[FAM-news] Bachelier 2008 (fwd)

Walter Schachermayer by way of Andreas Schamanek schamane at fam.tuwien.ac.at
Wed Oct 31 23:42:54 CET 2007


---------- Forwarded message ----------
Date: Wed, 31 Oct 2007 08:48:55 +0200
From: Zahn Gowar <Zahn.Gowar at wits.ac.za>
To: mfinance at cam.wits.ac.za
Subject: Bachelier 2008

Dear colleague,

The advertisement for the Bachelier 2008 Conference is attached. I 
would be immensely grateful if you would bring this to the attention 
of any potential delegates.

With best regards,

Lane Hughston

  [PDF attachment removed and converted to plain text by admin]


BACHELIER FINANCE SOCIETY

The Fifth World Congress of the Bachelier Finance Society will take 
place 15-19 July 2008 in London.

S.R.S. Varadhan, 2007 Abel Prize Laureate, will give a special guest 
lecture. 

Plenary speakers are:
. Tomas Björk (Stockholm School of Economics)
. Jak.a Cvitani. (California Institute of Technology)
. Philip Dybvig (Washington University, St Louis)
. Marco Frittelli (University of Milan)
. Jim Gatheral (Merrill Lynch, New York)
. Lars Peter Hansen (University of Chicago)
. Dmitry Kramkov (Carnegie Mellon University)
. Alex Lipton (Merrill Lynch, London)
. Philip Protter (Cornell University)
. Steven Shreve (Carnegie Mellon University)
. Nizar Touzi (Ecole Polytechnique, Paris)

The conference will begin on the afternoon of Tuesday 15 July with 
registration and two plenary talks held at the Royal Geographical 
Society, followed by a Reception. On the following days, plenary talks 
will be held at the Royal Geographical Society and contributed talks 
in parallel sessions at nearby Imperial College.

The conference concludes with a Banquet on the evening of Saturday 19 
July.

The Bachelier Finance Society is the main professional society for 
Mathematical Finance. Its objectives are to further the development of 
the subject and related areas of stochastic analysis, optimisation, 
statistics, and computational methods, and to foster strong links 
between the academic and practitioner communities.

The Society was founded in 1996 and held its first World Congress in 
Paris in 2000, the centenary of the publication of Louis Bachelier.s 
famous thesis Théorie de la spéculation which initiated the use of 
probabilistic methods in finance.

Authors are invited to submit papers for presentation at the Congress. 
Details of the submission process will be found at the Congress 
website http://www.bfs2008.com
The closing date for submissions is 25 January 2008.

The Congress Organizers are Mark Davis (Imperial College) and Lane 
Hughston (King's College London).




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