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Modèles Mathématiques et Économiques de la Dynamique, de l’Incertitude et des Interactions

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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.
Pour connaitre les dates limites, soumettre un papier ou obtenir plus d’informations sur cet événement, cliquer ici:
https://sites.google.com/a/essec.edu/ecomfin-2016/

Energy and Commodity Finance

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Vous pouvez consulter les informations sur le prochain webinar ici:

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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10.06.2015

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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27.07.2015

Matyas Barczy, invité par le labex MME-DII, fera un séminaire intitulé  « Stationarity, ergodicity and parameter estimation for an affine two-factor model »  le mercredi 27 mai 2015 à 11:00 en Salle B405, bâtiment B, LAGA, Institut Galilée, Université Paris 13.

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

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.

Pour venir au séminaire, vous pouvez suivre les indications suivantes https://www.math.univ-paris13.fr/~mba/venir.html

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

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28.05.2015

Dans le cadre de la Chaire Internationale de Labex MME-DII 2014-2015, Gleb Koshevoy et Marc-Arthur Diaye organisent un workshop intitulé: Applications of random sets theory in Econometrics and Finance. Le workshop aura lieu le 28 mai 2015 de 9:00-13:15 à MSE. Les intervenants seront: Gleb Koshevoy (Chaire MME-DII), Ilya Molchanov (Bern), Christian Hess (Dauphine).