Dear Fellow Physicists-doing-Finance:
The following information about the Quantitative Risk Management
Conference next summer in the USA might be interesting to people doing
Computational & Quantitative Finance.
Take a look for more information about other seminars/workshops at my
web site http://FinMath.com
Cheers,
Sasha
Alexander Adamchuk
[log in to unmask]
http://FinMath.com
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FIRST ANNOUNCEMENT
Conference on:
QUANTITATIVE RISK MANAGEMENT IN FINANCE
July 31 - August 5, 2000
Carnegie Mellon University
Pittsburgh
The conference has two components. Talks on Monday,
July 31, will be introductory in nature, and are
intended to introduce graduate students and others to
the applications of mathematics in finance. On
Tuesday through Saturday, invited speakers will
present lectures on subjects such as models
for asset prices, equity and interest rate
derivative pricing, estimation for financial models,
measurement and management of risk, and issues of
computation. There will be sessions for contributed
talks Tuesday through Saturday.
The confirmed invited speakers are:
Mark Broadie - Columbia University
George Constantinides - University of Chicago
M. H. A. Davis - Tokyo-Mitsubishi Bank
Freddie Delbaen - ETH-Zurich
Paul Embrechts - ETH-Zurich
Hans Foellmer - Humboldt University of Berlin
Helyette Geman - University of Paris-Dauphine and ESSEC
Paul Glasserman - Columbia University
Ulrich Haussmann - University of British Columbia
Dilip Madan - University of Maryland
Marek Musiela - University of New South Wales
Philip Protter - Purdue University
Walter Schachermayer - University of Vienna
A. N. Shiryaev - Steklov Mathematics Institute
Ken Singleton - Stanford University
H. Mete Soner - Princeton University
Conference organizers: David Heath and Steven Shreve
Conference sponsor: National Science Foundation through
the Carnegie Mellon Center for Nonlinear Analysis
Contributed talks:
Speakers wishing to contribute talks should send
titles and abstracts to ``Risk Management'',
Department of Mathematical Sciences, Carnegie Mellon
University, Pittsburgh, PA 15213-3890. Deadline May
1, 2000.
Support for graduate students:
Graduate students are encouraged
to apply for partial
financial support by submitting
a vita and supporting letter from an advisor
to ``Risk Management'' at the address above.
Deadline March 1, 2000.
Additional details:
Transportation, housing,
registration, and program information
will be posted at
http://www.math.cmu.edu/cna/conferences.html
in January 2000.
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