Financial Modelling WorkshopUniversity of Ulm
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The workshop is over!!!! The webpage will be updated with presentations and pictures during the next days. All participants will be informed via email. Thanks for coming! Workshop SummaryThe workshop aims to discuss leading-edge research in credit and commodities (energy) modelling. The first day and half of the second will be devoted to credit derivatives while the focus of the remaining one and half days is on commodities, in particular energy risk. It is the second of a series of workshops jointly organized with the Birkbeck College, University of London (see www.energyrisk.org for details on the first workshop). Particular topics that will be discussed are
The workshop will bring together leading international experts from both academia and practice to promote exchange of ideas and help make progress on research into current issues. There will be invited talks from practitioners as well as from academics (see List of Speakers below). In addition we encourage submissions of abstracts for papers on any topic within the overall theme of the conference to be considered as contributed talks. The timetable is shown under Programme & Participants. The complete list of talks and titles will be provided here as soon as available. List of Invited Speakers
Bingham, Nick, University of Sheffield Additionally to the invited speakers, we post a list of participants. Call for PapersWe encourage applications for contributed talks on any topic within the overall theme of the conference. Applicants are invited to submit title and a short abstract of a proposed talk by August 15th to org@conference.finance-ulm.de. Credit Modelling CourseIn addition we will have a half-day course on Monday on Credit Modelling designed for practitioners. The course will consist of four one hour sessions with topics: Corporate Bonds (Modelling Spread Curves), Credit Derivatives; CDOs, Use and Effects of Corporate Bonds in Investment Portfolios. More information can be found under Credit Modelling Course. Organising Committee
Prof. Dr. Rüdiger Kiesel, University of Ulm Contact
Department of Financial Mathematics Thanks to our sponsor
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