The Quantitative Methods in Finance - 2011 Conference (PDF 3.85 GB, 1 page) will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia from December 14-17.

Focus:
Stochastic Volatility, Monte Carlo Methods, Quantitative Investing, Long Dated Pension and Insurance Contracts, Liquidity, Portfolio Optimisation, Energy and Emission Trading and other areas of Quantitative Finance

Plenary Speakers include:
Alexandre Antonov, Peter Bank, Giovanni Barone-Adesi, Freddy Delbaen, Robert Elliott, Robert Fernholz, Jean-Pierre Fouque, Mark Joshi, Yuri Kabanov, Ioannis Karatzas, Constantinos Kardaras, Takeaki Kariya, Ashkan Nikeghbali, Dan Rosen, Marek Rutkowski, Wim Schoutens, Josef Teichmann

Program (Click Here)

Registration Form 

Presentation and Abstract Submission (Click Here)

Bruti-Liberati Lecture:
Jan Obloj

Practitioner Workshops:

A two-day workshop on "LIBOR Market Models and Beyond," will be presented by Mark Joshi on Monday, 12-13 December 2011; and a one day workshop on "Stochastic Portfolio Management" with Adrian Banner, Giovannai Baroni-Adesi, Harin de Silva, Robert Fernholz, Jean-Pierre Fouque, Hardy Hulley and Eckhard Platen on Tuesday, 13 December 2011. Bookings to be opened shortly, 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 

Social Events: 
Conference Dinner
Wolfies, Thursday 15 December   (book here)

The Australian Ballet's Romeo and Juliet, Friday 16 Decemeber (book here)

QMF 2011 Major Sponsor

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

Click here for a map and details

QMF 2011 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

Contacts
For more details contact the qmf@uts.edu.au