This event will bring together leading academic experts in the field. Presentations will provide perspective on issues pertaining to credit risk modeling and valuation, systemic risk and contagion, portfolio optimization with default, credit risk management and related computational and statistical methods.

Conference Committee: Jerome Detemple, Andrew Lyasoff, Marcel Rindisbacher, and Gustavo Schwenkler

Conference Organization and Contact: Ahmad Namini (anamini@bu.edu) 617-358-6494

This one-day event will be held on Saturday, September 20, 2014 at the Boston University School of Management.

Registration Fee:

Academic Rate:  150 USD
Corporate Rate:  550 USD

Click here to register.

Speakers:

Tomasz Bielecki (Illinois Institute of Technology)
Agostino Capponi (John Hopkins University)
Pierre Collin-Dufresne (EPFL)
Rama Cont (Imperial College)
Kay Giesecke (Stanford University)
Paul Glasserman (Columbia University)
Monique Jeanblanc (Universite d’Evry)
Vadim Linetsky (Northwestern University)