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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