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Risk Management of Hedge Funds

10th March 2005

Organisers: Philippe Artzner (University of Strasbourg) and Paul Embrechts (ETH Zürich).

Spitalsfields Day

The Isaac Newton Institute will be holding a programme entitled Developments in Quantitative Finance from January to July 2005. There will be a special week, 7 - 11 March, devoted to Risk Management, organised by Professors Philippe Artzner (Strasbourg) and Paul Embrechts (ETH Zürich). This week will bring together a number of prominent academics in this developing area.

Thursday 10 March has been designated as a Spitalfields Day devoted to risk management of hedge funds and alternative investments, with speakers and attendees from both academia and the finance industry. One goal is exploring the potential role of mathematics in this topical and important field.

London Mathematical Society

University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons