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

[Diethelm Wuertz]

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.

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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

Participation: 
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>.

Organization: 
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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