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.
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, John Van der Hoek, Mark Joshi, Yuri Kabanov, Yannis Karatzas, Constantinos Kardaras, Takeaki Kariya, Ashkan Nikeghbali, Dan Rosen, Marek Rutkowski, Wim Schoutens, Josef Teichmann
To be Advised
A two-day workshop on "LIBOR Market Models and Beyond," will be presented by Mark Joshi on Monday, 12 December 2011; and a one day workshop on "Stochastic Portfolio Management" with Banner, de Silva, Fernholz, Fouque, Hulley, Kelly, Platen, Satchell on Tuesday, 13 December 2011. Bookings to be opened shortly, please register early to avoid disappointment and ensure you receive the early-bird discount.
Hilton Sydney Hotel
488 George Street, Sydney NSW 2000
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
For more details contact the email@example.com