This practical workshop by Uwe Wystup covers the modeling, pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products.

Prof. Lawrence J. Christiano ( Northwestern University) Tentative course outline: 1. Structural Vector Autoregressions 2. Estimation of a DSGE model 3. Monetary policy analysis of DSGE models 4. Areas for further development of DSGE models 5. Applications of monetary policy analysis with DSGE models

Recent years have seen an increasing use in economics and finance of models employing large datasets, involving the estimation of large number of parameters. The severe computational problems that these models involve have partly motivated the huge body of contributions on stationary and non...

The organizers invite the submission of papers related to the broad theme of real-time data analysis in macroeconomics and finance.This includes topics such as: - the creation of new real-time macroeconomic databases - modeling or forecasting data revision - constructing and evaluating forecasts...

This stream covers papers on the theme of efficiency and productivity analysis and performance management. Both parametric and non-parametric papers will be considered. We especially welcome papers on the theory, methodology and application of data envelopment analysis and econometric methods in...

Dynamic stochastic general equilibrium models (DSGE) command wide support among macroeconomists as a modeling methodology. In addition, they are widely used by policy institutions for both policy assessments and forecasting exercises. Nevertheless, there is much less agreement about the details...

The Society brings together researchers working in Economics, Finance and Decision Sciences whose work has a strong computational component and the annual meeting usually attracts participants from over 20 countries. Topics: DSGE Modelling, Computational Macro Modelling, Agent-Based...

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...

The subject of the conference is "Computational Aspects of Macroeconomic Policy Modeling."