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Second announcement 
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
Department of Actuarial mathematics and Statistics, Heriot Watt and
Department of Mathematics, Edinburgh University. This
workshop has been chronologically placed deliberately to precede plenary
sessions on financial mathematics on the 6th and
7th of July at ICIAM 99. 

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. The following invited speakers will
be giving talks: 


Angelos Dassios: London School of Economics
Quantile and other options dependent on occupation times of Brownian
motion
 
Huyen Pham: Equipe d'Analyse et de Mathematiques Appliquees Universite
de Marne-la-vallee 
Optimization in incomplete and constrained markets.


Bas Werker: Universite Libre de Bruxelles
Estimation via stochastic volatility and GARCH models.


Elizabeth Whalley: Warwick University
Option pricing with transaction costs.

Gennady Spivak: Columbia University
TBA


In addition there will be a number of contributed talks 
lasting 25 minutes each from adademics and practitioners alike.

A PROVISIONAL TIMETABLE IS NOW AVAILIBLE.
Please visit our website at:

http://www.maths.ed.ac.uk/~andreas/conf/confpage.html 


The workshop date is precisely one day before the financial sessions in
the ICIAM99 conference, also taking place in Edniburgh City.

For enquireys should be directed to 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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