05 June 2009

Swiss Doctoral Workshop in Finance, Darrell Duffie and SoFiE


wordup will be on the road next week beginning Monday with a visit to the Swiss Doctoral Workshop in Finance, held near Bern. I will then move on to Geneva for a presentation by Darrell Duffie before joining the opening of the second Society for Financial Econometrics conference, also in Geneva.

The Doctoral Workshop (image, left) assembles graduate students from top finance research schools throughout Switzerland and places them before an academic audience from around the world. The venue, Study Center Gerzensee, is run by the Swiss National Bank. And run very well, I must say.

In the past, this meeting has been a great chance to learn what finance researchers really think is going on in the economy and I am sure this year will not be an exception to this.

Having won a Swiss finance prize in 2008, Stanford Professor of Finance Darrell Duffie will give an acceptance presentation entitled "Policy Issues Facing the Market for Credit Derivatives" on Tuesday evening at the Société de Lecture, Geneva. I've been in touch with Darrell and among the various themes he promised to talk about will be a precise explanation of the dramatic kinetics of last year's bank failures.

I will then be taking a brief break to visit a long time friend Dr Daniele Pralong in a small town on lake Geneva. When I met Daniele at Oxford 15 years ago I would not have imagined that either of us would living be in Switzerland today, and certainly not both of us at the same time. But having arrived here earlier in the year from her most recent address in Washington DC it seems we will now be separated by a mere train ride. Great news for wordup given the better access Daniele's broad knowledge of bio-medical research.

I invite you to follow all the action here, via twitter. And I hope to coax a few words from doctoral students here using a Google's Friends Connect platform I installed for them a few weeks ago.