Quantitative Methods in Finance Conference (QMF) 2010

QUANTITATIVE METHODS IN FINANCE CONFERENCE (QMF) 2010

December 2010

Sydney, Australia

The Quantitative Methods in Finance - 2010 Conference - http://www.qfrc.uts.edu.au/qmf/downloads/qmf_poster_2010.pdf will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia from December 15-18.

FOCUS:

Variable Annuities, Stochastic Volatility, Portfolio Optimization, Transaction Costs, Energy and Emissions Trading and other areas of Quantitative Finance.

SPEAKERS:

Plenary Speakers include:

Knut Aase, Jiro Akahori, Dirk Becherer, Umberto Cherubini,

Mark Davis, Freddy Delbaen, Bruno Dupire, Robert Elliott,

Stefan Jaschke, Constantinos Kardaras, Alex Lipton,

Alexander Melnikov, Moshe Milevsky, Ragnar Norberg, Bernt

Oksendal, Marie-Claire Quenez-Kammerer, Walter

Schachermayer, Ken Seng Tan, Esko Valkeila

PROGRAM:

To be advised.

REGISTRATION:

For registration details go to:

https://www.conferenceonline.com/index.cfm?page=booking&object=conference&id=14986&categorykey=325657C2-0965-4997-B3D0-E3A7476AA972&clear=1

Then please go to:

https://www.conferenceonline.com/index.cfm?page=booking&object=conference&id=14986&categorykey=325657C2-0965-4997-B3D0-E3A7476AA972&clear=1#9

and follow the prompts to register for QMF 2010. This process should take approximately 5 minutes to complete. Your accommodation is booked directly with the Sydney Hilton Hotel.

Note: Early bird rates end on 5 August

PAPER SUBMISSION PROCEDURE:

See:

https://editorialexpress.com/cgi-bin/conference/conference.cgi?action=login&db_name=QMF2010

BRUTI-LIBERATI LECTURE:

Martino Grasselli

PRACTITIONER WORKSHOPS:

A one-day workshop on "Dynamic Copula and other Risk Management Methods", will be presented by Umberto Cherubini on Monday, 13 December 2010; and a one day workshop on "Long Dated Insurance and Pension Contracts" with Knut Aase, Alexander Melnikov, Moshe Milevsky, Ragnar Norberg, Eckhard Platen, Ken Seng Tan, Klaus Sandmann, Michael Sherris of Tuesday 14 December 2010. Places are limited; 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

For a map and details, see:

http://www1.hilton.com/en_US/hi/hotel/SYDHITW-Hilton-Sydney/directions.do

FURTHER INFORMATION:

QMF 2010 is Organised by:

Prof. Eckhard Platen, Prof. Erik Schlogl 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:

Email: qmf@uts.edu.au