Quantitative Methods in Finance Conference (QMF) 2007
The Quantitative Methods in Finance - 2007 Conference will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia.
Credit Risk, Simulation Methods, Portfolio Optimisation and other areas of Quantitative Finance.
Plenary Speakers include:
Yacine Aït-Sahalia, Alan Brace, Nicole El Karoui, Robert Elliott, Robert Fernholz, Chris Heyde, Farshid Jamshidian, Mark Joshi, Jan Kallsen, Masaaki Kijima, Goran Peskir, Alex Novikov, Wolfgang Schmidt, Michael Sørensen, Marc Yor, Thaleia Zariphopoulou, Xun-Yu Zhou
Joshi on Implementing the LIBOR Market Model
Leading international expert, Dr. Mark Joshi, will examine the practical issues that arise when using the LIBOR market model to price exotic interest rate derivatives. For more information visit the workshop page.
Amora Hotel Jamison Sydney
11 Jamison Street, Sydney NSW 2000
- 12 December 2007 to 15 December 2007
- Off Campus
- Conference Delegates
- QMF Conference Coordinator