The Risk and Stochastics Day 2008 will take place on 19th March at 9.00am in E171 (the New Theatre) which is located in East Building. It follows on from the success of last years event in which high profile speakers from the UK and overseas, presented recent advances in the area of Risk and Stochastics.
The event will feature the following invited speakers from home and abroad:
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Ragnar Norberg (LSE)
Amid the Credit Crisis: What the Finance World needs now is Credibility
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David Hobson (University of Warwick)
Option price comparisons for stochastic volatility models
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Shanle Wu (LSE)
Parisian Options, Excursions, Occupation Time and Ruin
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Rafael Schmidt (BIS)
Modelling credit risk in large portfolios
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Erik Baurdoux (LSE)
The McKean stochastic game driven by a spectrally negative Lévy process
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Nizar Touzi (Ecole Polytechnique)
The stochastic target approach to quantile hedging
A map providing further information with regards to LSE room locations| is provided and you can access the schedule for the day here.
If you are interested in attending this event please download and complete the registration form and return to Natalie Dawkins|