[R-SIG-Finance] R/Rmetrics Workshop: Computational Finance and Financial Engineering

Diethelm Wuertz wuertz at itp.phys.ethz.ch
Mon Feb 23 09:05:01 CET 2009

Computational Finance and Financial Engineering
Third R/Rmetrics User and Developer Workshop 2009
Meielisalp, Lake Thune, Switzerland, June 28th to July 2nd

The great interest in the R/Rmetrics software environment and the success of the previous Rmetrics user and developer workshop on "Computational Finance and Financial Engineering" has encouraged us to organize the third Rmetrics workshop in 2009, June 28th - July 2nd, at Meielisalp, Lake Thune, Switzerland.

We cordially invite you to participate and contribute in this summer school like workshop, a workshop made by R/Rmetrics users for R/Rmetrics users.

The Workshop focuses on using R/Rmetrics as the premier open source solution for financial market analysis, valuation of financial instruments, and insurance tasks.  We provide a platform for R/Rmetrics users to discuss and exchange ideas of how R and Rmetrics can be used to perform computations, data analysis, and visualization in finance and insurance, and we give an overview of the new features of the rapidly evolving R/Rmetrics project and discuss future developments.

The program consists of presentations of new R/Rmetrics directions and developments through keynote lectures, user-contributed presentations reflecting the wide range of fields in which R and Rmetrics are used in finance and insurance to analyze and model data. We want to bring together developers, practitioners, and users from finance and insurance, and to provide a platform for common discussions and exchange of ideas.

On behalf of the organizing committee of the workshop:
Diethelm Wuertz, ETH Zurich, 
David Scott, University of Auckland, NZ

Local Organization:
Rmetrics Association, Finance Online, ETH Zurich
Yohan Chalabi, Andrew Ellis

More information can be found on the Rmetrics home page


Furthermore, we would kindly like to ask you to make the workshop public at your
institute, department, university or company.  A printable PDF poster can be
downloaded from www.rmetrics.org.  Please note that we also have a limited
number of scholarships for bachelor and master students.

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