19 T.W. Alexander Drive
P.O. Box 14006
Research Triangle Park, NC 27709-4006
Tel: 919.685.9350
Fax: 919.685.9360
[email protected]

2005 Program on Financial Mathematics, Statistics and Econometrics

Workshop on Credit Risk

October 31 - November 2, 2005
at the NISS/SAMSI building

General Information
Application
Schedule

General Information

As part of the semester long SAMSI program on Financial Mathematics, Statistics and Econometrics, a research workgroup is organized on the broad topic of Credit Risk. This workshop aims at giving an opportunity to the workgroup participants to present their ongoing research and research projects as well as interacting with the specialists of the field invited to speak.

Scientific Committee: Jean-Pierre Fouque (NCSU) and Ronnie Sircar (Princeton, SAMSI Fellow).

Application

Registration is now closed.

Interested individuals should apply, using the ON-LINE APPLICATION FORM. This form also includes the application for financial support. You will be notified as soon as possible after your application if your participation will be possible; regrettably, limited seating will preclude acceptance of all applications. New researchers (graduate students, postdocs, and faculty in the early stages of their careers) and members of underrepresented groups are especially encouraged to apply.

In order to ensure your registration is correct, we ask that you:

refresh/reload the registration page to ensure you have all updates
type in your information (cutting and pasting will distort the information we receive)
make any clarifications/corrections, in the Special Requests section
click the submit button only once

Please make reservations at the Radisson as soon as possible. The SAMSI room block for the Radisson is effective until October 16. After this date, there is no guarantee a room will be available. If you have a change in plans, individual room reservations must be cancelled 72 hours prior to arrival. Check-in is at 3:00 PM; check-out is 12:00 noon.

Transportation Details

Schedule
Monday, October 31, 2005
NISS/SAMSI Building
Abstracts

1:30-2:00 PM	Registration (lunch not provided)
2:00-2:45	Randy Miller (Bank of America)
3:00-3:45	Mirela Predescu (University of Toronto)
4:00-4:45	Kiseop Lee (University of Louisville)
5:00-5:45	Nan Chen (Columbia University)
5:45-6:45	Reception (Halloween costume optional!)

Tuesday, November 1, 2005
NISS/SAMSI Building

8:30-9:15	Continental Breakfast
9:15-10:00	Rene Carmona (Princeton University)
10:15-11:00	David Lando (Copenhagen Business School & Princeton University)
11:15-12:00	Pierre Collin-Dufresne (Berkeley & Goldman Sachs)
12:00-1:30	Lunch
1:30-2:15	Jean-Pierre Fouque (N.C. State University)
2:30-3:15	Mirela Predescu (University of Toronto)
3:30-4:15	Ulrich Horst (University of British Columbia)

Wednesday, November 2, 2005
NISS/SAMSI Building

8:30-9:15	Continental Breakfast
9:15-10:00	Lisa Goldberg (Barra, San Francisco)
10:15-11:00	Peter Bloomfield (N.C. State University)
11:15-12:00	Thaleia Zariphopoulou (University of Texas at Austin)
12:00-1:30	Lunch

Local Information (Hotels, etc.)

Financial Mathematics, Statistics and Econometrics Program Page