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The workshop will be
preceded by a short course "Joint Extremes, Copulae and |
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CDO Valuation"
organized by Wolfgang Härdle from Humboldt-Universität zu |
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Berlin. The course is
dedicated to practitioners and
theoreticians. All course |
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algorithms and pictures
are programmed in either MATLAB or R. These quantlets |
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and a comprehensive
course summary will be given to the participants. The |
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event will take place in
the building of Faculty of Mathematics, Informatics, and |
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Mechanics, University of
Warsaw, ul. Banacha 2, Warszawa,
Thursday 24th |
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September 2009, 3:00 -
7:00 pm. The registration will start
at 2:30 pm. |
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To register for Short
Course "Joint Extremes, Copulae and CDO |
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Click here to download the abstract |
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Valuation" please complete the ONLINE
REGISTRATION FORM (the link |
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is available at the page "Registration") and pay the
participation fee |
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300 PLN (about 80 EUR), which will be
payable by bank transfer, prior |
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to the course. After 24th August the fee
will be increased to 350 PLN. |
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We are looking forward to seeing you in Warsaw! |
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