CALL FOR PAPERS

The purpose of the conference is to bring together academics and practitioners interested in mathematical modelling in finance. We invite researchers whose research work contains a strong Mathematical element to attend. We have included a broad range of topics with the aim to expose participants to models, ideas and techniques that they may not be aware of, and to foster future collaborations.

In recent years many of the underpinning assumptions of classical Mathematical Finance have been under attack, and now efficient markets can no longer be assumed by default. The result is that many more complex real world interactions need to be taken into account, meaning that the techniques and models from other areas such as Real Options and Operations Research will be important for the future of Mathematics in Finance.

We will be accepting papers on the following themes:-

· Computational Finance

◦ high dimensional problems,

◦ simulation techniques,

◦ PDE methods

· Energy Markets

◦ market regulation and monitoring,

◦ competition and investment,

◦ commodity pricing and risk management

· Risk

◦ credit risk modelling

◦ liquidity risk

◦ counterparty risk

· Operations Research

◦ game theory

◦ network optimisation

◦ revenue management

◦ portfolio optimisation

· Real Options

◦ competition,

◦ optimal investment

Call for Papers:

Papers will be accepted for the conference based on a 150 word abstract for oral or poster presentation. Abstracts should be submitted by Friday 26 February 2015 by e-mail to [log in to unmask]. Please state whether your title is intended for oral or poster presentation.

Abstracts are expected to follow the following template:

Title

Contributing author(s) Initials, Surname

Affiliation(s) Department, organisation.

Programme Committee

Paul Johnson (University of Manchester) - Chair

Tim Johnson (Heriot-Watt University) - Deputy Chair

Rama Cont (Imperial College London)

Andrea Macrina (University College London)

Arne Strauss (Warwick Business School)

Further information

For further information on this conference, please visit the conference webpage:

http://ima.org.uk/conferences/conferences_calendar/maths_in_finance_2015.html

Contact information

For general conference queries please contact Lizzi Lake, Conference Officer

E-mail: [log in to unmask] Tel: +44 (0) 1702 354 020

Institute of Mathematics and its Applications, Catherine Richards House, 16 Nelson Street, Southend-on-Sea, Essex, SS1 1EF, UK.