INTERNATIONAL CONFERENCE ON MATHEMATICS IN FINANCE
TO BE HELD IN SOUTH AFRICA, AUGUST 2002.
Date:
4 - 9 August, 2002.
Venue:
Berg-en-Dal, Kruger National Park, South Africa.
Scope:
The main objective of the conference is to bring together
academics, practitioners and graduate students who are
working in the broad field of financial mathematics. It is envisaged
that participants who are at the forefront of the area will
reflect on current open problems and relevant challenges and
that they will indicate directions for future research. It is
hoped that the interplay between theory and practice, as well
as issues relating to the dissemination of knowledge and the
teaching in this field, will be discussed.
The conference will focus on various aspects within the field,
with special attention given to the interaction between the
different areas, and in particular emphasizing the role of
mathematics and statistics. Topics that would be covered
include among others:
* Stochastic models
* Modern methods of risk analysis
* Quantitative and computational models and methods
* Methods of financial mathematics; in particular the
role of measure theory, functional analysis and modern
stochastics in Finance
Key note speakers:
The following is a list of key note speakers who have
indicated that they will attend:
* Tomas Bjork (Department of Finance, Stockholm School of
Economics)
* Freddy Delbaen (Department of Mathematics, ETH, Zurich)
* Paul Embrechts (Department of Mathematics, ETH, Zurich)
* David Heath (Department of Mathematical Sciences, CMU)
* Alexander McNiel (Department of Mathematics, ETH, Zurich)
* Gennady Samorodnitsky (School of Operations Research and
Industrial Engineering, Cornell University)
Hosts:
Potchefstroom University for CHE
The University of Pretoria
The University of the Witwatersrand, Johannesburg.
Organising Committee:
Riaan de Jongh (Potchefstroom University for CHE)
Koos Grobler (Potchefstroom University for CHE)
Hardy Hulley (University of the Witwatersrand)
Keith Mitchell (University of the Witwatersrand)
Barbara Swart (University of Pretoria)
Johan Swart (University of Pretoria)
David Taylor (University of the Witwatersrand)
Information:
http://www.mif.up.ac.za
E-mail: mif(a)math.up.ac.za