tag:blogger.com,1999:blog-209893862012-01-12T07:26:14.998-08:00A blog listing academic conferences in mathematical finance, financial engineering, computational finance, quantitative finance, stochastic analysis and probability, and partial differential equations applied to finance.Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comBlogger1251100tag:blogger.com,1999:blog-20989386.post-30006886525054430272012-01-12T07:26:00.000-08:002012-01-12T07:26:15.006-08:00September 2012<br />Yerevan, Armenia<br /><br />Website 2012 (to be announced)<br /><a href="http://math.sci.am/conference/oct2004/workshop.html">Website 2004</a><br /><br /><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-3000688652505443027?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-72112562321442617802011-12-23T05:01:00.000-08:002012-01-08T23:55:32.743-08:00Friday, November 2, 2012<br /><br /><a href="http://www.theheldrich.com/default_.asp">The Heldrich Hotel</a><br />Neighboring the campus of <a href="http://rutgers.edu/">Rutgers University</a>, New Brunswick, New Jersey<br /><br /><a href="http://www.finmath.rutgers.edu/mfpde2012/index.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7211256232144261780?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-55613061868628875212011-12-20T19:53:00.000-08:002011-12-20T19:53:14.821-08:00In partnership with the "Simion Stoilow" Institute of Mathematics of the Romanian Academy<br />June 27 - 30, 2013<br />Alba Iulia, Romania<br /><a href="http://www.ams.org/meetings/international/internmtgs">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5561306186862887521?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-52737447361484706712011-12-04T15:29:00.001-08:002011-12-04T15:29:50.372-08:00April 10-12, 2012<br />Venice,&nbsp;Italy<br /><a href="http://maf2012.unive.it/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5273744736148470671?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-59697936021527351422011-11-23T07:59:00.001-08:002011-11-23T08:00:02.716-08:00August 17-19, 2012<br />Lutherstadt Wittenberg, Germany<br /><a href="http://www.set-optimization.org/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5969793602152735142?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-27073013902253338982011-11-10T03:57:00.001-08:002011-11-10T03:57:44.876-08:00<br />September 16-17, 2011<br />Princeton University<br />Princeton, NJ<br /><a href="http://www.princeton.edu/bcf/newsevents/events/2011_Cambridge_Program_web.pdf">Website</a><br /><br /><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-2707301390225333898?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-59957628338255113562011-11-10T03:55:00.001-08:002011-11-10T03:55:58.424-08:00<br />October 28-19, 2011<br />Princeton, NJ<br /><a href="http://www.case.hu-berlin.de/events/events/Archive/events/Archive/HU-Princeton2011">Website</a><br /><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5995762833825511356?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-37628492665509492712011-11-10T03:51:00.000-08:002011-11-10T03:51:08.386-08:00October 15-16, 2007<br />University of Marne-la-Vallée<br />Paris, France<br /><a href="http://cermics.enpc.fr/~monneau/edpmethodsinfinance.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-3762849266550949271?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-43318467352716008822011-10-17T12:15:00.000-07:002011-10-17T12:15:36.456-07:00March 29-30, 2012<br />New York, New York, USA<br /><a href="http://www.ieee-cifer.org/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4331846735271600882?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-91772714400940524522011-10-17T05:18:00.000-07:002011-10-17T05:19:25.638-07:00A conference in honor of the 60th birthday of Ioannis Karatzas<br />June 4-8, 2012.<br />Columbia University<br />New York, New York, USA<br /><a href="http://math.columbia.edu/procofin/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-9177271440094052452?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-50212729398164751222011-10-05T12:13:00.001-07:002011-10-05T12:13:28.958-07:00<br />Friday, October 21, 2011<br />Uris Hall, Columbia University<br />New York, New York, USA<br /><a href="https://www.wepay.com/tickets/view/76109">Website</a><br /><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5021272939816475122?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-40680292388740396352011-10-03T05:46:00.000-07:002011-10-03T05:47:36.464-07:00<br />June 11-15, 2012<br /><a href="http://www.schloesser.bayern.de/englisch/palace/objects/fr_chiem.htm">Frauenchiemsee monastery</a>&nbsp;near Munich<br />Germany<br /><a href="http://www.uni-regensburg.de/fbp2012/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4068029238874039635?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-31259082029602870612011-09-01T05:35:00.002-07:002011-09-01T05:36:37.702-07:00<br />November 26-December 1, 2011<br />Hotel Do Bosque, Bay of Angra<br />Rio de Janeiro, Brazil<br /><a href="http://w3.impa.br/~zubelli/rio2011/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-3125908202960287061?