Indian Institute of Management,
Calcutta
Workshop on
Optimisation Methods and its Financial Applications, High Frequency Finance
March 10-13, 2010
Call for papers
The theme of this conference is:
- Introduction to stochastic programming
- Scenario generation
- Use of simulation as model validation
- Application of stochastic programming in Asset Liability Management
- Robust Optimization
- Portfolio optimisation with conditional VaR
- Volatility Modelling
Address:
Asst. Manager-Financial Research and Trading Lab,
Indian Institute of Management.
D.H. Road. Joka.
Kolkata 700104.
India
Email: asstmgr_finlab@iimcal.ac.in
Telephone: +91-98305 16165
Venue: Financial Research and Trading Lab, IIM Calcutta
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