Financial Modelling Post-2008: Where Next? Seminar 4
Location: School of Management, University of Leicester, University Road, Ken Edwards Building, LE1 7RH. Google map of LE1 7RH.
Date: 13-14 January 2014
Theme: The theme of this particular seminar is empirical modelling: distributional assumptions/efficiency – 2008 crisis (non-stochastic models)
This seminar is an ESRC research seminar. Find out about our other research seminars.
This is the fourth 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 Emmanuel Haven (principal investigator) at the Institute of Finance, University of Leicester.
Confirmed key note speakers are:
- Matheus Grasselli, McMaster University - Canada and Deputy Director of the Fields Institute - Canada
- Raymond Hawkins, University of Arizona - USA
- Christoph Gallus, Deutsche Bank (Frankfurt) - Germany
- Fabio Bagarello, Universita di Palermo - Italy
- Alexander Gorban, University of Leicester
- Sanjit Dhami, University of Leicester
- Ali Al-Nowaihi, University of Leicester
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 3, theme: empirical modelling: distribution assumptions/efficiency - 2008 crisis (stochastic models), October 2013.
For further information please contact:
- Emmanuel Haven
You can also find information about the seminars on the University of Leicester website.