Hi,

Thought this might be of interest...

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An initiative from College de Polytechnique in Paris:

Seminar on extreme moves in Finance: use of statistical tools, fractals, waves

Date: May 27 1999

Theme: Existing models inadequately describe extreme moves in finance, as shown during the recent market crashes. A number of new ideas (fractals, waves, statistics of extremes...) open the way to a better model for price fluctuations, hence to a better understanding of extreme risks.

Public: finance professionals, quantitative research analysts, options analysts, risk managers wishing to learn the recent developments in extreme risks modelisation.

Program: -Extreme fluctuations in finance: statistical description and consequences -Applications: calculation of Value-At-Risk -"Transformation en ondelettes"

Note: The seminar is in French

For details, see:

http://www.polytechnique.fr/inf/form/mfin4.htm =========================================================================