Pacific Institute for the Mathematical Sciences - PIMS

The purpose of the summer school is to introduce the full role of
advanced risk management in our economy and society. Lectures focus on
various aspects of risk management including the risk pooling in
financial markets, the cost benefit analysis for the long term
environmental decisions, the natural resources management. Building on
this integrated approach, the conference will contribute to the current
debate on the policy and institution changes that should be initiated
to face global long-term risks.

Monday, June 30 2008

9:00 - 10:00 Registration

10:00 - 10:30 Coffee

10:30 - 12:00 Ekeland

1:00 - 5:00 Commodities Markets (Lautier)

1:30 - 2:30 Delphine Lautier: Forward commodities markets

2:45 - 3:45 Cedric Leonard: Risk Management with volume uncertainty and liquidity constraints

4:00 - 5:00 Timothee Denis: Oil prices and depletion paths

 

 

Tuesday, July 1 - Canada Day

9:00 - 10:00 off

10:00 - 11:00 off

11:00 - 12:00 off

1:00 - 5:00 off

 

 

Wednesday, July 2

9:00 - 10:00 Horst/A

10:00 - 11:00 Coffee

11:00 - 12:00 Ekeland

1:00 - 5:00 Carbon and Energy markets (Touzi)

1:30 - 2:30 Umut Cetin: Pricing and trading in carbon energy markets

2:45 - 3:45 Nizar Touzi: Optimal production in the emission trading scheme market

4:00 - 5:00 Aime Lachapelle: an MFG model for the choice of isolation technology.

 

 

Thursday, July 3

8:30 - 9:30 Ekeland

9:30 - 10:00 Coffee

10:00 - 11:00 Horst/A

1:00 - 5:00 Commodities Markets
2:00 - 3:00 Roger Wets: TBA

3:00 - 4:00Alejandro Jofre: Regulation and electricity prices

4:00 - 5:00 Luciano Campi: Forward prices for electricity

 

 

Friday, July 4

8:30 - 9:30 off

9:30 - 10:00 off

10:00 - 11:00 off

1:00 - 5:00 Fisheries

1:00 - 2:00 Dirk Zeller: Current state of global fisheries

2:00 - 3:00 Colin Clark: Fisheries management in the face of environmental risk (Topic TBC)

3:00 - 4:00 Ivar Ekeland: Discounting and environmental risk in fisheries: a theoretical update

4:00 - 5:00 Rashid Sumaila: Computing environmental risk indices for fisheries

 

 

Monday, July 7

8:30 - 9:30 Ekeland

9:30 - 10:00 Coffee

10:00 - 11:00 Jouini

1:00 - 5:00 Securitization

TBA (Horst)

 

 

Tuesday, July 8

8:30 - 9:30 Horst

9:30 - 10:00 Coffee

10:00 - 11:00 Jouini

11:00 - 12:00 Terry Rockafellar: Risk measures

1:00 - 5:00 Forestry (Dean)

1:00 - 2:00 Steve Taylor

2:00 - 3:00 Haiganoush Preisler

3:00 - 3:30 Discussion: Dean, Taylor, Preisler, Van Kooten

3:30 - 4:00 Break

4:00 - 5:00 Kees van Kooten

 

 

Wednesday, July 9

9:00 - 10:00 off

10:00 - 11:00 off

11:00 - 12:00 off

1:00 - 5:00 off

 

 

Thursday, July 10

8:30 - 9:30 Horst

9:30 - 10:00 Coffee

10:00 - 11:00 Jouini

 

2:00 - 5:00 Comodities markets

2:00 - 3:00 Thomas Mariotti

3:00 - 4:00 Lautier

4:00 - 5:00 Thomas Mariotti

 

 

Friday, July 11

8:30 - 9:30 Horst

9:30 - 10:00 Coffee Break

10:00 - 11:00 Jouini

1:00 - 5:00 Workshop (coordinated by Ulrich Horst)

 

Venue

Hennings Room 200, PIMS-UBC - All participants will receive a campus map with further instructions how to get to Hennings at the reception desk of your residence upon arrival.

**Note: Hennings is in Box C4, south of Irving Barber Learning Centre.

Please also check this website regularly for the latest updates.

 

 

 

Participating Institutions
PIMS (Pacific Institute for the Mathematical Sciences)
CMM (Centro de Modelamiento Matematico) (Santiago)
Chaire "Finance et Développement Durable" (Paris)
Chaire "Les particuliers face au risque" (Paris)
QPL (Quantitative Products Laboratory" (Berlin)

 

Financial Support
Applications are invited for young researchers and graduate students to attend the conference. A limited amount of financial support is available for travel and accomodation. Applications should be sent to one of the participating institutions by March 31.

 

Venue

Summer School will be held at Hennings Building Room 200

 

Accommodation

Please read the following items carefully.

Attachment
- GageInfo.pdf (speakers)
- TotemInfo.pdf (students)

Please print a copy of the attached document regarding your accommodations since it contains address, facilities, contact info.

You can simply say at the reception front desk that you are coming for the Math Finance Summer School and they will find out the hotel room for you.

**Please check the list below for your arrival & departure dates or you may need to arrange extra accommodations with me (kleung@pims.math.ca).

**IMPORTANT**
If I have not heard from you by Wed Jun 11, I assume that you accept this arrangement.

Visitor info

For directions to UBC Please print & visit this website http://www.ubc.ca/about/maps.html

UBC campus map:
http://www.maps.ubc.ca/PROD/images/pdf/ubcmap.pdf

**Note: Gage Residence is in Box C5

If you take a taxi (cab) at the airport, it will cost you $25-30 CAD/trip. If you take public transit, it will cost your $3.75/trip Please consult the tourist info desk at the airport for details.

 

Registration

Registration is now closed