A joint collaboration with Chulalongkorn University Department of Banking and Finance, the Thailand Development Research Institute (TDRI), and a grant from the Swiss Federal Institute of Technology (ETH) Federal Department of Economic Affairs, is proud to sponsor a one-day research conference on Financial Econometrics and Quantitative Risk Management. The confirmed keynote speaker is Professor Paul Embrechts, ETH. The event will take place on August 21, 2015 at the TDRI in Bangkok. Two nights of hotel accommodation, at the Swissotel Le Concorde can be provided for guest speakers.
Topics of interest include, but are not limited to, studies of financial risk measures such as Value at Risk and Expected Shortfall, modern methods for portfolio allocation, credit risk modeling, insurance mathematics, option pricing, high-frequency data, and bank systemic risk.
We kindly request interested speakers to send a title and abstract by July 31, 2015. Also please kindly forward this to your colleagues and collaborators.
We look forward to meeting you in Bangkok!
Organizing Committee:
Prof. Marc Paolella, Department of Banking and Finance, University of Zurich, Switzerland
Prof. Sunti Tirapat, Department of Banking and Finance, Chulalongkorn University, Bangkok, Thailand
Dr. Nuttanan Wichitaksorn, Thailand Development Research Institute, Bangkok, Thailand
The Open Access journal, Econometrics, http://www.mdpi.com/journal/econometrics has signaled interest in having a special issue dedicated to selected papers from the conference. Authors who wish to take part in the conference, and are interested in having their paper considered for the issue, should signal this to the organizers.
For more information, please contact: Dr. Nuttanan Wichitaksorn email: nuttanan@tdri.or.th
