International Gatherings in Computational Finance and Economics
Mexican Central Bank
Workshop in Computational Finance and Economics
Date: Wednesday 17 October 2012
Seminar on Simulation in Computational
Finance and Economics
Date: Thursday 18 October 2012
Background
Members in the Bank of Mexico are very active in computational finance and econommics.
In 2012, they published a book
Simulation in Computational Finance and Economics: Tools and Emerging Applications,
IGI Global, 2012.
The Seminars on 18th is to organized to launch this book.
The Workshop on 17th is organized to provide researchers with more time to exchange their ideas.
The book was officially launched by Dr Manuel Ramos-Francia, Deputy Governor, Bank of Mexico
(copy of the speech can be found here). The Deputy Governor said:
"... The subject that occupies us today is the intersection of three fascinating disciplines, namely, simulation, computer science, and economics. They have all achieved impressive results; and have, jointly, got a lot of attention from academics, policy makers, and practitioners."
Topics covered:
- Agent Based Simulations in Economics and Finance
- Computational risk analysis and modeling
- Financial Markets
- Game theory
- High frequency trading
- Simulations payment systems and methods
- Systemic risk models
Workshop/Seminar Information:
- Seminar leaflet
- Programme of the Workshop can be found here.
- Programme of the Seminar can be found here.
- Map for delegates can be found here.
Speakers:
- Biliana Alexandrova, Banco de México
- Luca Arciero, Banca d'Italia
- Anthony Brabazon, University College Dublin
- Shu Heng Chen, National Chengchi University, Taiwan
- Martin Diehl, Deutsche Bundesbank
- Alma Garcia, Banco de México
- Ronald Heijmans, De Nederlandsche Bank
- Matti Hellqvist, Bank of Finland / European Central Bank
- Richard Heuver, De Nederlandsche Bank
- Calixto Lopez Castañon, Banco de México
- Fabrizio Lopez-Gallo, Banco de México
- Joanna McLafferty, Bank of England
- Dietar Maringer, Univrsity of Basel, Switzerland
- Serafin Martinez, Banco de México
- Edward Tsang, University of Essex, UK
From the Event:
Gallery:
Page maintained by
Edward Tsang;
updated 2013.03.22