Focus: Monte Carlo Simulation, Stochastic Volatility, Credit Risk, Portfolio Optimization, Insider Trading and other areas of Quantitative Finance.

This workshop will draw together researchers active in the philosophy, practice or psychology of subjective probabilistic inference. Anyone with an interest in subjective Bayesian analysis is welcome to participate.

Die Deutsche Statistische Gesellschaft (DStatG) und der Verband Deutscher Städtestatistiker (VDSt) veranstalten seit 1928 gemeinsam die Statistische Woche als interdisziplinären Fachkongress der Statistik in Deutschland. Gemeinsamer Programmschwerpunkt der Deutschen Statistischen Gesellschaft...

This three-day intensive course presents methods for performance measurement for multi-input multioutput firms. Among other things, participants will learn how Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) can be used to decompose indexes of profitability and...

The seminar will be taught from the perspective of the practitioner with the aim of discussing techniques that can improve upon, and provide a more convenient alternative to, classical econometric methods. The topics covered may include: • introduction to Bayesian analysis and Gibbs...

Presentations may be given on any topic of statistical interest. The intent is to broaden the scope of the meetings by covering new developments.

The spirit of the workshop has always concentrated on papers that are both motivated by real life data and also which make novel contributions to the subject. Statistical modelling is an important cornerstone in many scientific disciplines, and the workshop has consistently provided a rich...

The Summer Institute on bounded rationality in psychology and economics intends to provide a view of human rationality that is anchored in the psychological possibilities of actual humans rather than in the fictional construct of Homo economicus. The common view of economic theory and the...

This workshop may be considered as the 4th in a series of workshops dedicated to Lévy processes and their applications in Mathematical Finance. Recent years have witnessed great interest in financial models based on Lévy processes as possible alternatives to the traditional Black-Scholes model...