[VFN] Autumn School on Risk Management, second announcement (fwd) - VFN-L

13 Jul 2003


      ---------- Forwarded message ----------
Date: Fri, 11 Jul 2003 12:50:11 +0200 (MEST)
From: Claudia Klueppelberg cklu@mathematik.tu-muenchen.de
Subject: Autumn School on Risk Management, second announcement
Autumn School on Risk Management
September 29 - October 2, 2003
               in Herrsching am Ammersee
The Graduiertenkolleg GKAAM and the Chair of Mathematical Statistics
of the Munich University of Technology organizes an Autumn School on
Risk Management with emphasis on multivariate problems.
The Autumn School is designed for PhD students, postdocs and
practitioners with some knowledge of probability and statistics. The
aim of the lectures is to lead the participants from their current
level to the forefront of research.
INVITED LECTURES:
- Soren Asmussen (Aarhus University, Denmark):
    "Simulation Methods"
- Stuart Coles (University of Bristol, United Kingdom)
    "Multivariate Extreme Value Models and Estimation"
- Paul Embrechts (ETH Zürich, Switzerland and
      London School of Economics, United Kingdom):
    "Extremes: Dependence and Integrated Risk Management"
- Gennady Samorodnitsky (Cornell University, USA):
    "Levy Processes and Modelling Issues"
CLOSING TALK:
- Christian Bluhm (HypoVereinsbank, Structured Finance Analytics, Germany):
    "Modeling and Evaluation of Collateralized Debt Obligations"
PROGRAM:
  MONDAY, SEPTEMBER 29
    08:00-08:30 Registration
        08:30-08:40 Opening Address
        08:40-10:10 Lecture: Embrechts I
        10:10-10:30 Coffee Break
        10:30-12:00 Lecture: Samorodnitsky I
        12:00-14:00 Lunch
        14:00-15:30 Exercises: Embrechts/Samorodnitsky
        15:30-16:30 Coffee Break/Poster Session
        16:30-17:30 Contributed Talks
TUESDAY, SEPTEMBER 30
        08:30-10:00 Lecture: Coles I
        10:00-10:30 Coffee Break
        10:30-12:00 Lecture: Embrechts II
        12:00-14:00 Lunch
        14:00-15:30 Exercises: Embrechts/Coles
        15:30-16:30 Coffee Break/Poster Session
        16:30-17:30 Contributed Talks
WEDNESDAY, OCTOBER 1
          07:30-08:30 Breakfast
        08:30-10:00 Lecture: Asmussen I
        10:00-10:30 Coffee Break
        10:30-12:00 Lecture: Coles II
        12:00-14:00 Lunch
        14:00-15:30 Exercises: Coles/Asmussen
        15:30-16:00 Coffee Break
        16:30-22:00 Excursion
THURSDAY, OCTOBER 2
        08:30-10:00 Lecture: Samorodnitsky II
        10:00-10:30 Coffee Break
        10:30-12:00 Lecture: Asmussen II
        12:00-14:00 Lunch
        14:00-15:30 Exercises: Asmussen/Samorodnitsky
        15:30-15:45 Coffee Break
        15:45-16:30 Closing Talk: Bluhm
For further information please check
http://www.mathematik.tu-muenchen.de/gkaam/AutumnSchool/
The number of participants is limited.
Organizers:
Vicky Fasen, Ingeborg Gottschlich, Claudia Klüppelberg,
Krassimir Kostadinov, Radostina Kostadinova.
For further questions please write an email to school@ma.tum.de .
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Prof. Dr. Claudia Kl"uppelberg               Phone: +49 89 289 17432
Lehrstuhl f"ur Mathematische Statistik   Secretary: +49 89 289 17434
Zentrum Mathematik			       Fax: +49 89 289 17435
TU M"unchen
Boltzmannstrasse 3	    		       email: cklu@ma.tum.de
85747 Garching bei M"unchen               http://www.ma.tum.de/stat/
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