[FAM-news] Developments in Quantitative Finance, 4-8 July 2005 (fwd)

Andreas Schamanek schamane at fam.tuwien.ac.at
Mon Feb 21 23:40:38 CET 2005

---------- Forwarded message ----------
From: Walter Schachermayer <wschach at fam.tuwien.ac.at>

I remind that I am organizing a week on "Fundamentals" from april 25 - 29.


---------- Forwarded message ----------
Date: Mon, 21 Feb 2005 09:31:56 +0000
From: Victoria Henderson <vhenders at 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

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  :
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 :

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

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


Completed application forms should be sent to Tracey Andrew at the
address below, or via email to: t.andrew at newton.cam.ac.uk

Closing Date for the receipt of applications is 28 February 2005

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