Fondation des Sciences de la Modélisation

News

ECOMFIN Conference 2016

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The Energy and Commodity Finance CONFERENCE 2016 follows in the footsteps of a long standing series of Energy Finance meetings that held their first event in London in 2004 and nowadays represents the benchmark academic conference in the area
 
It focuses on the financial markets for energy and other commodities. These markets are developing rapidly, with new places emerging globally for oil, gas, coal, electricity, emissions, and related sectors. The conference will focus on recent trends in energy and commodity markets with speakers from both industry and academia. The 2016 Energy and Commodity Finance Conference will be a venue for the best research in the field
To learn more about the coference and to submit a paper, click here:
https://sites.google.com/a/essec.edu/ecomfin-2016/

Energy and Commodity Finance

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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

 

Workshop on Time Series Econometrics

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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

“New IFRS Rules: When Actuaries meet Accountants”

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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.

“Stationarity, ergodicity and parameter estimation for an affine two-factor model”

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May 27th, 2015

Session of seminar : May, 27th 2015, at 11:00,  Salle B405, bâtiment B, LAGA, Institut Galilée, Université Paris 13.

https://www.math.univ-paris13.fr/laga/index.php/fr/ps/seminaires

Speaker : Matyas Barczy (Debrecen University, Hungary)

“Stationarity, ergodicity and parameter estimation for an affine two-factor model”

Program

10:00   Mark Podolskij (Aarhus university, Danemark)

“Limit theorems for ambit fields”

11:15   Matyas Barczy (Debrecen University, Hungary)

“Stationarity, ergodicity and parameter estimation for an affine two-factor model”.

Venue : https://www.math.univ-paris13.fr/~mba/venir.html



Applications of random sets theory in Econometrics and Finance, May 28, 2015


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May 28th, 2015


Gleb Koshevoy, who holds the Labex MME-DII International Chair 2014-2015 and Marc-Arthur Diaye are organizing a workshop on Applications of random sets theory in Econometrics and Finance. The workshop will take place on May 28th, 2015 from 9:00-13:15 at MSE. Confirmed speakers: Gleb Koshevoy (International Chair MME-DII), Ilya Molchanov (Bern), Christian Hess (Dauphine).