Location

Humboldt-Universität zu Berlin
Hauptgebäude
Senatssaal
Unter den Linden 6
D-10117 Berlin

Topics and Schedule

Thursday, January 25, 2007

08:50 - 09:00

09:00 - 10:00

10:30 - 11:30

11:30 - 13:00

13:00 - 14:00

14:30 - 15:30

Greetings

Discrete Time Models I

Discrete Time Models II

Lunch

Discrete Time Volatility Measures

Continuous Time Models I

Friday, January 26, 2007

09:00 - 10:00

10:30 - 11:30

11:30 - 13:00

13:00 - 14:00

14:30 - 15:30

17:30 -

Continuous Time Models II

Continuous Time Volatility Measures

Lunch

Value at Risk, Tail Modelling and Estimation

Stochastic Dominance

Farewell Dinner

Review Paper

Download the review paper related to the topics.

Slides

Slides are available for download.

Enrollment

We ask anyone wishing to participate to detach the reservation part from the leaflet and send it to us by fax. The participation is free for members of academic institutions. For non-members of academic institutions there is an enrollment fee of EUR 300,-.

CASE - Center for Applied Statistics and Economics
Humboldt-Universität zu Berlin
Wirtschaftswissenschaftliche Fakultät
Spandauer Str. 1
10178 Berlin

Tel: +49(0)30-2093-5630
Fax: +49(0)30-2093-5649
stat@wiwi.hu-berlin.de

list of participants--->