Financial Modelling Post-2008: Where Next? Seminar 2
Location: School of Management, University of St Andrews, The Gateway, North Haugh, St Andrews, Fife, KY16 9RJ. Google map of KY16 9RJ.
Date: 21-22 March 2013
Theme: Empirical modelling: distributional assumptions/efficiency – 2008 crisis
This seminar is an ESRC research seminar. Find out about our other research seminars.
Seminar details
This is the second seminar in a four seminar series.
The series will involve leading experts presenting papers on two key themes which are absolutely central in financial modelling: distributional assumptions and efficiency. The conference series will tie these two key themes to the events of the 2008 financial crisis. It will attempt to shed light on how financial modelling can possibly be re-interpreted in light of the 2008 crisis.
The seminar is being organised by Professor Wilson (co-investigator) at University of St Andrews.
Confirmed key note speakers are:
- Dr Ruben Cohen, Citigroup, London
- Professor Jonathan Crook, Edinburgh University
- Dr Kristiaan Kerstens, CNRS, France
- Professor Charles Nolan, University of Glasgow
- Professor Marcel Rindisbacher, Boston University, USA
- Professor Robin Sickles, Rice University, USA
- Professor Tom Weyman Jones, Loughborough University
Seminar schedule
The other seminars in this series are:
- Seminar 1, theme: legal/historical origins of the 2008 crisis, November 2012
- Seminar 3, theme: empirical modelling: distribution assumptions/efficiency - 2008 crisis (stochastic models), June 2013
- Seminar 4, theme: empirical modelling: distribution assumptions/efficiency - 2008 crisis (non-stochastic models), November 2013 (tbc)
Further information
For further information please contact:
- Emmanuel Haven
Email: eh76@le.ac.uk
You can also find information about the seminars on the University of Leicester website.
