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CALL FOR PAPERS:

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XI WORKSHOP ON QUANTITATIVE FINANCE

Palermo (Italy), January 28-29, 2010

http://qf2010.unipa.it/qf2010

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AIMS AND SCOPE OF THE WORKSHOP:

The Workshop is devoted to recent advances in mathematical
modeling and numerical methods for quantitative finance.
The main aims of the event are:

 * To facilitate the meeting of people and ideas coming from
    the university and the financial industry
    in order to build an academic-practitioner interface.

 * To present state-of-the-art results and the latest
    developments in mathematical modeling and numerical
    methods for financial applications.

 * To discuss theoretical topics of mathematical finance
    and their application to current issues facing the industry.


Topics include, but are not limited to, the following:
        * Derivative pricing
        * Portfolios models
        * Risk management
        * High-frequency data analysis
        * Statistical models and their application to finance
        * Financial econometrics
        * Simulation of financial markets


IMPORTANT DATES:

Deadline for the submission of papers: November 10, 2009.
Notification of acceptance: December 10, 2009.
Deadline for Registration: January 23, 2010.

There is no participation fee, but registration is mandatory.
Please, register to the following link:

http://qf2010.unipa.it/qf2010/registration.php


SUBMISSION:

Papers (even in preliminary form) should be submitted in acrobat
(pdf) format through the web site of the conference:

http://qf2010.unipa.it/qf2010/submit.php


SCIENTIFIC COMMITTEE:

 Andrea CONSIGLIO, Chair - University of Palermo, Palermo, Italy
 Carlo ACERBI,
 Emilio BARUCCI, Politecnico di Milano, Milano, Italy
 Fabio BELLINI, University of Milano-Bicocca, Milano, Italy
 Massimiliano CAPORIN, University of Padova, Padova, Italy
 Flavio COCCO, Prometeia S.p.A., Bologna, Italy
 Stefano HERZEL, University of Tor Vergata, Roma, Italy
 Gianluca FUSAI, University of Piemonte Orientale, Novara, Italy
 Rosario Nunzio MANTEGNA, University of Palermo, Palermo, Italy
 Carlo MARI, University of Chieti-Pescara, Pescara, Italy
 Paolo PELLIZZARI, University Ca' Foscari of Venice, Venezia, Italy
 Gabriele SUSINNO, Unigestion, Geneva, Switzerland


ORGANIZING COMMITTEE

Joseph Andria, [log in to unmask]
Andrea Consiglio, [log in to unmask]
Valerio Lacagnina, [log in to unmask]
Tony Pecorella, [log in to unmask]
Annalisa Russino, [log in to unmask]
Alessandro Staino, [log in to unmask]


PRINCIPAL CONTACT

Andrea Consiglio
Universita' degli Studi di Palermo
Dipartimento di Scienze Statistiche e Matematiche "Silvio Vianelli"
Edificio 13 - Viale delle Scienze - 90128 Palermo - Italy.
tel: ++39-091-6626228 - fax: ++39-091-426781
[log in to unmask] - http://www.unipa.it/consiglio