Financial workshops on Optimisation
 

Business Applications of Optimisation, Stochastic Programming &
Portfolio Planning:
www.unicom.co.uk/optimise
· Introduction to Optimisation and its Applications: Linear & Integer
Programming - Embedded DSS using COM Objects,
3 - 4 October, CARISMA, Brunel University, West London
· Decision Making under Uncertainty: Stochastic Programming, 5 - 6
October, CARISMA, Brunel University, West London
· Financial Planning Using Integer Quadratic Programming, 7 October,
CARISMA, Brunel University, West London
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Cutting Edge Financial Events:
· Extreme Value Theory and Copulas, 29 November 2005, London
Presenters: Claudio Romano, Capitalia Bank Holding, Rome; Annalisa Di
Clemente, University of Rome,
Paul Embrechts, Johanna Neslehova, Rosario Dell'Aquila, RiskLab, ETH
Zurich
· Financial Innovation and New Structured Products in the Equity
World, 30 November 2005, London
Presenter: Dilip Madan, Robert H. Smith School of Business, University
of Maryland / Morgan Stanley
· Practical Financial Optimisation: Decision Making for Financial
Engineers,1 December 2005, London
Presenters: Stavros Zenios, Wharton School of Business / University of
Cyprus; Gautam Mitra, CARISMA, Brunel University
· Hidden Markov Models, Kalman Filters: ARCH, GARCH and Time Series
Analysis; Robust Regression,
2 December 2005, London
Presenters: Paresh Date, Rogemar Mamon, Keming Yu, CARISMA, Brunel
University
· Integration of Credit Risk and Market Risk, 5 December 2005, London
Presenters: Norbert Jobst, Standard & Poors, UK; Mark A. Nyfeler, UBS;
Others TBA

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