---------- Forwarded message ---------- From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at> I remind that I am organizing a week on "Fundamentals" from april 25 - 29. Walter ---------- Forwarded message ---------- Date: Mon, 21 Feb 2005 09:31:56 +0000 From: Victoria Henderson <vhenders(a)princeton.edu> Subject: Developments in Quantitative Finance, 4-8 July 2005 Dear collegues, This is a brief reminder that the closing date for applications to attend the INI conference is next Monday 28th Jan. We have generous EU and Nomura funding to assist phd students, postdocs and young researchers and senior researchers who are EU nationals but working outside the EU. Please remind your collegues and students to apply. Best regards Vicky Henderson David Hobson Stan Pliska Chris Rogers [quote signs removed from the following text by admin#fam.tuwien.ac.at] 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 ------------------------------------------------------------ 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