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-65329907085811626232011-09-01T05:35:00.000-07:002011-09-01T05:35:13.634-07:00<br />November 14-17,<br />Chicago, IL., USA<br /><a href="http://www.globalderivativesusa.com/">Website</a><br /><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-6532990708581162623?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-47337576173853874392011-09-01T05:32:00.001-07:002011-09-01T05:37:38.073-07:00<br />November 13, 2011<br />Washington State Convention Center<br />Seattle, Washington<br /><a href="http://ewh.ieee.org/conf/whpcf">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4733757617385387439?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-88417340992239162782011-07-02T15:32:00.000-07:002011-07-02T15:32:11.620-07:00September 2 to December 13, 2011<br />Fall 2011 graduate course<br />Rutgers, The State University of New Jersey,&nbsp;New Brunswick/Piscataway, NJ<br /><a href="http://www.math.rutgers.edu/~feehan/611fall2011.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-8841734099223916278?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-72400847415515830392011-07-01T14:30:00.000-07:002011-07-01T14:30:11.637-07:00August 26-27, 2011<br /><div><div>Faculty of&nbsp;Mathematics and Physics at University of Ljubljana, Slovenia</div></div><div><a href="http://conferences2.imfm.si/internalPage.py?pageId=0&amp;confId=4">Website</a></div><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7240084741551583039?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-32685017369088323542011-07-01T14:27:00.000-07:002011-07-01T14:30:48.397-07:00November 9-11, 2011<br />London, England<br /><a href="http://www.quantcongresseurope.com/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-3268501736908832354?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-50952079223676237002011-06-26T04:14:00.000-07:002011-06-26T04:14:07.906-07:00July 9-14, 2012<br />Istanbul, Turkey<br /><a href="http://www.worldcong2012.org/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5095207922367623700?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-36706376907887314982011-06-26T04:12:00.000-07:002011-06-26T04:12:10.849-07:00July 29-August 2, 2013<br />University of Colorado, Boulder, USA<br /><a href="http://www.ams.org/meetings/calendar/2013_jul29-aug2_boulder.html">Website</a> (AMS Calendar)<div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-3670637690788731498?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-12295295606513928572011-06-14T09:14:00.000-07:002011-06-14T09:14:25.987-07:00September 5-9, 2011<br />University of Bonn, Germany<br /><a href="http://icsaa.iam.uni-bonn.de/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1229529560651392857?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-80913679191653016102011-05-20T14:25:00.000-07:002011-06-26T04:24:11.606-07:0026-27 September, 2011<br />Bandung Institute of Technology<br />Bandung, Indonesia<br /><a href="http://www.sbm.itb.ac.id/icferma2011">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-8091367919165301610?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-18859848928003626692011-05-16T17:22:00.001-07:002011-05-16T17:22:46.186-07:00May 13-14, 2011<br />Ecole Polytechnique Fédérale de Lausanne<br /><a href="http://sfi.epfl.ch/princeton-Lausanne-workshop">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1885984892800362669?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-7825484084473477622011-04-23T08:12:00.000-07:002011-06-26T04:23:08.029-07:00June 23, 2011<br />Columbia Univerity, New York, NY<br /><a href="http://www.ieor.berkeley.edu/~xinguo/IMSworkshop-FPS2011/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-782548408447347762?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-10723305932300585042011-04-14T17:55:00.000-07:002011-04-14T17:55:35.296-07:00April 29 - May 1, 2011<br />Georgia Tech,&nbsp;Atlanta<br /><a href="http://gspc.math.gatech.edu/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1072330593230058504?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-76981234553184954372011-04-14T17:01:00.000-07:002011-05-30T12:25:09.971-07:00June 13-17, 2011<br />Guanajuato,&nbsp;Mexico<br /><a href="http://www.cimat.mx/Eventos/periodotematico/finance.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7698123455318495437?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-83219029074910914432011-04-04T10:38:00.001-07:002011-06-26T04:23:56.119-07:00July 9-11, 2012<br />Hyatt Regency Minneapolis, Minneapolis, Minnesota<br /><a href="http://www.siam.org/meetings/fm12/index.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-8321902907491091443?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-43583908698541567552011-04-04T10:36:00.001-07:002011-06-26T04:23:29.826-07:00July 12-14, 2011<br />New York, New York, USA<br /><a href="http://www.quantcongressusa.com/static/home">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4358390869854156755?