Frankfurt MathFinance Workshop
Derivatives and risk management in theory and practice
14 - 15 April 2005
| home | abstracts | speakers | programme | accommodation | registration |
Review
The workshop is intended for practitioners of the areas of trading,
quantitative or derivative research and risk management as well as for
academics studying or researching in the field of
financial mathematics or finance in general.
The talks during the two days of the workshop cover a broad range
of current topics and are presented by internationally known academics
and practitioners. This time we will focus on Portfolio Management, Calibration Techniques and Credit. There will be enough time for questions and
discussions after each talk and additional breaks provide you the
opportunity to build networks within the quantitative finance
community.
The workshop will be held in English.
The homepage of the event is http://workshop.mathfinance.de.
brochure
list of speakers
| Herman Brodie | Cognitrend | [abstract] | [person] | |
| Dr Diana Diaz | Dresdner Bank | [abstract] | [person] | |
| Dr Vitaly Dovgal | Capital Markets Trading GmbH, Frankfurt | [abstract] | [person] | |
| Dr Hans-Peter Deutsch | d-fine | [abstract] | [person] | |
| Dr Götz Giese | Commerzbank | [abstract] | [person] | |
| Dr Werner Koch | ComInvest | [abstract] | [person] | |
| Prof Christoph Kühn | Frankfurt MathFinance Institute (Goethe University) | [abstract] | [person] | |
| Prof Ludger Overbeck | Giessen University / Hypovereinsbank | [abstract] | [person] | |
| Prof Eckhard Platen | Sydney University of Technology | [abstract] | [person] | |
| Dr Matthias Reimer | Postbank | [abstract] | [person] | |
| Prof Wolfgang Schmidt | HfB - Business School of Finance and Management | [abstract] | [person] | |
| Dr John Schoenmakers | Weierstrass Institute, Berlin | [abstract] | [person] | |
| Milind Sharma | Deutsche Bank, New York | [abstract] | [person] | |
| Jurgen Tistaert | ING SWE Brussels | [abstract] | [person] | |
| Prof Robert G Tompkins | HfB - Business School of Finance and Management | [abstract] | [person] | |
| Dr Thomas Weber | Weber und Partner | [abstract] | [person] | |
| Prof Uwe Wystup | HfB - Business School of Finance and Management | [abstract] | [person] |
organising committee
- Susanne Griebsch, HfB - Business School of Finance and Management
- Tino Kluge, University of Oxford, OCIAM
- Uwe Wystup, HfB - Business School of Finance and Management
info line
If you have further questions, please do not hesitate to contact us at:![[email spam save]](email.png)
sponsors
This workshop is supported by HfB and sponsored by
|
|
|
|
| Commerzbank AG, Financial Engineering Team | d-fine GmbH | Lucht Probst Associates GmbH | UnRisk Consortium |
|
www.mathfinance.de Last modified: April 2005 |
