---------- 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) -------------------------------------------------- "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