---------- Forwarded message ----------
From: Walter Schachermayer
---------- Forwarded message ----------
Date: Fri, 14 Jan 2005 15:28:02 -0500
From: Vicky Henderson <vhenders(a)Princeton.EDU>
Subject: Developments in Quantitative Finance, 4-8 July 2005
Dear collegues,
Please find below the announcement for the INI conference
"Developments in Quantitative Finance" to be held in Cambridge this July.
We have generous funding from the EC and Nomura for this event, so will
be able to fund local expenses of students, young participants and
Europeans working outside the EU.
The official website for the conference can be found :
http://www.newton.cam.ac.uk/programmes/DQF/dqfw02.html
where there is an application form. The deadline is 28th February.
There are also more details about funding categories and accomodation
options on a second website :
http://www.bath.ac.uk/~masdgh/INI/conference.html
Please accept our apologies if you receive multiple announcements - we
want to advertise widely.
Best wishes,
Vicky Henderson
David Hobson
Stan Pliska
Chris Rogers
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Isaac Newton Institute for Mathematical Sciences, Cambridge, UK
Quantitative Finance: Developments, Applications & Problems
(4 - 8 July 2005)
Supported by the European Commission, Sixth Framework Programme
Marie Curie Conferences and Training Courses - MSCF-CT-2004-516558 and
NOMURA
in association with the Newton Institute programme entitled Developments
in Quantitative Finance (24 January to 22 July 2005)
Organisers: V Henderson (Princeton), D Hobson (Bath), S Pliska
(Illinois), C Rogers (Cambridge).
Theme of Conference: The objective of this conference is to bring
together academics from various fields, including mathematicians, but
also researchers from economics and finance, together with industry
practitioners, to discuss the latest developments in the theory of
mathematical finance, the application of this theory to current issues
facing the industry and to identify the substantive problems confronting
academic researchers and finance professionals. Many individual themes
within quantitative finance are covered elsewhere in the programme, and
this conference will aim to promote the developments in those areas to a
wider audience, whilst simultaneously providing a forum for the
discussion of advances in other areas within the field.
Invited Speakers: Y Ait-Sahalia (Princeton), P. Bank (Columbia), M.
Baxter (Nomura), D. Becherer (Imperial), N. Branger (Frankfurt), M.
Davis (Imperial), D. Duffie* (Stanford), R Frey (Leipzig), S Hodges
(Warwick), L. Hughston (Kings), R. Jarrow* (Cornell), E. Jouini
(Ceremade), S Kou (Columbia), D. Kramkov (Carnegie-Mellon), M. Monoyios
(Brunel), P. Mykland (Chicago), E Platen (UTS), J-C Rochet (Toulouse),
S. Ross (MIT), S. Shreve (Carnegie-Mellon), R Sircar (Princeton) and M.
Zervos (Kings).
*to be confirmed
Location & Cost: The Conference will take place at the Newton Institute
and accommodation for participants will be provided in single study
bedrooms with shared bathroom at Wolfson Court. The conference package,
costing 440GBP, includes accommodation, breakfast and dinner from dinner
on Sunday 3 July to breakfast on Saturday 9 July 2005, and lunch and
refreshments during the days that lectures take place. Self-supporting
participants are very welcome to apply.
Further Information and Applications Forms are available from the WWW at:
http://www.newton.cam.ac.uk/programmes/DQF/dqfw02.html
Completed application forms should be sent to Tracey Andrew at the
address below, or via email to: t.andrew(a)newton.cam.ac.uk
Closing Date for the receipt of applications is 28 February 2005