[R] 4th R/Rmetrics Summer School and User/Developer Meeting
wuertz at itp.phys.ethz.ch
Tue Mar 23 01:03:11 CET 2010
*** 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.
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
Yohan Chalabi, Swiss Federal Institute of Technology, Zurich CH
Andrew Ellis, Swiss Federal Institute of Technology, Zurich CH
Rmetrics Association Zurich
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