Workshop on Risk Analysis

Speakers: Wolfgang Haerdel, Szymon Borak, Ying Chen Center for Applied Statistics and Economics Humboldt-Universitaet zu Berlin

Date: June 1(13:30-20:30), 2005 (Wednesday)

Venue: Room 120, Guanghua Building

Language: English

Registration: Free and Not Required

Link for Talk Slides://ise.wiwi.hu-berlin.de/~ychen/MSR/PKU/

Schedule:

13:30-15:00 Implied Volatility Risk: Trading and Hedging

Speaker: Szymon Borak

15:15-16:45 GHICA Value at Risk: GH Distributions and Independent Component

Analysis

Speaker: Ying Chen

18:30-20:30 Measuring Statistical Risk: Extremes, Joint Extremes, Copulae

Speaker: Wolfgang Haerdel

Please also see theabstract here.