XL Euro Working Group on Financial Modelling


Speakers


Abstract

The Euro Working Group on Financial Modelling was founded in September 1986 in Lisbon. The primary field of interest for the Working Group can be described as "financial models that help to solve problems faced by financial decision makers in the firm, intermediaries and the investment community". From this, the following objectives of the Working Group are distinguished:

  • providing an international forum for exchange of information and experience on financial modelling;
  • encouraging research in financial modelling (new techniques, methodologies, empirical studies, software, etc.);
  • stimulating and strengthening the interaction between financial economic theory and the practice of financial decision making;
  • cooperating and exchanging information with other universities and financial institutions throughout Europe.

The meetings of the Working Group are organized twice a year, mainly in April and in November. Earlier meetings were held in Belgium, Curacao, Cyprus, Finland, Hungary, Italy, the Netherlands, United Kingdom, Greece, Croatia, Poland and Spain. The meetings are attended by 80-100 members on average, most of them scientists but also representatives from the financial institutions.

The Working Group boasts about 400 members from 24 different countries (of which approximately 100 members constitute the more "active kernel" of the group).

The EWGFM website can be found here.

 
Thursday, May 10th 2007 (EWGFM)
09:00 Registration
09:30 Opening
09:40 – 10:20 Keynote Speech: Haim Levy
10:20 – 10:50 Break
10:50 – 11:30 Keynote Speech: Thierry Post 
11:30 – 12:30 Lunch
12:30 – 14:00 Semi-plenary: keynote speech by Jim Bodurtha and Parallel sessions A
14:00 – 15:30 Parallel sessions B
15:30 – 16:00 Break
16:00 – 17:30 Parallel sessions C
(Afterwards there will be the customary social program, including dinner, for the EWGFM participants)
Friday, May 11th 2007 (EWGFM and Erasmus Finance Day)
09:30 Registration
10:00 Opening
10:00 – 10:45 Keynote Speech: Stephen Brown
10:45 – 11:30 Keynote Speech: Giorgio Szegö
11:30 – 12:00 Break
12:00 – 12:45 Keynote speech:  Eduardo Schwartz
12:45 – 14:00 Lunch
14:00 – 15:30 Parallel sessions D
15:30 – 16:00 Break
16:00 – 17:30 Parallel sessions E
17:30 – 18:30 Drinks
Saturday, May 12th 2007 (EWGFM)
09:30 – 11:00 Parallel F
11:00 – 11:30 Break
11:30 – 13:00 Parallel G
13:00 end of program.

Organizing Committee (Erasmus University Rotterdam):

Prof. Jaap Spronk

Prof. Thierry Post

Philippe Versijp

E-mail (for all matters excluding registration and payment):
versijp@few.eur.nl