Financial Modelling Post-2008: Where Next? Seminar 3
Location: School of Mathematics, University of Manchester, Oxford Road, Manchester, M13 9PL. Google map of M13 9PL.
Date: 30-31 October 2013
Theme: Empirical modelling: distributional assumptions/efficiency – 2008 crisis (stochastic models)
This seminar is an ESRC research seminar. Find out about our other research seminars.
This is the third 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 Fedotov (co-investigator) at the University of Manchester.
Confirmed key note speakers are:
- Professor Damiano Brigo, Imperial College
- Professor Davis, Imperial College
- Professor Alistair Milne, Loughborough University
- Professor Goran Peskir, University of Manchester
- Professor Michael Tretyakov, University of Nottingham
- Professor Igor Evstigneev, University of Manchester
- Professor Peter Duck, University of Manchester - Singular perturbation problems arising in mathematical finance.
More speakers will be confirmed shortly.
The other seminars in this series are:
Seminar 1, theme: legal/historical origins of the 2008 crisis, November 2012
Seminar 2, theme: empirical modelling: distribution assumptions/efficiency - 2008 crisis, March 2013
Seminar 4, theme: empirical modelling: distribution assumptions/efficiency - 2008 crisis (non-stochastic models), TBC
For further information please contact:
- Emmanuel Haven
You can also find information about the seminars on the University of Leicester website.