Friday, September 14, 2007

World Congress on Computational Finance - March 26, 2007 - London

World Congress on Computational Finance

The First Decade - March 26, 2007 - London

Intensive one-day event in London, March 26, 2007 will feature over thirty top speakers on the hotest issues in Computational Finance. For registration and the event program, please go to

Delegates will have the opportunity to hear and participate in detailed discussions with top industry and academic experts in the following areas

  1. Advanced numerical techniques for PDE-based pricing in equities, fixed income and hybrid products
  2. Latest developments in Fast Fourier Transform approaches for derivatives pricing
  3. Advances in copula methods in finance
  4. Latest breakthroughs in randomized algorithms
  5. Practical and efficient calibration and optimization algorithms

The Computational Finance World Congress is timed to mark the first decade of Computational Finance as a discipline in its own right. Since the first event in this subject took place at Stanford University in 1996, Computational Finance has solidified its paradigm as a new field of professional activity and research.