Obergurgl, April 14 - 16, 2011


Program

 

The preliminary schedule for the workshop is the following:

Thursday, April 14

17.00h - Welcome

17.15h - Keynote lecture 1: Prof.Dr. Marco Wilkens, University of Augsburg

- Dinner -

20.00 - 21.30h - Session 1

  • Brandtner, Mario; University of Jena
    "Portfolio Selection with Spectral Risk Measures - A really good Choice?"
    -
  • Wagner, Christian; WU Wien
    "The Cross-Section of CDS Spreads and Equity Returns"
    -
  • Igl, Andreas; University of Regensburg
    "Correlation Smile, Volatility Skew and Systematic Risk Sensitivity of Tranches"


Friday, April 15

16.30 - 17.30h - Session 2

17.30 - Keynote lecture 2: Prof.Dr. Charles Noussair, Tilburg University

- Dinner -

20.00 - 21.30h - Session 3

Saturday, April 16

08.30 - 09.30h - Session 4

10.00 - 11.30h - Session 5

 

The complete program PDF Icon as pdf-file