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
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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