---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Thu, 11 May 2006 08:43:40 +0200
From: ELIE Romuald <Romuald.Elie(a)ensae.fr>
Subject: <Bachelier> Workshop on risk measures, Evry, 6-7 July 2006
Groupe BACHELIER <http://www.bachelier-paris.com>
CMAP, CREST, INRIA, Paris VI, Paris VII, Paris IX, Université d'Evry.
(Org. : B. Bouchard, L. Campi, R. Cont, N. El Karoui, M. Jeanblanc, H. Pham,
M.-C. Quenez)
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"Workshop on Risk Measures" at Evry University, on the 6th and 7th of July
2006.
Schedule:
Thursday july 6
10h00 R. A Dana. - G. Carlier (Ceremade) Microeconomic problems
with concave law invariant utilities.
10h45 F. Maccheroni, (Univ. Bocconi) Dynamic Variational
Preferences & Monetary Utility Functions
14h00 M. Fritelli (Firenze Univ) To be announced
14h45 S. Uryasev (Univ. of Florida, St. & Poor's) Generalized Deviations
are Counterparts to Risk Measures
16h30 M. Kupper, (ETH Zurich) Time-consistency
of indifference prices and monetary utility functions.
17h15 S. Kloeppel (ETH Zurich) Dynamic Good
Deal Bounds
Friday, July 7
10h00 M. Crouhy (IXIS-CIB) Risk Management,
Capital Attribution and Performance Measurement.
10h45 H. Föllmer (Humboldt University, Berlin) Convex risk measures:
consistency and asymptotic precision
14h00 F. Delbaen (ETH Zurich) To be announced
14h45 N. ElKaroui (CMAP) Optimal risk
transfer with interest rates ambiguity
16.30 J. Bion Nadal (CMAP) Dynamic risk
measuring and pricing in incomplete markets
Fees: 50 euros for academics, 150 euros for practitioners
For registration, please contact Valerie Picot at: valerie.picot(a)univ-evry.fr.
Map: How to reach Evry university?
http://www.univ-evry.fr/PagesHtml/Moyen_Acces.htm
Web site:
http://www.maths.univ-evry.fr/mathfi/RM06.doc