The Risk and Stochastics Day 2009 will take place on 23rd 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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Goran Peskir (University of Manchester)
The British Put-Call Symmetry
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Rüdiger Kiesel (University of Ulm)
Modeling the Forward surface of Mortality
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Umut Cetin (LSE)
Dynamic Markov Bridges Motivated by the Models of Insider Trading
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Enrico Biffis (Imperial College)
Informed intermediation of longevity exposures
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Kostas Kalogeropoulos (LSE)
Likelihood-based inference for continuous time stochastic volatility models
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Mihalis Zervos (LSE)
Pi options
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 email Sabina Allam| with your name, title and which institution you will be joining us from. The deadline for registering for this event is Friday 20th March 2009.
Future risk and stochastics day's
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Risk and Stochastics day 2010- 22nd March (details to follow)
Previous risk and stochastics day's