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.

Focus:
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

Practioner Workshops:
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.

Conference Venue
Amora Hotel Jamison Sydney
11 Jamison Street, Sydney  NSW  2000

QMF 2007 is Organised by:
Prof. Carl Chiarella and Prof. Eckhard Platen, School of Finance and Economics, University of Technology, Sydney

Sponsored by: Hearne | The MathWorks

Supported by: Routledge Taylor & Francis Group | Springer | World Scientific | Chapman & Hall /CRC