---------- Forwarded message ----------
Date: Fri, 29 Jun 2001 11:29:34 -0500
From: Bachelier Congress 2002 <bfs2002(a)mail.ma.utexas.edu>
Subject: BACHELIER CONGRESS - CALL FOR PAPERS
B A C H E L I E R F I N A N C E S O C I E T Y
2 N D W O R L D C O N G R E S S
CRETE, GREECE : JUNE 12-15, 2002
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C A L L F O R P A P E R S
The Bachelier Finance Society was founded in 1996 by a group of
researchers in Mathematical Finance to serve as a platform where
academics and practitioners can meet and exchange ideas spanning across
Mathematics, Finance, Economics, Econometrics and Insurance. To achieve
this goal, the BFS organizes every two years an International Congress.
The scientific program of the 2002 BFS Congress consists of plenary
talks and contributed papers. The invited plenary talks will give an
overview of the latest important developments in the field. They will
also present new ideas, directions and methodologies from Finance,
Economics, Econometrics and Mathematics and, discuss pressing problems
in the Finance and Insurance industries. The contributed papers will
complement the plenary talks with recent results and advances.
The overall scope is to create a unique interdisciplinary forum for
discussion of new concepts, incite stronger interaction across the
fields, and, at the same time, define new directions for the future
development of Mathematical Finance.
P L E N A R Y S P E A K E R S
Y. Ait-Sahalia (Princeton), K.J. Arrow* (Stanford), N. El Karoui
(Ecole Polytechnique), V. Kaminski (Enron), I. Karatzas (Columbia),
P.-L. Lions (Paris IX), M. Musiela (BNP Paribas), M. O' Hara (Cornell),
K. Singleton (Stanford), W. Zame (UCLA) (* not yet confirmed)
S C I E N T I F I C C O M M I T T E E
G. Constantinides (Chicago), M.H.A. Davis (Imperial College),
F. Delbaen (ETH), D. Duffie (Stanford), H. Foellmer (Humboldt),
M. Jeanblanc (Evry), E. Platen (UTS), T. Zariphopoulou (UT-Austin)
SUBMISSIONS: Participants are encouraged to submit a research paper.
Submissions can be either a completed paper or an extended summary (two
to four pages long).
The deadline for submissions is November 30, 2001. Instructions
regarding submissions will be posted on the web site of the Congress.
LOCATION: Crete, the largest greek island, offers a unique combination
of natural beauty, historical sites and vibrant life. A land with a
distinct character is one of the most magnificent places in Greece.
The Congress will take place at the Capsis Beach Hotel and Sofitel Capsis
Palace Conference Center (
www.capsis.gr) on the peninsula of Agia
Pelagia, a picturesque site on the northern shore of Crete near
Heraklion. A block of rooms at special rates will be available for
the conference participants. Information regarding registration, hotel
reservations, transfers as well as the planned cultural and social events
will be posted in the upcoming months.
FINANCIAL SUPPORT: Depending on the availability of funds, limited
financial support will be provided to students and young researchers. The
application material will be posted on the web site of the Congress.
WEB SITE:
http://www.ma.utexas.edu/Bachelier2002