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.

• Claudia Czado (The Technical University of Munich) (PDF 1.2MB)
  
• Kay Giesecke (Stanford University) (PDF 500KB)
  
• Paul Kofman (The University of Melbourne) (PDF 867KB)
• Richard Gerlach (University of Sydney) (PDF 671KB)
  

 

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.

 

The programme for the day is available

• Download programme

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.

 

 

 

Claudia Czado (The Technical University of Munich) at the 2007 Risk Management Conference.