[R-SIG-Finance] 9th ETH/Rmetrics Workshop 25-27 June Zurich

Diethelm Wuertz wuertz at phys.ethz.ch
Wed Apr 29 12:26:32 CEST 2015

It is a pleasure for us to bring to your attention the 9th Rmetrics Workshop in Zurich 25-27 June 2015.
We would very appreciate it to welcome you in Zurich 

For the organization committee
Diethelm Wuertz, ETH Zurich and Rmetrics Association
www.rmetrics.org <http://www.rmetrics.org/>

                    9th Rmetrics Summer Workshop 2015
                      Zurich, 25 June – 27 June 2015
                              www.rmetrics.org <http://www.rmetrics.org/>

                     De-Risking Financial Instruments: 
  Mastering Vulnerabilities, Structural Instabilities, and Stress Sensitivity

The workshop consists of an open master class with summer school-like academic 
tutorial sessions and a seminar workshop presenting and discussing new concepts 
for de-risking financial investments in practice.

Open Master Class Tutorials:

ETH Zurich, Main Building, Lecture Hall, 25 June 2015 

   Thursday Morning 9:00-12:30
      Tomas Sauer, University of Passau, Germany: Spectral Wavelet Analysis
      Rosangela Loschi, Univ. Belo Horizonte Brazil: Bayesian Change Point Analysis

   Thursday Afternoon 14:00-17:30
      Bernhard Pfaff, Invesco Frankfurt, Germany: Portfolio Diversification Strategies
      Maximilian Wimmer, University of Regensburg, Germany: Goal Programming

Villa Hatt Seminar:

De-Risking Approaches for Financial Investments
ETH Zurich Villa Hatt, 26-27 June 2015

Selected Topics and Guest Speakers (among others):
* Goekhan Kula, Myra Capital Austria, Asset Exchange Indices with Margrabe Options
* Jan Witte, Record Manangement Windsor UK, FX Hedging Strategies
* N.N.: Parity Indexing and Smart Beta 2.0
* Diethelm Wuertz, ETH Zurich CH, Stability Concepts and Investment Strategies

The master class is free and limited to 100 participants, the seminar is limited 
to 30 participants. Early registration is highly recommended.

Call for Presentations: 
There is time left for a few presentations of innovations on exciting applications. 
We invite you for submissions (they are considered on a rolling admission basis, 
there is no definite deadline.) Please send your submission to: submissions at rmetrics.org <mailto:submissions at rmetrics.org>.

Swiss Federal Institute of Technology Zurich and Rmetrics Association Zurich.
Conference Chair: Professor Diethelm Wuertz ETH Zurich
Conference Office: Tobias Setz, ETH Zurich, and Viktoria Forgacs, Rmetrics Association. 

Further information: 
Please contact: info at rmetrics.org <mailto:info at rmetrics.org>
www.rmetrics.org/zurich2015 <http://www.rmetrics.org/zurich2015>

We would highly appreciate it to welcome you to the 9th Rmetrics Seminar

for the Organisation Committee
Diethelm Wuertz, ETH Zurich and Rmetrics Association
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