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Monday, 06 September 2010 |
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Home  News Events Workshop on RISK MEASURES, University of Evry, 6 & 7 July 2006
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We have 7 guests online |
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Workshop on RISK MEASURES, University of Evry, 6 & 7 July 2006 |
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Saturday, 13 May 2006 |
Programme des journées
Thursday, July 6
Morning Coffee
10h
R. A Dana. - G. Carlier (Ceremade Paris Dauphine),
Microeconomic problems with concave law invariant utilities.
10h45
F. M accheroni (Università Bocconi),
Dynamic Variational Preferences & Monetary Utility Functions.
Lunch
14h
M. Fritelli (Firenze university).
14h45
S. Uryasev, Professor of University of Florida and Consultant for Standard and Poor's,
Generalized Deviations are Counterparts to Risk Measures.
Coffee Break
16h30
M. Kupper (ETH Zurich),
Time-consistency of indifference prices and monetary utility functions. (joint work with Patrick Cheridito).
17h15
S. Kloeppel (ETH Zurich),
Dynamic Good Deal Bounds. |
Friday, July 7
Morning Coffee
10h
M. Crouhy (IXIS-CIB),
Risk Management, Capital Attribution and Performance Measurement.
10h45
H. Föllmer (Humboldt University, Berlin),
Convex risk measures: consistency and asymptotic precision.
Lunch
14h
F. Delbaen (ETH Zurich).
14h45
N. ElKaroui.
Optimal risk transfer with interest rates ambiguity . Joint work with Cl. Ravanelli.
Coffee Break
16h30
Jocelyne Bion Nadal (CMAP Ecole Polytechnique),
Dynamic risk measuring and pricing in incomplete markets.
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