RE: CARISMA FINANCIAL ENGINEERING WORKSHOPS
<http://www.unicom.co.uk/events/event_details.asp?productid=1473&catid=1&subcatid=1007&title=CARISMA+Financial+Engineering+%3Cb%3EWorkshops%3C%2Fb%3E>
EXTREME VALUE THEORY AND COPULAS
<http://www.unicom.co.uk/events/event_details.asp?productid=1456&catid=1&subcatid=1007>
, 29 November 2005, London
Presenters: Paul Embrechts, Johanna Neslehova, Rosario Dell'Aquila, RiskLab, ETH
Zurich; Claudio Romano, Credit Risk Analyst, Capitalia Bank Holding, Rome; Annalisa Di
Clemente, University of Rome;
FINANCIAL INNOVATION AND NEW STRUCTURED PRODUCTS IN THE EQUITY WORLD
<http://www.unicom.co.uk/events/event_details.asp?productid=1457&catid=1&subcatid=1007>
, 30 November 2005, London
Presenter: Dilip Madan, Robert H. Smith School of Business, University of Maryland /
Consultant to Morgan Stanley
PRACTICAL FINANCIAL OPTIMISATION: DECISION MAKING FOR FINANCIAL ENGINEERS
<http://www.unicom.co.uk/events/event_details.asp?productid=1458&catid=1&subcatid=1007>
,1 December 2005, London
Presenters: Stavros Zenios, Wharton School of Business /University of Cyprus; Gautam
Mitra, CARISMA, Brunel University
HIDDEN MARKOV MODELS, KALMAN FILTERS, ROBUST REGRESSION
<http://www.unicom.co.uk/events/event_details.asp?productid=1468&catid=1&subcatid=1007>
, 2 December 2005, London
Presenters: Paresh Date, Rogemar Mamon, Keming Yu, CARISMA, Brunel University;
We are pleased to announce the above workshops. The objective of the four one-day events
is to bring together practitioners, academics working in the area of risk management,
financial engineering, quantitative finance and optimisation. They will provide an
opportunity for participants engaged at the forefront of this area to discuss problems and
challenges and suggest fruitful directions for future research, which focus on the
emerging requirements of the finance industry.
The speaker panel includes world leaders such as Dilip Madan, Robert H. Smith School of
Business, University of Maryland/ Consultant to Morgan Stanley; Paul Embrechts and
colleagues, RiskLab, ETH, Zurich; Gautam Mitra, CARISMA, Brunel University; Stavros
Zenios, Wharton School of Business/University of Cyprus; Claudio Romano, Credit Risk
Analyst, Capitalia Bank Holding, Rome. All the speakers have achieved distinction through
their research contributions and also possess wide experience of real world applications
of highly sophisticated quantitative models.
You will learn about the latest developments in the field from acknowledged research
leaders, gathered together in London. By networking and listening to the presentations,
you will gain valuable knowledge and practical techniques to apply your own area of
practice or research. You will gain first hand experience of the innovative thinking and
best practices currently being developed in some of the world's leading educational
institutions.
For further details please go to
www.carisma.brunel.ac.uk/FE.html
<http://www.carisma.brunel.ac.uk/FE.html> or
www.unicom.co.uk/finance , either
download brochure or email info(a)unicom.co.uk <mailto:info@unicom.co.uk> for a PDF
filer.
The events are organised by the Centre for the Analysis of Risk and Optimisation Modelling
Applications (CARISMA) at Brunel University, and managed by UNICOM Seminars.
We will appreciate if could put the poster on your bulleting board and make your
colleagues aware of these events. We look forward to welcoming you and your colleagues to
the workshops; please contact me if you require further information.
Best regards
Michael Sun
xiaochen.sun(a)brunel.ac.uk or michael(a)unicom.co.uk
CARISMA,
www.carisma.brunel.ac.uk <http://www.carisma.brunel.ac.uk>
UNICOM Seminars,
www.unicom.co.uk/finance <http://www.unicom.co.uk/finance>
Michael(Xiaochen) Sun
CARISMA,
www.carisma.brunel.ac.uk
Centre for the Analysis of Risk and Optimisation Modelling Application;
School of Computing, Information Systems and Mathematics
Brunel University
Middlesex
Uxbridge, UB8 3PH
United Kingdom
* xiaochen.sun(a)brunel.ac.uk <mailto:xiaochen.sun@brunel.ac.uk>
http://mam3xs.blogspot.com/
*(+44) (0)1895 265625
*(+44) (0)7841873292