[R] 4th R/Rmetrics Summer School and User/Developer Meeting

Diethelm Wuertz wuertz at itp.phys.ethz.ch
Tue Mar 23 01:03:11 CET 2010

Second Announcement

                        *** Rmetrics 2010 ***  

4th R/Rmetrics Summer School and User/Developer Meeting on 
"Computational Finance and Financial Engineering", Meielisalp, Lake 
Thune Switzerland, June 27 - July 1, 2010

The Summer School and User/Developer Meeting focuse on topics from 
"Computational Finance and Financial Engineering" and on the use of 
R/Rmetrics in finance, insurance and related fields.

The Summer School morning sessions have four tutorials given by key note 
speakers covering topics from time series analysis, stochastic 
differential equations, and risk management. The tutorials are together 
with practical exercises.

Summer School Lecturers:

    * Alexander McNeil, Actuarial Mathematics and Statistics, 
Heriot-Watt University Edinburgh
    * Eckhard Platen, Quantitative Finance Research Centre, University 
of Technology Sydney
    * Nakahiro Yoshida, Graduate School of Mathematical Sciences, 
University of Tokyo
    * Eric Zivot, Economics Department, University of Washington, Seattle

The afternoon User/Developer Meetings are dedicated to contributed talks 
and presentations reflecting the wide range of fields in which R and 
Rmetrics are used in finance and insurance to analyze and model data. 
The goal is to bring together students, researchers, developers, 
practitioners, and users from finance and insurance providing a platform 
for common discussions and exchange of ideas.

The Summer School together with the User/Developer meeting is limited to 
50 participants, therefore early registration is highly recommended.

Call for Papers - Topics:

We invite to submit abstracts presenting innovations or exciting 
applications covering the whole spectrum of computational topics in 
finance, insurance and related fields. To submit an abstract email your 
pdf file to submissions [at] rmetrics.org. Please keep abstracts to one 
page. The abstracts will become available in an online abstract booklet. 
Submission will be considered on a rolling admission basis.

Scholarship for Students:
A limited number of scholarships are available for full-time Bachelor 
and Master students which include a reduction on the accommodation fees 
(total accommodation fees would be 90.00 CHF). Please send a letter of 
motivation and a recommendation letter from your supervisor to 
submissions [at] rmetrics.org. Note that only applications send from an 
email address affiliated to an university will be accepted. Deadline to 
apply for scholarship is June 1.

    Rmetrics Association, co-organized by
    Swiss Federal Institute of Technology, Zurich.

Conference Chairs:
    Diethelm Wuertz, Swiss Federal Institute of Technology, Zurich CH
    Stefano Iacus, University of Milano, Milano, IT
    Mahendra Mehta, Neural Tech Technologies, Mumbai, IN
    David Scott, University of Auckland, Auckland, NZ

Conference Office:
    Yohan Chalabi, Swiss Federal Institute of Technology, Zurich CH
    Andrew Ellis, Swiss Federal Institute of Technology, Zurich CH

Supported by:
    Rmetrics Association Zurich
    ETH Zurich
    REvolution Computing


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