TENTATIVE SCHEDULE

 

       

                                                                             Monday, 3 January 2005

  

11.00 –1.00 pm          

Registration

 

1.00 – 2.00 pm

 

2.15 – 4.00 pm           

Lunch

 

Opening Session

 

     Welcome Note

Prof. D. M. Nachane

IGIDR, Mumbai

 

      Lecture on Volatility Models – I

Prof. Dipankar Coondoo

Indian Statistical Institute, Kolkata

 

4.00 – 4.30 pm           

Tea Break

 

4.30 – 6.00 pm           

Session II

 

      Lecture on Volatility Models – II

Prof. Dipankar Coondoo

Indian Statistical Institute, Kolkata

 

 

 

 

                                                                                  Tuesday, 4 January 2005

  

12.00 – 1.00 pm

 

Reimbursement

 

1.00 – 2.00 pm

 

Lunch

2.30 – 4.00 pm           

Session III

 

      Lecture on Spectral Analysis

Prof. Dilip M. Nachane

IGIDR, Mumbai

 

4.00 – 4.30 pm           

Tea Break

 

4.30 – 6.00 pm           

Session IV

 

      Lecture on Non-Linear Models

Prof. Dilip M. Nachane

IGIDR, Mumbai

 

 

 

 

                                                                         Wednesday, 5 January 2005

 

12.00 – 1.00 pm

 

Reimbursement

 

1.00 – 2.00 pm

 

2:30 – 4.00 pm

Lunch

 

Session V

 

 

    Lecture on Computational Finance – I

Prof. Dilip M. Nachane

IGIDR, Mumbai

 

4.00 – 4.30 pm        

Tea Break

 

4.30 – 6.00 pm        

Session VI

 

  Lecture on Computational Finance – II

Prof. Jose Clavel

Titular De Universidad, Spain

 

 

  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

                                                                         Thursday, 6 January 2005

  

12.00 -1.00 pm           

Reimbursement

 

1.00 – 2.00 pm

 

Lunch

2.30 – 4.00 pm           

Session VII

 

      Lecture on Stochastic Frontier Models - I

Prof. Subrata Sarkar

IGIDR, Mumbai

 

4.00 – 4.30 pm           

Tea Break

 

4.30 – 6.00 pm           

Session VIII

 

    Lecture on Stochastic Frontier Models - II

Prof. Subrata Sarkar

IGIDR, Mumbai

 

 


                                                                                                  Friday, 7 January 2005

 

  

11.30 - 12.30 pm        

Reimbursement

 

1.00 – 2.00 pm

Lunch

 

 

2.30 – 4.00 pm           

Session IX

 

      Lecture on Data Envelopment Analysis – I

Prof. Subhash Ray

University of Connecticut, USA

 

4.00 – 4.30 pm           

Tea Break

 

4.30 – 6.00 pm           

Session X

 

      Lecture on Data Envelopment Analysis – II

Prof. Subhash Ray

University of Connecticut, USA

 

7.30 – 9.30 pm

Special Dinner

 

 

                                                                           Saturday, 8 January 2005

 

9.30 – 11.00 am         

Session XI

 

      Lecture on Risk Management – I

Dr. A. K. Nag

Reserve Bank of India, Mumbai

 

11.00 – 11.30 am       

Tea Break

 

11.30 – 1.00 pm         

Session XII

 

      Lecture on Risk Management – II

Dr. A. K. Nag

Reserve Bank of India, Mumbai

 

1.00 - 1.15 pm

      Summary/Reactions of Participants

 

 

1.15 – 1.20 pm

Vote of Thanks

 

Kausik Chaudhuri

IGIDR, Mumbai

 

1.30  – 2.30 pm

Special Lunch

 

 

Breakfast for the participants would be served in the in the IGIDR-Guest House from 8:30 am to 9 am. Lunch would be served in the Car Parking Area. Dinner would be served in the same venue from 7:30  – 8:30 pm.

 

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