The use of
mathematical tools in financial engineering ranging from partial
differential equations to stochastic analysis and numerical methods has
been growing steadily during the past few decades. On the one hand, the
mathematical tools and results have impacted the way financial
phenomena are modeled and understood, and how risk is assessed and
managed. On the other hand, the financial industry has been presenting
a number of mathematical and computational challenges to researchers.
We will precede the conference with two days of minicourses. The minicourses will be aimed at both practioners and students.
Marco Avellaneda (Courant Institute, USA)
Luca Capriotti (Credit Suisse Group, NYC, USA)
Bruno Dupire (Bloomberg, USA)
Matheus Grasselli (McMaster University, Canada)
Emmanuel Gobet (École Polytechnique, France)
Julien Guyon (Bloomberg, USA)
Lane Hughston (University College London, UK)
Roger Lee (U. Chicago, USA)
Jacek Leskow (Technical University of Crackow, Poland)
Mike Ludkovski (UCSB, USA)
Terence Ma (South Street Securities, USA)
Teemu Pennanen (King's College, UK)
Chris Rogers (Cambridge, UK)
Carlos Vázquez (A Coruña, Spain)
Minicourses (Saturday and Sunday) / Special Sessions (Monday - Wednesday):
Matheus Grasselli (McMaster University, Canada): Dynamical Systems and Financial Instability.
Terence Ma (South Street Securities, USA): What Can the Emerging Markets Learn from the Turmoil of the U.S. Mortgage Industry?
Luca Capriotti (Credit Suisse Group, NYC, USA): Efficient Risk Management in Monte Carlo.
Sebastian Jaimungal (University of Toronto, Canada): An Introduction to Algorithmic Trading.
please follow this link.
Registration Fees (due upon arrival).
others that are not in academy):
IMPORTANT: RESERVATIONS TO GET THE GROUP RATE SHOULD BE MADE THROUGH OUR TRAVEL AGENT (email@example.com) Please do make a copy to firstname.lastname@example.org of such communications.
IMPORTANT NOTE TO INDUSTRY PARTICIPANTS: PLEASE MAKE YOUR
ASAP. WE CANNOT GUARANTEE AVAILABILITY OF HOTEL SPACE FOR RESERVATIONS
AFTER 15/10/2013. WE URGE YOU TO MAKE YOUR RESERVATION BEFORE THIS
Arrival, Departure and Transportation:
The arrival date for the conference is Sunday, December 1st, 2013 and the departure date is Thursday December 5th. We will have a welcome cocktail on the arrival date and farwell dinner on the eve of the departure day.
bus will depart from IMPA on Sunday, December 1st, at 3PM (TBC) and
return to IMPA in the morning of December 5th.
trip takes about 3 hours. Registered participants are welcome to join
the bus on either way. To do that please make sure you register and
send a message to email@example.com
with subject "transportation". Participants requiring special
arrangements due to time or physical constraints are kindly requested
to contact us at the above email for further information.
We will hold a poster session during part
of the evenings so as to encourage the contribution of research and
projects currently developed by students. Posters should be sent to firstname.lastname@example.org
using Poster Session as
subject. The standard adopted for posters is size A0 vertical.
Deadline for submission of posters: October 31st, 2013.
We will have a number of thematic
sessions on topics of interest. To cite a few: Option Pricing,
Portfolio Optimization, Risk Management, Real Options. These sessions
will be composed of contributed communications of 30 minutes.
Contributions should be sent to email@example.com
Communications as subject.
Deadline for submission of the contributions and posters: October 31st, 2013.
Proceedings and abstracts - Call for papers
Deadline for submission of the contributions and abstracts: October 31st, 2013.
Deadline for application for student support: October 31st, 2013.