Risk and Stochastics Day 2011

The Risk and Stochastics Day 2011 will take place on 28th March in E171 which is located in the East Building on Houghton Street.

It follows on from the success of past years' events in which high profile speakers from the UK and overseas presented current advances in the areas of insurance mathematics, financial mathematics, and their interface. 

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This years' event will feature six invited speakers from the UK:

• Laura Ballotta  (Cass Business School)
  • Multivariate asset models using Levy processes and applications
  • PDF slides
     
• Hongbiao Zhao (LSE)
  • A Dynamic Contagion Process and its applications to Credit Risk and Ruin theory
  • PDF slides
     
• Hao Xing (LSE)
  • Portfolio turnpikes in incomplete markets
  • PDF slides
     
• Vicky Henderson (Oxford Man Institute)
  • Prospect Theory, Liquidation and Disposition Effect 
  • PDF slides
     
• Anke Wiese (Heriot-Watt University)
  • Positive Volatility Simulation in the Heston Model
  • PDF slides
     
• Martijn Pistorius (Imperial College)
  • On quantification of counter-party risk
  • PDF slides

If you are interested in attending this event please email Sabina Allam| with your name, title and the institution you are affiliated to. The deadline for registering is Friday 25th March 2011.

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Event details

• Programme for the day
• LSE room locations

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Previous Risk and Stochastics Day's

• Risk and stochastics day 2010
• Risk and stochastics day 2009
• Risk and stochastics day 2008
• Risk and stochastics day 2007

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