MATRI✗: Workshop on mathematical modelling of risk and contiguous topics

Name:MATRI✗: Workshop on mathematical modelling of risk and contiguous topics
Calendar:Conferences & meetings
When:Mon, November 27, 2017 - Fri, December 1, 2017
Description:

Workshop on mathematical modelling of risk and contiguous topics

Dates: 27 Nov.– 1 Dec. 2017
Venue: University of Melbourne, Creswick campus
Water Street, Creswick, Victoria, 3363, Australia

The workshop is an integral part of the approved MATRIX@Melbourne program on “Mathematics of Risk” to be run from 20 November to 8 December 2017.

The workshop topics include, but are not be limited to,

  • the modelling of uncertainty and risk events using the theory of stochastic processes, in particular the evaluation of the distributions of boundary functionals of random processes;
  • new methods for and approaches to computing the prices of financial derivatives;
  • the systemic risk and network modelling of relevant real-life systems;
  • the risk modelling and quantification, including risk measures;
  • the analysis of model risk;
  • the mathematical modelling of extreme events in various applied areas.
Location:University of Melbourne, Creswick campus Map
URL:http://research.amsi.org.au/events/event/workshop-mathematical-modelling-risk-...
Created:12 Oct 2017 06:42 am UTC
Modified:12 Oct 2017 06:45 am UTC
By:rmoore
Status:Tentative
Updated: 12 Oct 2017
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