SVOR / ASRO

6th Autumn Tutorial
Current Trends in Financial Modelling

This 6th Autumn Tutorial is organised jointly with RiskLab Switzerland. It will take place in Thun (October 10-11, 2001)

PROGRAM

Alexander McNeil (ETH Zürich, Switzerland)
Modelling Dependent Credit Risks

Uwe Schmock (RiskLab, Switzerland)
Modelling Dependent Credit Risks

Freddy Delbaen (ETH Zürich, Switzerland)
Coherent Risk Measures in Multiperiod Models

David Heath (Carnegie Mellon University, USA)
Decentralized Risk Management using Coherent Measures of Risk

John R Birge (Northwestern University, USA)
Real Option Valuation in Investment Planning Models

Stavros A. Zenios (University of Cyprus, Cyprus)
Scenario Optimisation Asset and Liability Modelling for Endowments with Minimum Guarantees

Karl Frauendorfer (University of St-Gallen, Switzerland)
Financial Applications of Stochastic Programming

John M. Mulvey (Princeton, USA)
Dynamic Investment Strategies for Long-Term Investors

For further information please contact :

Dr. Heinz SCHILTKNECHT Math Consulting Group AG
Bahnhofstrasse 17
CH - 6301 Zug

Phone : +41 41 727 76 12
Fax : +41 41 727 77 02
E-mail : h.sch@mathconsult.com