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Quantitative Methods in Finance Conference (QMF) 2010

The Quantitative Methods in Finance - 2010 Conference (PDF 167 KB, 1 page) will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia from December 15-18.

Variable Annuities, Stochastic Volatility, Portfolio Optimization, Transaction Costs, Energy and Emissions Trading and other areas of Quantitative Finance.

Plenary Speakers include:
Knut Aase, Jiro Akahori, Dirk Becherer, Umberto Cherubini, Mark Davis, Freddy Delbaen, Bruno Dupire, Robert Elliott, Stefan Jaschke, Constantinos Kardaras, Alex Lipton, Alexander Melnikov, Moshe Milevsky, Ragnar Norberg, Bernt Øksendal, Marie-Claire Quenez-Kammerer, Walter Schachermayer, Ken Seng Tan, Esko Valkeila

Official Welcome Reception:
6:00pm 15 December at Hilton Sydney Hotel

Proudly sponsored by Numerix 
RSVP here

Please see here.

Follow the prompts to register (opens an external site) for QMF 2010.This process should take approximately 5 minutes to complete. Your accommodation is booked directly with the Sydney Hilton Hotel (opens an external site).

Presentation Submission:
Please email:

Bruti-Liberati Lecture:
Martino Grasselli

Practitioner Workshops:

A one-day workshop on "Dynamic Copula and other Risk Management Methods", will be presented by Umberto Cherubini on Monday, 13 December 2010; and a one day workshop on "Long Dated Insurance and Pension Contracts" with Knut Aase, Alexander Melnikov, Moshe Milevsky, Ragnar Norberg, Eckhard Platen, Ken Seng Tan, Klaus Sandmann, Michael Sherris of Tuesday 14 December 2010 (see presentation titles and abstracts here). Places are limited; please register early to avoid disappointment and ensure you receive the early-bird discount.

Conference Venue
Hilton Sydney Hotel
488 George Street, Sydney NSW 2000

Click here for a map and details

QMF 2010 is Organised by:
Prof. Eckhard Platen, Prof.Erik Schlögl and Prof. Carl Chiarella from the Quantitative Finance Research Centre and the School of Finance and Economics, University of Technology, Sydney

For more details contact the

15 December 2010 to 18 December 2010
Off Campus Australia
Conference Delegates

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