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Center of Finance and Econometrics
at the University of Konstanz
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INTERNATIONAL CONFERENCE ON PRICE, LIQUIDITY, AND CREDIT RISKS

Many thanks to all the participants of this year's conference!


Konstanz / Germany

    October 3 – 4, 2008, starting with a Welcome Reception on October 2.
    Welcome reception is in the restaurant Konzil , located in the city center, between the main station and Stadtgarten facing lake Constance.

Keynote Speakers:

    Jeffrey R. Russell University of Chicago, USA

    Suresh Sundaresan Columbia University, New York, USA   [download slides]

    Bernt Oeksendal Oslo University, Norway

Call for Papers


Conference Poster


General Information

    The conference will be held at the University of Konstanz on October 3-4, 2008. It is organized by the Research Group 'Price, Liquidity, and Credit Risks: Measurement and Distribution', which is funded by the German Research Foundation. The group consists of researchers in financial economics, financial econometrics, and financial mathematics at the Universities of Konstanz, Mannheim and the Vienna University of Technology.

Invited Speakers:

    Financial Economics:    
    Financial Econometrics:    
    Financial Mathematics:    
    Viral Acharya
    Christian Bluhm
    David Lando
    Thilo Liebig
    Marco Pagano
    Marti Subrahmanyam
    Josef Zechner
    Luc Bauwens
    Ramazan Gencay
    Asger Lunde
    Donald B. Percival
    Mark Salmon
    Rüdiger Kiesel
    George Papanicolaou
    Eckhard Platen
    Halil M. Soner
    Thaleia Zariphopoulou

The Program Committee


    Financial Economics:
    Michael Brennan, UCLA & Guenter Franke, Konstanz

    Financial Econometrics:
    Luc Bauwens, CORE & Winfried Pohlmeier, Konstanz

    Financial Mathematics:
    Ansgar Juengel, Vienna & Walter Schachermayer, Vienna