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European Institute for Statistics, Probability, Stochastic Operations Research and its Applications

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EIB project

All People  involved in MRM

Alumni

Reports

Workshops

QPA workshops

Planned workshops 2009

Workshops in the past (QPA including SN)

  2008
Handling and modelling of assett backed securities October 22-24, 2008 (
  2007
   
Mathematical Methodologies for Operational Risk April 16-18, 2007
Multivariate Risk Management December 10 & 11, 2007
  2006

Risk Measures and Risk Management for High-Frequency Data

March 6-7-8, 2006
  2005

Risk Measures & Risk Management General Aspects

May 9-10-11, 2005

The Economics & Finance of Extremes

December 12 & 13, 2005
  2004
Exotic Option Pricing under Advanced Lévy Models May 3-4, 2004
  2003
Dependence in Extreme Value Theory January 23-25, 2003
Tutorial "Reinsurance Actuarial Aspects" February 12,13, 2003
Statistical Issues in Actuarial Risk Modelling: Dependence Modelling and Detrending September 18-19, 2003
  2002
Meeting with the Market April 15, 2002
Reinsurance May 23-25, 2002
  2001
Applications of Lévy processes in Financial Mathematics June 22-23, 2001
  2000
Course on Extremes and Financial Risks August 23, 2000
Frontier Research in Theoretical Statistics 2000 August 17-19, 2000
Workshop on Risk, Insurance and Extremes August 24-26, 2000
Designing Industrial Experiments: The Engineers Key to Quality December 12-14, 2000
  1999
Non-linear Stochastic Models in Finance April 26-29, 1999
Concentrated course on
Financial Derivatives and Portfolio Theory
May, 3-8, 1999
Financial Risk and Statistical Analysis December 20-21, 1999

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