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Institute of Mathematical Statistics (IMS); University of Technology, Sydney (UTS); Quantitative Finance Research Centre (QFRC); ANU Mathematical Sciences Institute; Australian Mathematical Science Institute (AMSI); Australia Mathematical Society (AustMS)

Dates:
July 02-06, 2014
Description:
Fourth IMS-FPS workshop 2014 - Institute for Mathematical Statistics - Finance, Probability and Statistics
Location:
Sydney, Aerial UTS Function Centre, Broadway UTS Campus, Australia
Subject:
It is a satellite workshop to the joint Australian Statistical Society and IMS Annual Meeting which will be held in Sydney (July 7-10). The goal of the workshop is to bring together leading academic experts, practitioners and junior researchers, which will highlight important contributions to mathematical and computational finance made through the use of statistics and probability. Topics: - High frequency trading: data, models and strategies - Energy and weather derivatives - Change-point models - Volatility models - Stochastic optimal control - Decision Making with Incomplete Information - Retirement products - Exotic options - Irregular markets - Risk and Regulation [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
C
Sponsor:
URL:
http://www.qfrc.uts.edu.au/IMS-FPS-2014/

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