Friday, November 23, 2007

Bachelier Finance Society - 5th World Congress, London, 15-19 July 2008


Bachelier Finance Society
5th World Congress, London, 15-19 July 2008

The Fifth World Congress of the Bachelier Finance Society will take place in London, 15-19 July 2008 at the Royal Geographical Society and nearby Imperial College.

Special Guest Lecture: S.R.S. Varadhan, Courant Institute

Presidential Lecture: Steven Shreve, Carnegie Mellon

Plenary Lectures:
Tomas Bjork, Stockholm School of Economics
Jaksa Cvitanic, California Institute of Technology
Philip Dybvig, Washington University
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
Nizar Touzi, Ecole Polytechnique, Paris

The conference will begin on the afternoon of Tuesday 15 July with registration and a pair of 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 Imperial College. The conference will conclude with a Banquet on the evening of Saturday 19 July.

Contributed papers

Authors are invited to submit papers for presentation at the Congress. Papers will be submitted via a web-based system at the conference website, which will be activated in mid November. Submissions will be in the form of complete papers or extended abstracts. All submissions will be reviewed. Each contributed paper session at the Congress will consist of three half-hour presentations. Some of these sessions will be organised as mini-symposia focussed on special topics. It is also intended that there will be poster sessions.

Key dates

Opening date for submission of papers: Sunday 25 November 2007
Closing date for submission of papers: Friday 25 January 2008
Notification of accepted papers by: Friday 7 March 2008
Opening sessions of the Congress, and Reception: Tuesday 15 July 2008
Closing sessions of the Congress, and Banquet: Saturday 19 July 2008

Information concerning registration, fees, accommodation will be made available on the conference website.

Conference website:
Bachelier Finance Society website: .

Scientific Committee:

Damir Filipovic, Institute of Finance, Vienna
Paul Glasserman, Columbia University
Tom Hurd, McMaster University, Ontario
Masaaki Kijima, Tokyo Metropolitan University
Ragnar Norberg, London School of Economics
Chris Rogers, Cambridge University
Martin Schweizer, ETH Zurich
Ronnie Sircar, Princeton University

Congress Organizers:

Mark Davis, Imperial College London
Lane Hughston, King's College London