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Workshops on Quantitative Risk Management

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Forthcoming Events

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Previous Events


Forthcoming Events



Previous Events


The 3rd Zurich Workshop on Quantitative Risk Management

Federal Institute of Technology (ETH), Zurich, October 17-20, 2005

Lecturers: Prof. Alexander McNeil (ETH Zurich), Prof. Rüdiger Frey (University of Leipzig), Prof. Paul Embrechts (ETH Zurich)

Course details here.


The 2nd Zurich Workshop on Quantitative Risk Management

Federal Institute of Technology (ETH), Zurich, October 8-10, 2003

Lecturers: Prof. Alexander McNeil (ETH Zurich), Prof. Rüdiger Frey (University of Leipzig)
Special Guest Lecturer: Prof. Philipp Schönbucher (ETH Zurich)

Course details here.


Statistical Methods for Financial Risk Management

Institute of Mathematical Sciences, University of Copenhagen, May 26-30, 2003

Main Lectures: Prof. Alexander McNeil (ETH Zurich)
Further lectures by Henrik Hult (Stockholm), Thomas Mikosch (Copenhagen) & Catalin Starica (Gothenburg).

Information about this course.


The 1st Zurich Workshop on Quantitative Risk Management

Federal Institute of Technology (ETH), Zurich, October 2-4, 2002

Lecturers: Prof. Alexander McNeil (ETH Zurich),  Prof. Rüdiger Frey (University of Leipzig)
Special invited lecture by Prof. Paul Embrechts (ETH Zurich)
Course details here.


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