Department of Mathematics and Statistics at the Faculty of Science
MITACS-PIMS-UBC Summer School in Risk Management and Risk Sharing
Date: June 7 - July 9, 2010
Graduate course 1: Portfolio management under risk constraints, Professor Bruno Bouchard (Universite Paris-Dauphine).
Graduate course 2: Asymmetry of information and risk sharing, Professor Ivar Ekeland (University of British Columbia).
Industrial course:
Microstructure of financial data and high-frequency trading, Mathieu
Rosenbaum (Ecole Polytechnique) and Charles-Albert Lehalle (ChevreuxQuantitative Research).
Both graduate courses are part of the regular program in Mathematical Finance at UBC, and will be taken for credit by students from UBC and
from PIMS and PRIMA institutions.
*Financial Support*
A limited amount of financial support (i.e. travel and accommodation) is available for young researchers and graduate students.
For application and further information about the summer school, please visit
http://www.pims.math.ca/scientific-event/100607-mpussrmrs