SUMMER SCHOOL
Quantitative Risk Management
July 5 - 6, 2007
Mathematics Department
of the Ludwig-Maximilians Universitaet
LMU, Muenchen (Germany)
The summer school will take place at the Mathematics Department of the
Ludwig-Maximilians Universitaet (LMU) of Muenchen on July 5 (13 - 19 h)
and on July 6 (9 - 18 h), 2007. It consists of two mini courses on
* Quantitative Modelling of Operational Risk
* Credit Derivatives and Dynamic Credit Risk Models
held by Prof. P. Embrechts from ETH (Zurich) and Prof. R. Frey
(University of Leipzig). Dr Gerhard Stahl (Federal Financial Supervisory
Authority, Bonn) will also give a special lecture on "Application of
statistical methods in risk management".
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/sschool07.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/regi07.html
ORGANISERS
Francesca Biagini, LMU Muenchen
(
http://www.mathematik.uni-muenchen.de/~biagini/)
Damir Filipovic, LMU Muenchen.
(
http://www.mathematik.uni-muenchen.de/~filipo/)