Friday, March 14, 2008

Second Princeton Credit Conference

Dear Colleague:

Please could you bring to the attention of graduate students and young researchers in your department who might be interested, the following conference on Credit Risk. Full details and application for Financial Support can be found at the website

Rene Carmona, Jean-Pierre Fouque, Ronnie Sircar, Thaleia Zariphopoulou

The Mathematics of Defaultable Securities

As part of a research initiative funded by the National Science Foundation (NSF), the Second Princeton Credit Conference will be held at Princeton University, May 23-24, 2008.

Invited Speakers

D. Brigo (Fitch-QFR), C. Finger (Risk Metrics), R. Frey (Leipzig University), K. Giesecke (Stanford University), J. Hull (Toronto University), T. Hurd (McMaster University), R. Jarrow (Cornell University), M. Jeanblanc (Evry University), Y. Jiao (Ecole Polytechnique Paris), J.P. Laurent (University of Lyon), J. Naud (JP Morgan Chase), P. Schoenbucher (ETH Zurich).

There will be a reception and dinner on Friday evening. The guest speaker will be Dario Villani, Managing Director in the Global Strategic Risk Group at Merrill Lynch.

Organizing Committee

Rene Carmona (Princeton University), Jean Pierre Fouque (University of California Santa Barbara), Ronnie Sircar (Princeton University), Thaleia Zariphopoulou (The University of Texas at Austin).