PhD course: Introduction to Risk Management, ALM and Derivative Pricing

Marie Curie Initial Training Network - HPCFinance

2012.11.20 | Susanne Christensen

Date Mon 21 Jan Fri 25 Jan
Time 09:00    17:00
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E1

HPC Finance – an EU-funded Marie Curie Initial Training Network – is hosting this PhD course. It is open for participation from Monday at noon to all interested PhD students as well as a limited number of junior faculty and practitioners.

The course is equivalent to 5.0 ECTC points (all 5 days). 

Monday 21 – Wednesday 23 January 2013

> programme NEW

During the course there will also be special training sessions. The training sessions in question are on

Peter Christoffersen, Rotman School of Management, University of Toronto - Thursday 24 – Friday 25 January 2013

Peter Christoffersen, Rotman School of Management, University of Toronto, will give a self-contained 1½ day course on “New Approaches to Option Valuation and Portfolio Selection”.

Peter Christoffersen is a Finance Professor and author of Elements of Financial Risk Management. Published in leading finance and econometrics journals, Associate Editor of the Journal of Applied Econometrics, the Journal of Financial Econometrics, and the Journal of Risk, Peter has won research awards from Q-Group, KPMG, the Montreal Exchange, and STOXX. Lecturing at Bank of America, Bank of Canada, European Central Bank, Board of Governors of the Federal Reserve, and the International Monetary Fund (IMF), Peter also taught at McGill University and worked as an Economist at the IMF.

> Course outline and reading list

> Lecture 1
> Lecture 2
> Lecture 3
> Lecture 4
> Lecture 5

> Student presentations schedule

Where and when

The course will take place on Monday 21 – Friday 25 January 2013 at Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, Denmark, building 2624, auditorium E1.

Session Outline

09:00-10:30     Session 1
10:30-11:00     Break
11:00-12:30     Session 2
12:30-13:30     Lunch
13:30-15:00     Session 3
15:00-15:30     Break
15:30-17:00     Session 4 (Monday 15:30-17:30)         

Monday starts with Session 3 (Sessions 1 and 2 are reserved for HPCFinance internals).
Friday finishes after the morning sessions.

Note that for non-HPC Finance participants, the course begins at 13:30 on Monday 21 January.

Cost of participation

The course is free of charge for HPC Finance associates and partners, as well as for PhD students from Aarhus University.

Cost of participation for external participants (to cover direct expenses only including all meals, coffee breaks, reception, conference dinner etc.) are as follows:



Full week

200 EUR

200 EUR

400 EUR


Participation is limited and we therefore accept registrations on a first-come, first-served basis.

Please register no later than 10 January 2013 to Susanne Christensen,

Travel and accommodation

> How to find Aarhus University
> How to get here
> Book accommodation

> More information on how to get here and accommodation


Aarhus University
School of Business and Social Sciences
Department of Economics and Business
Fuglesangs Allé 4
DK-8210 Aarhus V

Academic matters:

Peter Løchte Jørgensen, Professor
Phone: +45 87 16 51 17

Administrative matters:

Susanne Christensen, Talent Development Supporter
Phone: +45 87 16 51 21

HPC Finance

The network consists of 7 universities and 8 companies, representing investment and insurance companies, banks, consultants, and high-performance computing solution providers.  The coordinating team comprises Juho Kanniainen and Santiago Velásquez from Tampere University of Technology.


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