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Newsletter on Finance and Insurance (Mathematics) in Zürich |
Newsletter 20. June 2005
3rd Zurich Workshop on QRM:
Quantitative Risk Management: Concepts, Techniques and Tools,
ETH Zurich, 17-20 Oct. 2005
To mark the forthcoming publication of the book:
Quantitative Risk Management
by Alexander J McNeil, Rüdiger Frey, and Paul Embrechts, Princeton University Press, October 2005,
the authors are pleased to announce a special four-day workshop at ETH Zurich aimed at practitioners from the financial and insurance industries:
3rd Zurich Workshop on QRM:
Quantitative Risk Management: Concepts, Techniques and Tools,
ETH Zurich, 17-20 Oct. 2005
immediately before the annual
Risk Day on Friday 21st October, 2005.
The workshop will give a concentrated overview of topics from the book, and all attendees will receive a copy.
For full details of programme, prices and registration procedure, please visit the
workshop homepage
or contact Alexander McNeil, at mcneil@math.ethz.ch .
Some Features of the Zurich Workshop 2005:
- An official ETH continuing education (Weiterbildung) event.
- A first worldwide opportunity to hear all three authors speak on a significant new book.
- First two days devoted to general overview of concepts and techniques of quantitative risk measurement, with a special focus on
extreme-value methods for operational and insurance risks.
- Final two days devoted to credit risk with emphases on models for managinging portfolio credit risk as well as models for pricing credit derivatives.
- Many practical examples using S-Plus and S+FinMetrics. Participants who so desire will be given the tools to reproduce analyses on their own laptops.
- Lunch in the ETH Dozentenfoyer with a view of Lake and Alps every day.
- One evening dinner included.
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