The Second T.N. Thiele Symposium
on Financial Econometrics
An international meeting under the auspices of the
Mathematical
Finance Network,
Grant No. 9800335 from the Danish Social Science
Research Council.
Thursday 17 - Friday 18 October, 2002
Laboratory of Actuarial Mathematics and Department
Statistics and Operations Research, University of Copenhagen
Venue: Auditorium 4, The H.C. Ørsted Institute,
University of Copenhagen,
Universitetsparken 5,
DK-2100 Copenhagen Ø, Denmark
Organizers:
David Lando, Thomas Mikosch and Michael Sørensen
The subject of the second T.N. Thiele Symposium is financial econometrics
with particular focus on credit risk, statistical inference for financial
models given by stochastic differential equations and extreme value
theory.
The symposium is named after the great Danish astronomer, insurance
mathematician and statistician Thorvald Nicolai
Thiele (1838 - 1910). The First Thiele Symposium
was held in 2000 to mark the 125th anniversary of the advent of Thiele's
differential equation for the reserve on a life insurance policy.
Speakers:
Yacine Ait-Sahalia, Princeton, USA.
Casper de Vries, Rotterdam, Netherlands.
Greg Duffee, Berkeley, USA.
Joost Driessen, Amsterdam, Netherlands.
Tom Engsted, Aarhus, Denmark.
Patrick Houweling, Rotterdam, Netherlands.
Catherine Laredo, Paris, France.
Jesper Lund, Copenhagen, Denmark.
Anders Rahbek, Copenhagen, Denmark.
Joel Reneby, Stockholm, Sweden.
Neil Shephard, Oxford, United Kingdom.
Catalin Starica, Gothenburg, Sweden.
Registration:
There is no registration fee, but we ask you to please register for the
Symposium in case you intend to come.
Registration Form
Accommodation:
You can book your accommodation in Copenhagen during the symposium
at one of the following hotels. We advise you to book early.
Hotel Kong Arthur
Ibsens Hotel
Hotel City
Hotel Ansgar
Cab-Inn
If you are not happy with the selection, you can find a list of 73
hotels here:
Hotels in Copenhagen
We have a web-page with instruction on how to get to the H.C. Ørsted
Institute from the airport and from Copenhagen Central Station.
There are also instruction on how to find Ibsens Hotel and Hotel Kong
Arthur, and how to get to the H.C. Ørsted Institute from these hotels:
Directions
for Visitors.
If you have questions concerning the symposium, please contact
Vivi Arp at arp@stat.ku.dk.
Thiele Symposium Miniposter: ps
pdf
This document was last modified on October 15, 2002.