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-17216192080784410292011-04-04T10:33:00.000-07:002011-04-04T10:33:58.023-07:00June 19-24, 2011<br />Oaxaca, Mexico<br /><a href="http://www.matem.unam.mx/SPA2011/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1721619208078441029?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-23896726923083418912011-04-04T10:31:00.000-07:002011-04-04T10:31:51.199-07:00June 8-10, 2011<br />University of Southern California<br />Los Angeles<br /><a href="http://www-bcf.usc.edu/~njamison/conference/BSDEConf/index.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-2389672692308341891?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-54742552592079934852011-04-04T10:29:00.000-07:002011-04-04T20:45:08.099-07:00June 6-7, 2011<br />University of Southern California<br />Los Angeles<br /><a href="http://www-bcf.usc.edu/~njamison/conference/MathFinConf/index.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5474255259207993485?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-55098308412273614192011-04-04T10:26:00.000-07:002011-04-04T10:26:05.469-07:00April 11-15, 2011<br /><div><div>Hotel Concorde Lafayette</div><div>Paris</div></div><div><a href="http://www.icbi-events.com/globalderivatives/">Website</a></div><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5509830841227361419?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-70672759307928340272011-03-26T06:05:00.000-07:002011-03-26T06:08:50.051-07:00July 27-31, 2011<br />Stevens Institute of Technology<br />Hoboken, New Jersey<br />USA<br /><br /><a href="http://kolmogorov.math.stevens.edu/conference2011">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7067275930792834027?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-63286599557163637362011-03-04T09:05:00.000-08:002011-03-04T09:05:40.020-08:00May 17-20, 2011<br />Ann Arbor, Michigan<br /><a href="http://sites.google.com/site/safimichigan/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-6328659955716363736?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-12040533988064708112011-03-04T09:02:00.000-08:002011-03-04T09:06:01.730-08:00March 25, 2011<br />Princeton University<br /><a href="http://orfe.princeton.edu/QuantTrading/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1204053398806470811?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-60286447055217588192011-02-22T03:30:00.000-08:002011-07-03T08:02:37.836-07:00<a href="http://www.theheldrich.com/default_.asp">The Heldrich Hotel</a><br />Neighboring the campus of <a href="http://www.rutgers.edu/">Rutgers University</a>, New Brunswick, New Jersey<br />Friday, November 4, 2011<br /><a href="http://www.finmath.rutgers.edu/mfpde2011/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-6028644705521758819?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-535452835210836172011-01-24T11:44:00.000-08:002011-01-24T11:44:46.495-08:00March 19-21, 2011<br />University of Kansas<br />Lawrence, Kansas<br /><a href="http://www.math.ku.edu/conferences/2011Malliavin/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-53545283521083617?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-47045682005144861262011-01-23T16:29:00.000-08:002011-01-23T16:29:44.436-08:00July 6-8, 2011<br />Istanbul Technical University<br />Istanbul, Turkey<br /><a href="http://www.mat.itu.edu.tr/icmfe2011/icmfe2011.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4704568200514486126?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-20608216952129223892010-12-14T17:56:00.000-08:002011-01-23T16:30:34.360-08:00March 14-15, 2011<br />Frankfurt, Germany<br /><a href="http://www.mathfinance.com/workshop/2011/home.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-2060821695212922389?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-11765576801048851522010-12-14T17:53:00.000-08:002010-12-14T18:18:01.201-08:00<span class="Apple-style-span" style="font-family: serif;">January 2011 to August 2012</span><br /><a href="http://www.wpi.ac.at/themes.php">Wolfgang Pauli Institute</a><br />Vienna, Austria<br /><a href="http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1176557680104885152?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-55839790262511806962010-11-16T12:12:00.000-08:002010-11-16T12:12:00.132-08:00August 21- 26, 2011<br />Berg-en-Dal,&nbsp;Kruger National Park, South Africa<br /><a href="http://web.up.ac.za/default.asp?ipkCategoryID=13992">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5583979026251180696?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-9388429794889895032010-11-16T12:10:00.000-08:002010-11-16T12:13:08.760-08:00January 24-26, 2011<br />Lunteren, The Netherlands<br /><a href="http://staff.science.uva.nl/~spreij/stieltjes/winterschool.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-938842979488989503?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-75565300106913392642010-11-16T12:08:00.000-08:002010-11-16T12:12:31.980-08:00January 10-13, 2011<br />Paris VI University,&nbsp;Paris, France<br /><a href="http://www.cmap.polytechnique.fr/financialrisks/conference2011/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7556530010691339264?