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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 ================================================== ================= 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 Email to find more |
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