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The following announcement might be of interest to some listmembers.... --------------------------------------------------------- FIRST ANNOUNCEMENT : 14th Annual Options CONFERENCE Monday and Tuesday 10/11 September 2001 FINANCIAL OPTIONS RESEARCH CENTRE UNVERSITY OF WARWICK Director: Professor Stewart Hodges The Centre was established to bridge the gap between leading academic work on financial markets and the needs of practitioners, particularly those concerned with derivative instruments and risk management. FORC's research policy is to identify and work on those topics of the greatest importance at the boundary between academic research on derivatives and its applications in the market place. The conference provides a unique forum for leading practitioners and academics to discuss the latest advances in the pricing and hedging of derivatives. We are proud of our record of identifying and promoting key new developments: This year's programme provides leading edge theoretical and empirical research, and includes sessions on CREDIT RISK and INTEREST RATE modelling. The conference includes presentations by: Jesper Andreasen - Bank of America - RISK Quant of the Year 2001 Tomas Bjoerk - Stockholm School of Economics Oliver Brockhaus - J P Morgan Rajna Gibson - Swiss Banking Institute Monique Jeanblanc - Université d'Evry Val d'Essonne Riccardo Rebonato - Royal Bank of Scotland Chris Rogers - University of Bath WHERE AND WHEN The conference will be held in Radcliffe House, at the University of Warwick. The Conference will start at 10.00 am on Monday 10 September 2001 and end at 5.00pm Tuesday 11 September 2001. Contact Sheila Hammerton to attend: 024 76 524118 or E-mail: [log in to unmask] Note there will be a REDUCED fee for academics (and students) which just covers the cost of your accomodation and meals. Please forward this email to any practitioners, colleagues and students who may be interested. Vicky Henderson Senior Research Fellow Financial Options Research Centre Warwick Business School University of Warwick Coventry. CV4 7AL Tel: (0)2476 522 709 Fax: (0)2476 524167 Email: [log in to unmask] http://www.math.ethz.ch/~vh --- End Forwarded Message ---