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-51203541435661282742010-10-23T10:57:00.000-07:002010-10-23T10:57:30.806-07:00Friday, November 19, 2010<br />Columbia University<br />New York, New York<br /><br /><a href="http://www.cap.columbia.edu/announcements/CAP_Workshop_10/index.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5120354143566128274?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-19240356401659665032010-09-05T07:40:00.000-07:002010-09-05T07:40:52.599-07:00November 27 - December 2, 2010<br /><br /><div style="margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px;">Angra dos Reis, Rio de Janeiro</div><div style="margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px;">Brazil</div><br /><a href="http://w3.impa.br/~zubelli/rio2010/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1924035640165966503?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-71168331153017381462010-07-22T02:20:00.000-07:002010-07-22T02:20:21.093-07:00Saturday November 6, 2010<br /><br /><br />McCombs School of Business<br />University of Texas at Austin<br /><br /><a href="http://www.mccombs.utexas.edu/conferences/tqff">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7116833115301738146?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-77588904219504580492010-07-15T01:42:00.000-07:002010-07-15T01:42:24.469-07:00&nbsp;January - June, 2010<br />Fields Institute<br />Toronto, Canada<br /><br /><a href="http://www.fields.utoronto.ca/programs/scientific/09-10/finance/index.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7758890421950458049?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-31839126721121708652010-07-15T01:37:00.000-07:002010-07-15T01:37:28.862-07:00September 27 — 30, 2010<br />Berlin, Germany<br /><br /><a href="http://sites.google.com/site/amamefberlin2010/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-3183912672112170865?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-91914735197107582962010-06-29T17:30:00.000-07:002010-06-29T17:30:41.333-07:00May 4-10, 2010<br />Hotel Golf<br />Bled, Slovenia<br /><br /><a href="http://conferences.imfm.si/conferenceDisplay.py?confId=23">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-9191473519710758296?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-1896807115817670132010-06-27T13:22:00.000-07:002010-08-09T18:04:09.371-07:00<a href="http://www.theheldrich.com/default_.asp">The Heldrich Hotel</a><br />Neighboring the campus of <a href="http://www.rutgers.edu/">Rutgers University</a>, New Brunswick, New Jersey<br /><br />Friday, December 10, 2010<br /><br /><a href="http://www.finmath.rutgers.edu/mfpde2010/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-189680711581767013?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-76633168506374481622010-06-27T13:18:00.000-07:002010-06-27T13:18:12.424-07:00July 10-11, 2010<br />Oxford-Man Institute of Quantitative Finance<br />Oxford, UK<br /><br /><a href="http://www.oxford-man.ox.ac.uk/events/cind.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7663316850637448162?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-50587400163152990302010-06-27T13:06:00.000-07:002010-06-27T13:06:29.830-07:00June 19-22, 2012<br />Sydney, Australia<br /><br /><a href="http://www.bfs2012.com/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5058740016315299030?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-79772424539865454082010-06-27T13:04:00.000-07:002010-06-27T13:04:01.041-07:00January 10-13, 2011<br />Paris<br /><br /><a href="http://www.cmap.polytechnique.fr/financialrisks/conference2011/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7977242453986545408?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-14854472491274930302010-06-06T13:37:00.000-07:002010-06-06T13:37:08.700-07:00September 18, 2009<br />University Paris Diderot<br />Paris, France<br /><br /><a href="http://mathfi.math.univ-paris-diderot.fr/confrisk/index.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1485447249127493030?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-69389643295506288102010-06-03T19:23:00.000-07:002010-06-03T19:23:43.535-07:00<span class="Apple-style-span" style="font-family: serif;">December 8-10, 2010</span><br /><span class="Apple-style-span" style="font-family: serif;"><br /></span><br />First North American Meeting on Industrial and Applied Mathematics<br />Universidad del Mar<br />Huatulco, Oaxaca, Mexico<br /><br /><a href="http://www.smm.org.mx/namiam10/themesN">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-6938964329550628810?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-79668062155339253362010-06-03T19:16:00.001-07:002010-06-03T19:16:50.882-07:00Wednesday - Sunday, December 15-18, 2010<br />Sydney, Australia<br /><br /><a href="http://www.qfrc.uts.edu.au/qmf/">Website</a><br /><div><br /></div><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7966806215533925336?