---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Tue, 23 Aug 2005 18:24:27 +0200 From: Hans-Joachim Zwiesler zwiesler@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@conference.finance-ulm.de