[VFN] Sommer School in Munich

[Sandra Trenovatz]

Date: Wed, 22 Mar 2006 10:41:32 +0100
From: "D. Filipovic" <filipo at mathematik.uni-muenchen.de>
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                      SUMMER SCHOOL

        Risk Measurement and Optimal Investment

                   June 29 - 30, 2006

                Mathematical Department

       of the  Ludwig-Maximilians Universitaet

                LMU, Muenchen (Germany)



The summer school will take place at the Mathematical Department of the Ludwig-Maximilians Universitaet (LMU) of Muenchen on June 29 (13 - 19.30h) and on June 30 (9 - 17.30h). It consists of two mini courses on

    * Risk Measures and Capital Allocation (Prof. F.Delbaen)

    * Optimal Investment (Prof. C. Rogers)

held by Prof. F. Delbaen (ETH Zurich) and Prof. C. Rogers (University of Cambridge), and a special talk on

    * Managing Value, Risk and Economic Capital:
      A Practical Approach to Asset Liability Management

held by Dr. B. Kaufmann (Munich Re).

The school addresses PhD students, postgraduate researchers and all practitioners from the risk management in insurance and other financial institutions.

For further information, see:

http://www.mathematik.uni-muenchen.de/~finsum/koll.php



                           REGISTRATION

There is a registration fee. Participants are kindly requested to follow the indications on line available at

http://www.mathematik.uni-muenchen.de/~finsum/regi.html

                            ORGANISERS

Francesca Biagini, LMU Muenchen
(http://www.mathematik.uni-muenchen.de/~biagini/)

Damir Filipovic, LMU Muenchen.
(http://www.mathematik.uni-muenchen.de/~filipo/)