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-12616643398032390152010-06-03T19:15:00.000-07:002010-06-03T19:15:01.435-07:00September 8-10<br /><span class="Apple-style-span" style="font-family: serif;">Modena,</span><span class="Apple-style-span" style="font-family: serif;">&nbsp;Italy</span><br /><br /><a href="http://kolmogorov-2010.dm.unibo.it/index">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1261664339803239015?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-40247637546300046462010-06-03T19:12:00.000-07:002010-06-03T19:12:10.846-07:00<span class="Apple-style-span" style="font-family: serif;">July 12-16, 2010</span><br /><span class="Apple-style-span" style="font-family: serif;"><br /></span><br />A Conference in Honour of Walter Schachermayer<br />Vienna University, Austria<br /><br /><br /><a href="http://www.fam.tuwien.ac.at/research/anstap10/info.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4024763754630004646?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-55249687896569253762010-06-03T18:23:00.000-07:002010-06-03T18:23:07.437-07:00November 19-20, 2010<br /><br />Hilton San Francisco<br />Financial District<br />San Francisco, CA<br /><br /><a href="http://www.siam.org/meetings/fm10/index.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5524968789656925376?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-69270940508755661912010-06-01T07:03:00.000-07:002010-06-01T07:03:15.603-07:00Friday, June 18, 2010<br />Goldman Sachs<br />32 Old Slip<br />New York<br /><br /><a href="http://iafe.org/html/06182010.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-6927094050875566191?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-56988748865285233062010-06-01T06:59:00.002-07:002010-06-01T07:00:26.103-07:00Monday &amp; Tuesday, June 28 &amp; 29 2010<br /><br />Columbia University, New York City<br />Davis Auditorium, 412 Schapiro Center<br /><br /><a href="http://www.ieor.columbia.edu/seminars/Columbia_Oxford/index.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5698874886528523306?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-66887508175212949192010-06-01T06:59:00.000-07:002011-03-26T06:08:25.550-07:00June 24 - 27, 2010<br /><br />Stevens Institute of Technology<br />Hoboken, New Jersey<br /><br /><a href="http://kolmogorov.math.stevens.edu/conference2010/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-6688750817521294919?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-18550299606972625782009-12-05T09:22:00.000-08:002009-12-05T09:22:57.668-08:00May 17-21, 2010 <br /><br />Paris<br /><br /><a href="http://www.icbi-events.com/globalderivatives/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-1855029960697262578?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-74284741033844136122009-12-05T09:16:00.001-08:002009-12-05T09:16:52.807-08:00February 5, 2010<br /><br />Jack H. Skirball Center<br />New York University<br />566 LaGuardia Place<br />New York, NY 10012<br /><br /><a href="http://math.nyu.edu/%7Emathfcon/index.php/upcoming-events/feb-5-2010">Website </a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7428474103384413612?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-77452123334431017622009-11-03T13:39:00.000-08:002009-12-05T09:17:27.932-08:00November 13-15, 2009<br /><br />Tree Top Room<br />Best Western Pepper Tree Inn <br />Santa Barbara, California<br /><br /><a href="http://www.pstat.ucsb.edu/WCMF/index.htm">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7745212333443101762?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-67290885825004845952009-10-19T10:30:00.000-07:002009-10-19T10:31:55.809-07:00December 11-12, 2009<br /><br />New York University<br />Courant Institute, Room 109<br />251 Mercer Street<br />New York, NY 10012<br /><br /><a href="http://www.cims.nyu.edu/%7Emathfcon">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-6729088582500484595?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-46519724734889789142009-10-18T18:01:00.000-07:002009-10-18T18:04:38.050-07:00November 13, 2009<br /><br />Courant Institute<br />New York University<br /><br /><a href="http://www.cims.nyu.edu/%7Emathfcon">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4651972473488978914?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-70299886762845643822009-10-14T07:37:00.000-07:002009-10-14T07:39:36.943-07:00Friday, November 20th, 2009<br /><br />Columbia University<br />New York City<br /><br /><a href="http://www.cap.columbia.edu/announcements/MF_Fall_2009/index.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7029988676284564382?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-45516612894213582112009-09-25T06:19:00.000-07:002009-09-27T10:13:21.341-07:0030 April - 1 May 2010<br /><br />Cass Business School<br />London, UK<br /><br /><a href="http://www.cass.city.ac.uk/conferences/Incomplete_Markets/index.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4551661289421358211?