Methods and concepts

Copula modelling (PDF 3.4 MB)
1:30 h course presented to the CCES group "Extremes", Weissfluhjoch, Davos, Switzerland, Thursday, 10 January 2008
(http://www.slf.ch/weissfluhjoch/index-de.html)

Risk Management, two-hours lecture in the course `"Discovering Entrepreneurship'', Friday 7th Dec. 2007, ETH Zurich (ETH HG G3), organized by Prof. Pius Baschera, Dr. Paul Frauenfelder and David Klang
(http://www.entrepreneurship.ethz.ch/education/lectures/discov_entre)
Lecture Notes:
http://www.entrepreneurship.ethz.ch/education/lectures/discov_entre/DE_Lecture_XI.pdf

Theory and examples of a new approach to constructive model validation
(PDF 1.52 MB)
Presented by J.R. Kamm at the NATO RTA AVT-147 Symposium on Computational Uncertainty, Athens, Greece, 3 - 6 December 2007

Log-periodicity in rupture, growth processes, turbulence and finance (PDF 7.35 MB)
Summer School in Complexity Science: "Emergent phenomena via separation of scales in time and space", 8-17 July 2007, Wye College, Kent, United Kingdom, Organized by Henrik Jeldtoft Jensen, Kim Christensen, Adrian Sutton and Martin Howard (Imperial College London) (http://www3.imperial.ac.uk/complexityscience/taughtcourse/coursecontent/?

Multifractal Earthquakes and Crashes (Generic multifractality in exponentials of long memory processes) (PDF 9.56 MB)
Invited seminar at the Seminaire Cristolien Mathematiques d'Analyse Multifractale, Creteil, Universite Paris 12, salle des theses, organized by J.-M. Aubry, S. Jaffard, S. Seuret
(http://perso-math.univ-mlv.fr/users/seuret.stephane/seminaireSCAM.html)

Generic multifractiality in exponentials of long memory processes: a mechanism for extreme events based on long range correlations and applications to finance, material rupture and earthquakes (PDF 6.3 MB)
invited talk at the workshop EXEV06 "Extreme Events in Complex Dynamics", October 23 - November 03, 2006, at the Max Planck Institute for the Physics of Complex Systems in Dresden, Germany, organized by Sergio Albeverio, Volker Jentsch, Holger Kantz, Stefano Ruffo
(http://www.mpipks-dresden.mpg.de/~exev06)