Date: Wed, 22 Mar 2006 10:41:32 +0100
From: "D. Filipovic" <filipo(a)mathematik.uni-muenchen.de>
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SUMMER SCHOOL
Risk Measurement and Optimal Investment
June 29 - 30, 2006
Mathematical Department
of the Ludwig-Maximilians Universitaet
LMU, Muenchen (Germany)
The summer school will take place at the Mathematical Department of the Ludwig-Maximilians
Universitaet (LMU) of Muenchen on June 29 (13 - 19.30h) and on June 30 (9 - 17.30h). It
consists of two mini courses on
* Risk Measures and Capital Allocation (Prof. F.Delbaen)
* Optimal Investment (Prof. C. Rogers)
held by Prof. F. Delbaen (ETH Zurich) and Prof. C. Rogers (University of Cambridge), and a
special talk on
* Managing Value, Risk and Economic Capital:
A Practical Approach to Asset Liability Management
held by Dr. B. Kaufmann (Munich Re).
The school addresses PhD students, postgraduate researchers and all practitioners from the
risk management in insurance and other financial institutions.
For further information, see:
http://www.mathematik.uni-muenchen.de/~finsum/koll.php
REGISTRATION
There is a registration fee. Participants are kindly requested to follow the indications
on line available at
http://www.mathematik.uni-muenchen.de/~finsum/regi.html
ORGANISERS
Francesca Biagini, LMU Muenchen
(
http://www.mathematik.uni-muenchen.de/~biagini/)
Damir Filipovic, LMU Muenchen.
(
http://www.mathematik.uni-muenchen.de/~filipo/)