Emmanuel Haven leads a new ESRC seminar series on Financial Modelling
The ESRC has awarded funding for a one-year seminar series (2012–2013) on the topic of "Financial Modelling Post 2008: Where Next?".
The principal investigator is Emmanuel Haven and co-investigators are Dr. Meryem Duygun Fethi, Prof. Phil Molyneux (Bangor University), Prof. John Wilson (St. Andrews University) and Prof. Sergei Fedotov (University of Manchester).
The seminar series revolves around four themes:
- Legal/historical origins of the 2008 crisis. This theme is hosted at Bangor University and will take place on November 27–28; 2012. Confirmed keynote speakers are Professor Peter Rousseau from Vanderbilt University (USA) and Professor Simon Deakin (Cambridge University).
- Empirical modelling: distributional assumptions, efficiency and the 2008 crisis. This is hosted at St. Andrews University on March 21–22; 2013. Confirmed keynote speakers are Professor Jerome Detemple from Boston University (USA) and Dr Ruben Cohen.
- Stochastic empirical modelling: distributional assumptions, efficiency and the 2008 crisis. This is hosted at the University of Manchester and will take place in June 2013. Keynote speakers include Professor Pliska from the University of Illinois (USA) and Professor Mark Davis and Professor Damiano Brigo (Imperial College, London).
- Non-stochastic modelling: distributional assumptions efficiency and the 2008 crisis. This theme is hosted at the University of Leicester and will take place in November 2013. Confirmed keynote speaker so far: Professor Belal Baaquie from the National University of Singapore.
The ESRC-seminar series Financial Modelling Post 2008: Where Next? has a budget to fund travel and subsistence for six early-career researchers and six doctoral students which must be drawn from all participating universities to attend any of the events. Please e-mail Emmanuel Haven at eh76@le.ac.uk if you would like to apply for funding or wish to participate in the seminars.
