Please distribute the following announcement via the newsletter. Thanks, Hansjoerg Albrecher

-------------------------------------- FIRST ANNOUNCEMENT

May 9-11, 2005, Workshop "Risk Measures & Risk Management: General Aspects", EURANDOM, Eindhoven, NL

The workshop focuses on the theoretically interesting and practically important topic of risk measures and risk management. The workshop will bring together leading researchers from academia and from practice.

Topics that will be included are: axiomatic aspects, performance of risk measures, computational and statistical aspects. Furthermore applications of risk measures in (re-)insurance, finance and portfolio optimization are treated. Special emphasis lies on interest rate models and on credit risk.

For more information and registration please consult

URL: http://www.eurandom.tue.nl/workshops/2005/RiskMeasures/RiskMeasures_main.htm