Conference on Dynamic Risk Measures and Robust Control in Finance

Date
Oct 6, 2006Oct 7, 2006
Location
103 - Bendheim Center for Finance
Event Description

Every year, the Bendheim Center for Finance organizes a concentrated conference on a specific topic, alternating between themes in mathematical finance and in financial econometrics:

In 2006, the conference theme will be a topic in mathematical finance, specifically: Dynamic Risk Measures and Robust Control in Finance. Academics working in areas as diverse as financial economics, optimization and operations research, and financial mathematics have contributed significantly in separate and independent ways to the topic of the conference, and synergy is our goal. 

The conference organizers are Yacine Ait-Sahalia and René Carmona. The conference will take place on October 6-7, 2006 at the Bendheim Center. 

This conference is open to the public, subject to a registration fee (waived for our Corporate Affiliates). Please contact Phyllis Fafalios for further information. 

Financial support from Moody's Corporation and Morgan Stanley is gratefully acknowledged. In 2007, the conference theme will be a topic in financial econometrics, Likelihood Methods in Finance

Event Category
Conferences