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Review of 2005

The workshop is intended for practitioners of the areas of trading, quantitative or derivative research and risk management as well as for academics studying or researching in the field of financial mathematics or finance in general. The talks during the two days of the workshop cover a broad range of current topics and are presented by internationally known academics and practitioners. There will be enough time for questions and discussions after each talk and additional breaks provide you the opportunity to build networks within the quantitative finance community. The workshop will be held in English.

The homepage of the event is http://workshop.mathfinance.com.

brochure

24-25 March 2007: Preceeding Workshop on Advanced Quantitative Risk and Portfolio Management by Dr Attilio Meucci, CFA

list of speakers

Alexander Antonov	Numerix	[abstract]	[person]
Jörg Behrens	Ernst & Young Switzerland	[abstract]	[person]
Denis Belomestny	Weierstrass Institute Berlin	[abstract]	[person]
Oliver Caps	Dresdner Bank	[abstract]	[person]
Sergio Dutra	Commerzbank	[abstract]	[person]
Ernst Eberlein	University of Freiburg	[abstract]	[person]
Gabriele Guehring	d-fine	[abstract]	[person]
Susanne Griebsch	Frankfurt School of Finance & Management	[abstract]	[person]
Reinhard Hirsch	d-fine	[abstract]	[person]
Martin Keller-Ressel	Vienna University of Technology	[abstract]	[person]
Jörg Kienitz	Postbank	[abstract]	[person]
Roger Lord	Rabobank International	[abstract]	[person]
Christian Menn	Sal. Oppenheim	[abstract]	[person]
Attilio Meucci	Lehman Brothers	[abstract]	[person]
Natalie Packham	Frankfurt School of Finance & Management	[abstract]	[person]
Jianwei Zhu	Sal. Oppenheim	[abstract]	[person]

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If you have further questions, please do not hesitate to contact us at:

sponsors

This workshop is supported by Frankfurt School of Finance & Management and sponsored by

Commerzbank AG, Financial Engineering Team	d-fine GmbH	Lucht Probst Associates GmbH
Sal. Oppenheim jr. & Cie. KGaA, Trading & Derivatives	SciComp Europe

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