Workshop on Weather and Energy Risks

New Trends in Finance and Risk Management
Organized by E.M Lyon and ISFA (University of Lyon 1)
Workshop on Weather and Energy Risks
November 26th, 2004
9h45: Coffee
Welcome address, F. Quittard-Pinon
10h15 - 11h00: Ph. Ambrosini
“En savons-nous assez pour appréhender les risques climatiques ?”
11h00 – 11h45: P. Barrieu
“Optimal Risk Transfer”
14h00 – 15h00: H. Geman
“Modeling Spot and Forward Prices in Deregulated Electricity
Markets”
15h00 – 15h45: J.L. Prigent
“Weather Derivative Pricing: an Empirical and Theoretical
Comparison of Some Basic Pricing Rules”
15h45: Coffee break
16h00 – 16h45: O. Roustant
« Modélisation Statistique de la Température pour l’Evaluation de
Produits Dérivés Climatiques : Etat des Lieux, Limites et Perspectives »
Location: ISFA, University of Lyon 1
http://finassur.em-lyon.com
[email protected]