On December 17th, 2015, UCP will award a degree of Doctor Honoris Causa to Daniel McFadden, recipient of the Nobel Prize in economics 2000. At this occasion, Nathalie Picard, Olivier Donni and André de Palma organize a workshop on “Advances in Discrete Choice Models» December 18th, 8:30 to 18:00 (followed by a cocktail).

The speakers at the workshop will be : Daniel McFadden, Moshe Ben-Akiva, Chandra Bhat, Michel Bierlaire, Andrew Daly, Mogens Fosgerau, Stephane Hess, Marc Ivaldi, Emmanuel Kemel, Nathalie Picard, Joan Walker and Cliff Winston. This event is funded by UCP, LABEX MMEDII, THEMA and ANR ELITISME.

For more information and to sign up for this event, please visit:

http://www.honoriscausa-ucp.com/workshops-2/

Mathematics of Risk and Applications 

This thematic semester “Mathematics of Risk and applications” on risk assessment, mainly sponsored by the ANR Ameriska and the labex MME-DII (Modèles Mathématiques et Économiques de la Dynamique, de l’Incertitude et des Interactions), aims at encouraging interactions between people from different backgrounds (mathematics, toxicology, climatology and economy) and different countries around the quantification of risks. The main applications will be oriented towards finance and insurance but also on food and environmental risks assessments. We will in particular study the interaction or dependence between risks and extremes in a multivariate context.

The network Ameriska aims at gathering researchers, practicians and students around the field of risk analysis in all its different aspects. The main goal of this semester is thus to bring together researchers, master and Ph.D. students as well as actors from the industries, bank and insurances to work and study together. Conferences, courses and seminars will be devoted to the investigation of new multivariate and/or temporally dependent models for extremal events and of related new statistical procedures. We will try to gather applied mathematicians as well as toxicologists, climatologists and economists, to develop an international network for discussions and collaborations. 

We will organize two different types of courses during the semester : introductory courses which are specifically intended for Master and PhD students or newcomers in this field, and advanced research courses on important current subjects linked to extreme values and risk assessment. Several international researchers have already accepted to participate. Some of the courses will take place in Université Paris-Ouest and others in Université Pierre et Marie Curie. A one hour seminar will be held every week. Several European researchers (who have already accepted the invitation) as well as practicians will present recent advances in the field as well as applications of these methods.

For more information and to sign up for the different events, click here:

http://risksemester.ameriska.net/en/home/

You will find the information about the next webinar here:

Forthcoming Webinars

https://sites.google.com/a/essec.edu/energy-commodity-finance-research-center/events/monthly-executive-seminar

25.09.2015

INVITATION – Workshop on Time Series Econometrics – La Défense, Paris

ESSEC Business School, THEMA/Université de Cergy-Pontoise & the University of Copenhagen are pleased to invite you to attend the  following  Workshop on Time Series Econometrics

Topic: Advances in Time Series Econometrics with applications to Economics & Finance

Location: ESSEC Business School, La Defense Campus (Room 104), Paris, France

Invited speakers:

Anurag BANERJEE – Durham Business School, UK

Jesus GONZALO – Universidad Carlos 3, Madrid, Spain

Sophocles MAVROEIDIS – University  of Oxford, UK

Nour MEDDAHI – Toulouse School of Economics, France

Jean-Yves PITARAKIS – University of Southampton, UK

Anders RAHBEK – University of Copenhagen, Danemark Paolo ZAFFARONI – Imperial College Business School, UK

Program and organizing committee: Frédérique BEC (University of Cergy-Pontoise, THEMA & CREST), Guillaume Chevillon (ESSEC Business School & CREST) and Anders Rahbek (Copenhagen University)

Due to the workshop’s room limited capacity, registration is mandatory  (and free of charge) following this link:

https://sites.google.com/a/essec.edu/timeseriesworkshop2015/registration

The program and venue information are available here:

https://sites.google.com/a/essec.edu/timeseriesworkshop2015/home

Looking very much forward to see you at the workshop, and apologies for cross-posting!

The organizing committee,

Anders, Frédérique, Guillaume

June 10th, 2015

It is our pleasure to announce that Round table, organized by ESSEC-CREAR with the support of Labex MME-DII, Institut des Actuaires and the group BFA-SFdS, on

               “New IFRS Rules: When Actuaries meet Accountants” 

poster-roundtable

will be held in Paris on June 10, 2015 from 5:00 pm to 7:30 pm at the ESSEC campus in La Défense-CNIT.

Please register before May 29, 2015, on  https://roundtablecrearjune10.eventbrite.fr

The number of participants is limited to 70.

We are looking forward to meeting you there.