---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Tue, 23 Aug 2005 18:24:27 +0200
From: Hans-Joachim Zwiesler <zwiesler(a)mathematik.uni-ulm.de>
Subject: Uni Ulm informiert: Internationaler Workshop ueber Kredit-Modelle
und Energie-Derivate
Financial Modelling Workshop
University of Ulm
20-22.9. 2005
(
http://www.mathematik.uni-ulm.de/finmath/confpage/index.html )
The workshop aims to discuss leading-edge research in credit and commodities
(energy) modelling. The first 1.5 days will be devoted to credit risk while
the focus of the remaining 1.5 days is on commodities, in particular energy
risk.
The workshop will bring together leading international experts from both
academia and practice to promote exchange of ideas and help make progress on
research into current issues.
It is the second of a series of workshops jointly organized with the
Birkbeck College, University of London (see
http://www.energyrisk.org/ for
details on the first workshop).
The preliminary schedule is shown on the conference webpage:
http://www.mathematik.uni-ulm.de/finmath/confpage/programme.html
Short Course
In addition we will have a half-day course on Monday on Credit Modelling
designed for practitioners. The course will consist of four one hour
sessions with topics: Corporate Bonds (Modelling Spread Curves), Credit
Derivatives; CDOs, Use and Effects of Corporate Bonds in Investment
Portfolios.
(
http://www.mathematik.uni-ulm.de/finmath/confpage/satellite.html )
Registration
The registration for the conference and the preceding Short Course in Credit
Modelling is open until September 17.
http://www.mathematik.uni-ulm.de/finmath/confpage/regform.html
Registration for talks has been closed.
Further Details can be found on the conference webpage
http://www.mathematik.uni-ulm.de/finmath/confpage/index.html
Chairman:
Prof. Dr. Ruediger Kiesel
Department of Financial Mathematics
Ulm University
D-89069 Ulm
Germany
phone: +49-731-502-3521
fax: +49-731-503-1096
email: org(a)conference.finance-ulm.de