Faculty of Economics and Commerce Department of Finance

Risk Management Conference

CORRELATIONS AND COPULAS

A one-day conference was held at the University of Melbourne on Friday, September 21 2007.

Over 75 attendees heard speakers from Australian and overseas universities.

Some speakers kindly permitted open access to their papers.

 

Presentations of Trueck, Durand, van der Hoek and Wolff are available on request to attendees of the Correlations and Copulas conference only. Please email the Conference Administrator Robin Carey, email r.carey@ unimelb.edu.au, for copies of these papers.

 

Risk Management posterThe programme for the day is available

Organisers and co-hosts:

Paul Kofman (The University of Melbourne)
Ross Maller (Australian National University)

CONFIRMED SPEAKERS:

  • Claudia Czado (The Technical University of Munich)
  • Kay Giesecke (Stanford University)
  • Paul Kofman (The University of Melbourne)
  • Stefan Trueck (Queensland University of Technology)
  • Rodney Wolff (Queensland University of Technology)
  • Richard Gerlach (University of Sydney)
  • John van der Hoek (University of Adelaide)

Venue:

Coles Theatre
Melbourne Business School
The University of Melbourne

Target audience:

Risk management professionals
Finance, econometrics, actuarial and mathematics academics

Administrator:

Robin Carey, email r.carey@ unimelb.edu.au

Cost

$150 for industry; free for current research students and academic staff at FIRN Universities

Contact Robin Carey to register your interest.

 

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