New Directions in Financial Modelling <http://www.unicom.co.uk/finance> Seminar and Workshop Series, 22 May 2006 - 25 May 2006, London, UK 22 May: Pre-Seminar Workshop Financial Innovation & New Structured Products in the Equity World 23-24 May: Two-day, multi-speaker seminar, with the following themes: * Day One: Recent Developments in Financial Modelling * Day Two: Recent Developments in Portfolio Planning 25 May: Demonstrations of specialist financial software systems This meeting is organised by CARISMA (The Centre for the Analysis of Risk and Optimisation Modelling Applications), Brunel University in collaboration with a number of other leading research institutions: Hermes Centre of Excellence, University of Cyprus Department of Statistics and Decision Support Systems, University of Vienna The Centre for Financial Research, Judge Business School, Cambridge. The Centre for Quantitative Finance, Imperial College The Risk Management and Financial Engineering (RMFE) Lab, University of Florida The theme of the final day is to present specialist financial software systems. Some systems are commercial and others have been developed in academic labs and are migrating to commercial applications. Those presenting/demonstrating systems will include: CARISMA University of Vienna The Centre for Financial Research, Judge Business School, Cambridge The Centre for Quantitative Finance, Imperial College APT Insightful Speakers for 23-24 May confirmed to date include: Nicos Christofides The Centre for Quantitative Finance, Imperial College (confirmed) Michael Dempster The Centre for Financial Research, Judge Business School, Cambridge (confirmed) Gerd Infanger Stanford University (confirmed) Dilip Madan Robert H Smith School of Business, University of Maryland/Consultant to Morgan Stanley (confirmed) Gautam Mitra CARISMA (The Centre for the Analysis of Risk and Optimisation Modelling Applications), Brunel University (confirmed) Georg Pflug Department of Statistics and Decision Support Systems, University of Vienna (confirmed) Stan Uryasev The Risk Management and Financial Engineering (RMFE) Lab, University of Florida (confirmed) Stavros Zenios Hermes Centre of Excellence, University of Cyprus (confirmed) Daniel Di Bartolomeo Northfield Systems (confirmed) Norbert Jobst Standard & Poor's (confirmed) Zari Rachev FinAnalytica (confirmed) Andrew Robinson APT (confirmed) Benefits of Attending You will learn about the latest developments in the field from acknowledged research leaders, gathered together in London. By networking and listening to the presentations, you will gain valuable knowledge and practical techniques to apply your own area of practice or research. You will gain first hand experience of the innovative thinking and best practices currently being developed in some of the world's leading educational institutions. The target audience is Academics PhD Research Students Project leaders and Quants from Financial Institutions For further details please go to www.unicom.co.uk/finance <http://www.unicom.co.uk/finance> , either download brochure or email info(a)unicom.co.uk <mailto:info@unicom.co.uk> for a PDF filer. We look forward to welcoming you to the workshops; please also make your colleagues aware of it. I believe this information will be of interest to you and your colleagues With regards Michael Sun Michael(Xiaochen) Sun CARISMA, www.carisma.brunel.ac.uk Centre for the Analysis of Risk and Optimisation Modelling Application; School of Computing, Information Systems and Mathematics Brunel University Middlesex Uxbridge, UB8 3PH United Kingdom * xiaochen.sun(a)brunel.ac.uk <mailto:xiaochen.sun@brunel.ac.uk> http://mam3xs.blogspot.com/ *(+44) (0)1895 265625 *(+44) (0)7841873292