The conference will focus on various aspects within the field, with special attention given to the interaction between the different areas and in particular emphasizing the role of mathematics and statistics. Topics that would be covered include among others: Stochastic models Modern methods of...

Modelling with high frequency data Fund management and trading rules Funds of funds and balanced funds Advances in asset management and portfolio optimisation Relative value and market neutral strategies Modelling volatility and correlation Risk analysis and credit trading Derivatives pricing...

Konferenzprogramm Vorstellung des Forschungsdatenzentrums (FDZ) der Statistischen Landesämter und der regionalen Ansprechpartner; Erfahrungsbericht Wirtschaftsstatistiken und deren Analysepotenzial für die Wissenschaft Agrarstatistiken und deren Analysepotenzial für die Wissenschaft