Appologies for cross-postings:
First announcement and call for speakers
One-day workshop in Financial Mathematics at Edinburgh University
5th July 1999
A workshop on the modelling and management of financial assets will be
arranged in Edinburgh, Scotland, July 5 1999 by the Departments of
Actuarial mathematics, Heriot Watt and Department of Mathematics,
Edinburgh University. The workshop aims to cover a broad spectrum of
issues, from recent progress in theoretical mathematical finance to the
concrete impact this has had on our understanding of the management of
asset portfolios. To date we have speakers on two themes:
Optimization in incomplete and constrained markets.
Huyen Pham: Equipe d'Analyse et de Mathematiques Appliquees Universite
de Marne-la-vallee
Estimation via stochastic volatility and GARCH models.
Bas Werker: Universite Libre de Bruxelles
Contributed talks for slots lasting 25 minutes are invited from
students, academic researchers and industrial researchers alike. The
deadline for submission of abstracts by email or regular mail is May 15,
1999.
The workshop date is precisely one day before the financial session in
the ICIAM99 conference, also taking place in Edniburgh City.
For further information, please visit our website at:
http://www.maths.ed.ac.uk/~andreas/conf/confpage.html
or contact workshop organizers Andreas Kyprianou
([log in to unmask]) or Florin Avram ([log in to unmask])
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Dr. Andreas E. Kyprianou
Department of Mathematics and Statistics
The University of Edinburgh
James Clerk Maxwell Building
King's Buildings
Mayfield Road
Edinburgh EH9 3JZ
SCOTLAND
fax: + 44 (0) 131 650 6553
tel: + 44 (0) 131 650 8570
email: [log in to unmask]
http://www.maths.ed.ac.uk/~andreas
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