Risk Day in honour of Paul Embrechts

When:
14 September 2018 all-day
2018-09-14T00:00:00+02:00
2018-09-15T00:00:00+02:00
Where:
ETH Zürich - Main Building - Auditorium HG E7
Zürich
Cost:
Free

The Risk Day is a daylong conference that brings together researchers,
practitioners, regulators and students with an interest in current topics
of risk management in banking, investing and insurance.

Focus:

  • No-arbitrage implies power-law market impact and rough volatility
  • 10 Years after Lehman: how has risk management changed?
  • Hedging derivatives under market frictions using deep learning techniques
  • Private markets: challenges for risk managers
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