From David G. Hobson dgh@maths.bath.ac.uk

Dear Colleague;

In 2005 the Isaac Newton Institute is holding a six-month programme on Developments in Quantitative Finance: see http://www.newton.cam.ac.uk/programs/DQF/index.html

The aim of this programme is to promote research in quantitative finance and to gather together leaders from all related disciplines including mathematicians, economists and industry professionals, so that they can share their knowledge and advance their understanding.

There is already a preliminary schedule for programme (follow links for the above or see http://www.bath.ac.uk/~masdgh/INI/timetable.html). This schedule is based around a series of events on various themes from accross mathematics, economics and finance.

There is also a mailing list which those interested in participating in one of the components of the programme are encouraged to join.

David Hobson

on behalf of the organisers Darrell Duffie, Stanford University David Hobson, University of Bath, Chris Rogers, University of Cambridge, Jose Scheinkman, Princeton University