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Informations pratiques pour le. 1er atelier du GdR FIQUAM. Tel : 05 61 94 86 00 - Fax : 05 61 88 51 21. Compte-tenu de l'état budgétaire du GdR FIQUAM nous financerons pour ce premier atelier vos frais de séjour et de déplacement. Les règles du CNRS. Imposent dorénavant d'établir un ordre de mission avant le départ. Vous voudrez donc bien me retourner avant le 28 juillet. Refusera de rembourser vos frais.
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Cours Calcul deMalliavin et couverture de dérivés. Josep Vives (Université de Barcelone). Conference in quantitative methods in Finance Australie. Du 14 au 17 Décembre 1998. Sixth workshop on financial modeling and econometric analysis. 29 et 30 janvier 1999 a Lille. 3rd Columbia-Jafee conference ont the mathematics of finance Columbia University . New-York. Atelier : Asymétrie d'information et marchés financiers CIRM, LUMINY, 19, 20 et 21 Mai 1999 (ou 20, 21 et 22 Octobre). Du 14 au 18 juin 1999.
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1er atelier du GdR FIQUAM. DATE : 09 au 11 septembre 1998. LIEU : ASPET (Pyrénees). Prise en charge, Transport. Remboursement des frais de missions. Programme des cours et conférences (sous réserve). CREST), J.P. Bouchaud. Risque de Crédit. GREMAQ), J.C. Rochet. Prise de risque, incitations et régulations. Université de Lyon). Problème de ruine en assurance. Ondelette en série financière. Pour nous contacter par mail. Ou par courrier adressé à. TEL 01 69 33 39 63. FAX 01 69 33 30 11.
carqueiranne
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2ème atelier du GdR Fiquam. Du 10 au 12 mai 1999. Sur les fonds de pension et optimisation.
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Discuss recent advances in the field. Create links between researchers working on various facets of these models. Provide a platform for young researchers working in this field, and. Point to new applications and future research directions. The conference will consist of five half-day sessions on the following topics,. Which are not exclusive but indicate some directions of interest:. Multidimensional models with jumps. Dependence modeling, Lévy copulas,. Numerical methods for multidimensional models.
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