Summer
School Quantitative Risk Management
5 - 6 July 2007
The summer
school will take place at the Department of Mathematics,
Ludwig-Maximilians-Universität München (LMU), on July 5
(13 - 19.00 h) and on July 6 (9-
18.00 h) 2007. It consists of two mini courses on
Quantitative
Modelling of Operational Risk
Credit
Derivatives and Dynamic Credit Risk
Models
held by Prof.
P. Embrechts (ETH Zürich)
and Prof. R. Frey
(Universität Leipzig) . Dr
h.c. Gerhard Stahl (Bundesanstalt für
Finanzdienstleistungsaufsicht, Bonn (BaFin), Federal Financial
Supervisory Authority) will give a special
lecture on "Application of statistical methods in risk
management". Here are the Lecture notes Stahl .
The school addresses PhD students, postgraduate researchers and all
practitioners from the risk management in insurance and other financial
institutions
.
Accommodation (To
find a hotel close to the Institute, you can look under the followingcategories: Centre, Ludwig-Maximilians
Universität, Neue Pinakothek, Alte Pinakothek, Pinakothek der
Moderne)
