schlögl

The Einaudi Institute for Economics and Finance (EIEF), the Bank of Italy, the Collaborative Research Center “Statistical Modelling of Nonlinear Dynamic Processes” (SFB 823) and the Deutsche Forschungsgemeinschaft (DFG) announce two international workshops, to be held in Rome September...

The Organising Committee now invites contributors to submit full papers in the areas of theoretical and applied economics and econometrics for consideration.

We encourage submissions in the fields (broadly defined) of macroeconomics, finance, econometrics, agent based modeling and computational methods.

Submissions will be considered in a broad range of themes, to cover all aspects of econometrics, such as microeconometrics, time series econometrics, financial econometrics, nonparametric and semiparametric econometrics, and panel data analysis. Applied econometrics works are also welcome.

The conference covers a wide variety of subjects in actuarial science and financial fields, all treated in light of the cooperation between the two quantitative approaches. It is open to both academicians and professionals, to encourage the cooperation between theoreticians and practitioners.