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Quantitative Methods in Finance Conference (QMF) 2009

The Quantitative Methods in Finance – 2009 Conference (PDF, 2.3MB, 1 page) will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia.

Focus:
Monte Carlo Simulation, Stochastic Volatility, Credit Risk, Portfolio Optimization, Insider Trading and other areas of Quantitative Finance.

Plenary Speakers include:
Robert Elliott, Damir Filipovic, Freddy Delbaen, Peter Imkeller, Monique Jeanblanc, Ioannis Karatzas, Constantinos Kardaras, Uwe Küchler, Dilip Madan, Ashkan Nikeghbali, Alex Novikov, Wolfgang Runggaldier, Martin Schweizer, Michael Sørensen, John Van der Hoek, Uwe Wystup, Thaleia Zariphopoulou, Xun Yu Zhou

Paper Submission:
Paper submissions are now closed. For existing submissions please access via Conference Maker.

Bruti-Liberati Lecture:
Andrea Roncoroni

Practioner Workshops:
A one-day workshop on an "Introduction to Energy and Commodity Risk Management," will be presented by Andrea Roncoroni, an Associate Professor of Finance at ESSEC Business School in Paris: on Monday, 14 December at the Amora Hotel. Another one day workshop on "Advanced Foreign Exchange Options" will be presented by Professor Uwe Wystup from the Frankfurt School of Finance & Management and Managing Director of MathFinance AG: on Tuesday, 15 December at the Amora Hotel, Sydney. Please click HERE to secure your place in the workshop. Places are limited; please register early to avoid dissapointment and ensure you receive the early-bird discount.

QMF 2009 is Organised by:
Prof. Carl Chiarella and Prof. Eckhard Platen, School of Finance and Economics, University of Technology, Sydney

Date:
16 December 2009 to 20 December 2009
Location:
Off Campus
Amora Hotel Jamison Sydney
11 Jamison Street, Sydney NSW 2000
Audience:
Conference Delegates
RSVP:
qfrc@uts.edu.au
Contact:
QMF Conference Coordinator

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