posted Mar 13, 2012 3:08 AM by Fabrizio Durante
The Workshop on "Risk and Dependence in Economics and Finance" will be held at the Free University of Bozen-Bolzano on April 13, 2012. The workshop will bring together researchers and practitioners interested in risk models in economics and finance, with particular emphasis multivariate dependence models. For more information, visit http://sites.google.com/site/fbdurante/workshop2012 |
posted Jan 18, 2012 7:56 AM by Fabrizio Durante
A PhD studentiship position is available at Johannes Kepler University Linz (Austria). More details are available on the attached file. |
posted Sep 14, 2011 3:15 AM by Fabrizio Durante
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updated Sep 14, 2011 3:17 AM
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The Workshop "Copulae in Mathematical and Quantitative Finance" has been recently recognized as satellite event of the 6th Europena Congress of Mathematics. For more information, see the website http://worcotha.mimuw.edu.pl |
posted Jul 8, 2010 4:21 AM by Fabrizio Durante
The 58th World Statistics Congress of the International Statistical Institute (ISI) will be held in Dublin from the 21st to the 26th August 2011. During this event, a specialized session has been organized titled "Copula-based advances in hydrologic engineering". The session is organized by Niko Verhoest (Belgium) and Fabrizio Durante (Italy). The session is organized during the "Water Theme Day". |
posted Mar 25, 2010 8:49 AM by Fabrizio Durante
The STAsticis in HYdrology working group aims to create, manage, update, disseminate and make available a virtual common space for scholars interested in statistical methods for analysis of hydrological data (with a particular emphasis on copula-methods in hydrology). The website of this group is http://www.stahy.org/ |
posted Mar 17, 2010 8:37 AM by Fabrizio Durante
The Department of Mathematical Economics of the University of Bologna organizes an international conference on copula applications to finance. The aim of the conference is to collect cutting hedge research on the use of copula methods to model the dynamics of prices and risk factors in financial markets. The conference is planned after a Summer School on the same topic on September 6-9, 2010. The conference website is http://www.polyhedron.it/Bologna2010.htm. |
posted Mar 14, 2010 3:11 AM by Fabrizio Durante
SMPS 2010 (Soft Methods in Probability and Statistics) is the fifth of a series of biennial conferences, starting in 2002, aiming to bring together experts representing all existing and novel soft methods in probability and statistics. It will be held in Oviedo and Mieres (Spain) in the period of 28 September - 1st October 2010. During this event, an invited session titled "Copulas" has been also organized. For more information, see the Conference website. |
posted Mar 12, 2010 6:35 AM by Fabrizio Durante
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updated Mar 14, 2010 3:11 AM
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The proceedings of the Workshop on "Copula Theory and Its Applications", held in Warsaw, 25-26 September 2009, have been published by Springer in the subseries "Lecture Notes in Statistics - Proceedings". The volume has been edited by P. Jaworksi, F. Durante, W. Härdle and T. Rychlik. For more informations, see the following link. |
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