Young Researcher Workshop and Tutorial on “Applied Finance and Financial Econometrics”
12/11/2009 - 00:00
14/11/2009 - 23:59
Location: Humboldt‐Universität zu Berlin, Germany.
Tutorial:
- The workshop is combined with a COMISEF tutorial on “Applied Finance” consisting of 5 lectures on
- Credit Portfolio Management, Risk Measures and Capital Allocation (Ludger Overbeck, Giessen)
- CDO pricing (Wolfgang Härdle, Berlin)
- Stochastic Discount Factor based Asset Pricing (Nikolaus Hautsch, Berlin)
- Copulae Methods in Finance (Ostap Okhrin, Berlin)
- Estimating and modelling quadratic (co‐)variation (Roel Oomen, London)
The lectures will be imbedded in the workshop.
Paper Submission
Researchers are invited to submit a two‐page abstract not later than August 31, 2009. Abstracts are to be submitted to fuyu.yang@wiwi.hu‐berlin.de. The review process is expected to be finished by September 14, 2009.
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More information will be available from http://www2.hu‐berlin.de/oekonometrie/