World Congress on Computational Finance
The First Decade - March 26, 2007 - LondonIntensive 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 http://www.msri.org/specials/compfinance/index_html.
Delegates will have the opportunity to hear and participate in detailed discussions with top industry and academic experts in the following areas
- Advanced numerical techniques for PDE-based pricing in equities, fixed income and hybrid products
- Latest developments in Fast Fourier Transform approaches for derivatives pricing
- Advances in copula methods in finance
- Latest breakthroughs in randomized algorithms
- 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.