Di seguito inoltro l'invito per l' "Aarhus Quant Factory" che si terrá in Danimarca il prossimo Gennaio. Chiedo gentilmente di diffonderlo a chiunque possa essere interessato. Grazie.

_____________________

Camilla Pisani HPCFinance project-Phd student

Aarhus University Business and Social Sciences

Fuglesangs Allé 4 8210 Aarhus V, Denmark

T: +45 87166015 M: cpisani@econ.au.dk W: http://au.dk/en/ cpisani@econ.au.dk

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Business and Social Sciences is a broad business school constituting one of four new main academic areas at Aarhus University. Business and Social Sciences is the largest university unit within business and social sciences in Denmark, encompassing a wide range of academic disciplines, outstanding research environments and strong degree programmes.

From: phd.econ [mailto:phd.econ-bounces@maillist.au.dk] On Behalf Of Susanne Christensen Sent: 20. november 2013 13:29 To: econ.econ@maillist.au.dk Subject: [econphd] [econ] Invitation to Aarhus Quant Factory - week 3, 2014

Dear PhD students, junior faculty and practitioner colleagues,

The Finance Research Group at the Department of Economics and Business, Aarhus University hereby invites you to Aarhus Quant Factoryhttp://econ.au.dk/research/research-groups/finance-research-group-frg/aarhus-quant-factory-2014/, a series of events with focus on Quantitative Finance.

Aarhus Quant Factory will take place at the Department of Economics and Business at Aarhus University, Denmark during January 14-17, 2014 and the scientific program will consist of:

· 14 January: Understanding and Managing Model Riskhttp://econ.au.dk/research/research-groups/finance-research-group-frg/aarhus-quant-factory-2014/phd-course-understanding-and-managing-model-risk/, Intensive PhD course lectured by Massimo Morini, IMI Bank of Intesa San Paolo.

· 15-16 January: Lectures on Capital requirements, Credit Risk, Collateral and Centralized clearing - How to avoid losing billions in fines while running your CVA calculations on an iPad Minihttp://econ.au.dk/research/research-groups/finance-research-group-frg/aarhus-quant-factory-2014/phd-course-lectures-on-capital-requirements-credit-risk-collateral-and-centralized-clearing-how-to-avoid-losing-billions-in-fines-while-running-your-cva-calculations-on-an-ipad-mini/, Intensive PhD course lectured by Leif Andersen, Bank of America Merril Lynch, and Jesper Andreasen, Danske Bank.

· 17 January: Aarhus Quant Dayhttp://econ.au.dk/research/research-groups/finance-research-group-frg/aarhus-quant-factory-2014/aarhus-quant-day/, Symposium featuring talks given by

o Leif Andersen, Bank of America Merril Lynch

o Jesper Andreasen, Danske Bank

o Rama Cont, Imperial College, London.

o Brian Huge, Danske Bank

o Jan Kallsen , Christian Albrechts University, Kiel

o Vladimir Piterbarg, Barclays

o Chris Rogers, University of Cambridge

o Wim Schoutens, Catholic University of Leuven

A detailed program is attached to this email. Please feel free to distribute this invitation.

We look forward to welcoming as many of you as possible.

Med venlig hilsen / Best regards

Elisa Nicolato Associate Professor T: +45 87164998 M: eln@asb.dkmailto:eln@asb.dk

Thomas Kokholm Associate Professor T: +45 87165216 M: thko@asb.dkmailto:thko@asb.dk

Aarhus University Business and Social Sciences Department of Economics and Business Fuglesangs Allé 4 DK-8210 Aarhus V

venlig hilsen / kind regards

________________________________ Susanne Christensen PhD Support

Tel.: +45 8716 5121 Mail: sla@asb.dkmailto:sla@asb.dk http://au.dk/sla@asb.dk

Department of Economics and Business Aarhus University School of Business and Social Sciences Fuglesangs Allé 4, 2632/L126 8210 Aarhus V

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