The two main lecture course topics are:
· Counterparty risk and models of default time (Monique Jeanblanc, Université d’Evry)
· Life insurance and long term interest rate modelling (Nicole El Karoui, Ecole Polytechnique)
These lecture courses will be supplemented by tutorial sessions.
There will be guest speakers: Francesca Biagini (LMU Munich), José Manuel Corcuera Valverde (University of Barcelona), Angelos Dassios (London School of Economics), Henrik Hult (KTH Stockholm), Vladimir Kaishev (City University London), Goran Peskir (University of Manchester).
Course Website (external link)
Applications are now closed (please email shortcourses@lms.ac.uk for further details)
Event Date:
15 April, 2013 09:00 to 19 April, 2013 17:00
Submitted by Elizabeth Fisher on
