dear all,
a meeting which may interest you.
giulia
-------------------------------
Wednesday, 12 July 2000, Lecture Theatre 2C, King's College
London, at 10.00am:
There will be a one-day meeting on Financial Mathematics,
Wednesday 12 July, starting at 10.00am, 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.
The meeting will be chaired by Professor Lane Hughston.
Confirmed speakers (in alphabetical order) include:
Dr. Philippe Balland
Merrill Lynch, London
Levy Processes in Finance
Professor Nick Bingham
Department of Mathematics, Brunel University
Hyperbolic and Related Distributions in Finance
Dr. Dorje Brody
Blackett Laboratory, Imperial College, and DAMTP,
Cambridge University
Interest Rates and Information Geometry
Professor Tom Hurd
Department of Mathematics, McMaster University, Ontario
Measures of Dependence for Multivariate Levy Distributions
Dr. Giulia Iori
Department of Accounting, Finance, and Management,
University of Essex
Scaling and Multi-Scaling in Financial Markets
Dr. Steven Leppard
Enron, London
Diagrammatic Approach to Real Options
Dr. Nick Webber
Department of Economics, Warwick University
Models of Interest Rates on Non-Linear State Spaces
Dr. Gordon Woo
Eqecat, London
The Mathematics of Natural Catastrophes
Dr. Mihail Zervos
Department of Mathematics, King's College London
Martingale Approach to the Pricing of Real Options
The fee for the meeting is £50, payable at the time of
registration. Full-time students will benefit from a
reduced fee of £25. Registered participants in the
Financial
Mathematics meeting may, if they wish, attend other
sessions of the International Conference on Disordered and
Complex Systems at King's College London,
10-14 July 2000.
How to get to King's College: The entrance to King's
College London is on the Strand, on the south side of the
Aldwich. The nearest tube stops are Temple,
Charing Cross, and Covent Garden. (See also map.)
How to get to Lecture Theatre 2C: Enter the glass doors of
the Strand Building, pass the reception area, then proceed
directly down the long corridor, and follow
the signs upstairs to Room 2C.
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...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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_____________________________________________________
Dr. Giulia Iori
(Lecturer in finance)
Department of Accounting, Finance and Management
University of Essex
Wivenhoe Park
Colchester, Essex CO4 3SQ, UK
Telephone: (44) 1206 873768
Fax: (44) 1206 873429
Email: [log in to unmask]
URL: //www.essex.ac.uk/AFM/about_us/staff/iori/iori.html
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