Conference and Workshop

• Extreme Value Theory, Independent Components and Copulas (1 Day)
  Presenters include: Claudio Romano, University of Rome/Capitalia Bank Holdings
  
• Credit Risk
• Financial Innovation and New Structured Products in the Equity World
  (30 November)
  Presenter:
  Dilip Madan, Robert H. Smith School of Business, University of Maryland/Morgan Stanley
  
• Financial Optimisation: Workshop based on forthcoming book by S.Zenios's new book (1 December)
  Presenter:
  Stavros Zenios, Wharton School of Business/ University of Cyprus
  Gautam Mitra, CARISMA, Brunel University
• Hidden Markov Models, Kalman Filters, No-Liner Time Series Analysis, Robust Regression
  Presenters:
  Paresh Date, Rogemar Mamon, Keming Yu, Fabio Spagnolo, CARISMA, Brunel University
  
• Optimisation Series Workshops:
  (3 - 7 October 2005)
  
  1. Introduction on Optimisation and its Applications: Linear & Integer Programming - Embedded DSS using COM Objects (3 - 4 October)
     
  2. Decision Making under Uncertainty: Stochastic Programming (5 - 6 October)
     
  3. Financial Planning Using Integer Quadratic Programming(7 October)
     
     
• New Directions in Risk Modelling and Financial Planning, 18-19 May, 2005
  

We are pleased to remind you of the forthcoming launch event of The Centre for the Analysis of Risk and Optimisation Modelling Applications (CARISMA), Brunel University:
1.International seminar: New Directions in Risk Modelling and Financial Planning on 18-19 May at 09:30 - 17:00 Hours

2.An evening reception on 18 May at 17:30 Hours (attendance at this reception is complimentary).

3.The venue for both days will be the historic Institute of Actuaries, Staple Inn Hall, High Holborn, London.

BACKGROUND AND OBJECTIVES

The objective of the two-day seminar is to bring together practitioners, academics and PhD students working in the area of financial planning, optimisation and risk modelling. The seminar will provide an opportunity for participants engaged at the forefront of this area to discuss problems and challenges and suggest fruitful directions for future research which focus on the emerging requirements of the finance industry.

The speaker panel includes world leaders such as David Heath, Carnegie Mellon University, Stanley R Pliska, University of Illinois at Chicago and many others. All the speakers have achieved distinction through their research contributions and also possess wide experience of real world applications of highly sophisticated quantitative models.