Workshop on Financial Networks and Risk Assessment

Short-courses:

• Financial Systemic Risk: an Introduction (Tom Hurd, McMaster University, Canada)
• Network models of default contagion and systemic risk (Rama Cont, Columbia University, USA)

Plenary speakers

• Stochastic Cascades, Credit Contagion and Large Portfolio Losses (Ulrich Horst, Humboldt-Universität, Germany)
• General Issues in Modeling Liquidity in Securities Markets (Frank Milne, Queens University, Canada)
• Cascade dynamics and systemic risk (James Gleeson, University of Limerick, Ireland)

Contributed talks

A volume of selected papers  will be published by Springer from each of the workshops in the series Mathematics in industry. Submit your abstract today! All papers will be refereed.

Submissions are invited on the conference theme. Abstracts in PDF or DOC format can be uploaded via our registrations system.

Please use the templates provided on our Resources page.

Deadline for paper submission: Friday, April 30, 2010.