Hi,
here more details on the One Day Conference on:
New Directions in Mathematical Finance
Wednesday, 12 July 2000, Lecture Theatre 2C, King's College
London
There will be a one-day meeting from 9:30am to 6:00pm on
New Directions in Mathematical Finance as part of the
International
Conference on Disordered and Complex Systems at King's
College London, 10-14 July 2000, an official satellite
meeting of the XIII
International Congress of Mathematical Physics, 17-22 July
2000, Imperial
College, London. A reception will follow at 6:00pm in the
Senior Common Room.
For further information see:
http://www.mth.kcl.ac.uk/research/finmath/seminars.html
http://www.mth.kcl.ac.uk
Chairman:
Professor Lane Hughston
Department of Mathematics, King's College London
[log in to unmask] or [log in to unmask]
Preliminary programme:
9.30-10.00
Registration and coffee, Lecture Theatre 2C
10.00-10.30
Dr. Mihail Zervos
Department of Mathematics, King's College London
[log in to unmask]
Martingale Approach to the Pricing of Real
Options
10.30-11.00
Dr. Gordon Woo
Eqecat, London
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The Mathematics of Natural Catastrophes
11.00-11.30
Coffee
11.30-12.00
Dr. Nick Webber
Department of Economics, Warwick University
[log in to unmask]
Models of Interest Rates on Non-Linear State
Spaces
12.00-12.30
Dr. William Shaw
Quantitative Analysis Group, Nomura
International, London
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Implied Volatility Instability and Smiles
12.30-2.00
Lunch
2.00-2.30
Dr. Steven Leppard
Enron, London
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Diagrammatic Approach to Real Options
2.30-3.00
Dr. Giulia Iori
Department of Accounting, Finance, and
Management, University of Essex
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Scaling and Multi-Scaling in Financial Markets
3.00-3.30
Coffee
3.30-4.00
Professor Tom Hurd
Department of Mathematics, McMaster University,
Ontario
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Measures of Dependence for Multivariate Levy
Distributions
4.00-4.30
Dr. Dorje Brody
Blackett Laboratory, Imperial College, and DAMTP,
Cambridge University
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Interest Rates and Information Geometry
4.30-5.00
Coffee
5.00-5.30
Professor Nick Bingham
Department of Mathematics, Brunel University
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Hyperbolic and Related Distributions in Finance
5.30-6.00
Dr. Philippe Balland
Merrill Lynch, London
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Levy Processes in Finance
6.00-8.00
Wine and cheese, Senior Common Room
Registration
The registration fee is £50. For full-time students there
is a reduced fee of £25. Registered participants in the
Financial Mathematics meeting
may attend other sessions of the International Conference
on Disordered and Complex Systems at King's College London,
10-14 July 2000. To
register electronically for the conference, see
http://www.mth.kcl.ac.uk/icmp2000/compsys_register.html
Alternatively, you may register by filling out the
information below and sending it to the address indicated
with a cheque for the registration fee.
-----------------------------------------------------------------------------------------------
Registration, New Directions in Mathematical Finance, 12
July 2000
Full name, with title:
Institution and full mailing address:
Email:
Telephone:
Please enclose a UK cheque for £50 (£25 for full-time
students) made payable to "King's College London" and
labelled "Mathematics
Conference". Registration form
and cheque should be sent to:
The Conference Secretary
Disordered and Complex Systems
Department of Mathematics
King's College London
London WC2R 2LS, U.K.
Email: [log in to unmask] .uk
Phone: +44 - 020 - 7848 2107
Fax: +44 - 020 - 7848 2017
=====
...oo000oo...
Lane P. Hughston, Professor of Financial Mathematics
Department of Mathematics, King's College London
The Strand, LONDON WC2R 2LS, United Kingdom
Office tel. (0)171 848-2855
Home address: 33 Relf Road, LONDON SE15 4JT, UK
tel/fax +44 (0)171 639-0302, mobile +44 (0)468-710677
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