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-58901651612453015232009-08-09T14:36:00.000-07:002009-08-09T14:37:43.127-07:0034th Conference on Stochastic Processes and their Applications<br /><br />September, 2010<br />Osaka, Japan<br /><br /><a href="http://www.math.tu-berlin.de/SPA2009/pages/spa-2009-home.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5890165161245301523?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-77272839080675901282009-08-09T14:33:00.000-07:002009-08-09T14:36:25.640-07:0033rd Conference on Stochastic Processes and their Applications<br /><br />July 27-31, 2009<br />Berlin, Germany<br /><br /><a href="http://www.math.tu-berlin.de/SPA2009/pages/spa-2009-home.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7727283908067590128?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-74766461234771459192009-08-09T06:45:00.000-07:002009-09-15T04:35:11.760-07:00<a href="http://www.theheldrich.com/default_.asp">The Heldrich Hotel</a><br />beside the campus of <a href="http://www.rutgers.edu/">Rutgers University</a>, New Brunswick, New Jersey.<br /><br />Friday, December 4, 2009<br /><br />Please see the <a href="http://mfpde2009.blogspot.com/">conference website</a> for details<a href="http://www.finmath.rutgers.edu/conferences/program.php"></a>.<div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7476646123477145919?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-72733588098016004402009-08-03T10:39:00.000-07:002009-09-25T06:24:02.742-07:002nd Princeton-Humboldt Conference<br />October 2009<br />Princeton, NJ<br /><br /><a href="http://orfe.princeton.edu/Princeton-HU2009/index.php">Website</a><br /><a href="http://www.princeton.edu/bcf/newsevents/events/"></a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7273358809801600440?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-2859459646881416922009-07-19T05:12:00.000-07:002009-07-19T05:16:29.858-07:00June 22-26, 2010<br /><a href="http://www.fields.utoronto.ca/programs/scientific/09-10/finance/">Fields Institute</a><br />Toronto, Ontario<br />Canada<br /><br /><a href="http://www.bachelierfinance.org/">Website</a><br /><br />Affiliated workshops:<br /><br />January 11-15, 2010 - Foundations of Mathematical Finance<br />March 22-24, 2010 - Numerical Methods in Finance<br />April 3-24, 2010 - Financial Econometrics<br />May 4-28, 2010 - Financial Derivatives and Risk Management<div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-285945964688141692?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-58594438454083844092009-07-19T05:10:00.000-07:002009-07-19T05:12:24.352-07:00May 20-25, 2010<br />London, England<br /><br />Conference organizer: <a href="http://www.ma.ic.ac.uk/%7Emdavis/">Mark Davis</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5859443845408384409?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-76887821740248795852009-07-19T05:09:00.000-07:002009-07-19T05:10:05.499-07:00September 28-30, 2009 <br />Université de Nice Sophia Antipolis<br />Nice, France<br /><br /><a href="http://www-math.unice.fr/%7Epatras/CreditRisk2009/index.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7688782174024879585?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-79107980901361671892009-07-19T05:07:00.000-07:002009-07-19T05:08:58.332-07:00July 14-16, 2009 <br />New York, New York<br />USA<br /><br /><a href="http://web.incisive-events.com/rma/2009/07/quant-congress-usa/index.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7910798090136167189?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-56651102523987887002009-07-19T04:57:00.000-07:002009-08-01T07:25:10.696-07:00August 17-20, 2009<br />Department of Mathematics<br />KTH Royal Institute of Technology<br />Stockholm<br />Sweden<br /><br /><a href="http://www.math.kth.se/pdefinance/2009/">Website</a> <a href="http://www.math.kth.se/pdefinance/2009/schedule.html"></a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5665110252398788700?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-29323204087480249932009-06-14T20:02:00.000-07:002009-06-14T20:10:52.590-07:00The workshop will take place at Stevens Institute of Technology between July 10 and July 12 2009.<br /><br />Conference <a href="http://bergenbier.math.stevens.edu/conference2009/">website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-2932320408748024993?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-69473915460370642422009-05-16T11:46:00.000-07:002009-08-03T10:21:56.493-07:00An interdisciplinary international research workshop<br />University of Leicester, UK, June 18- 20, 2009<br /><br />Supported by AMAMEF, EPSRC, LMS and University of Leicester<br /><br />Scientific programme: thematic areas covered by workshop directions<br /><br />1. Fourier-Laplace transform methods, the Wiener-Hopf factorization and FFT technique, with numerous applications. Advantages and computational problems of FFT.<br />2. Advances in Monte-Carlo methods<br />3. Eigenfunction expansion method<br />4. Econometrics of time series in the long run<br /><p><a title="Reg Form Affiliation" href="https://swww2.le.ac.uk/departments/mathematics/extranet/staff-material/staff-profiles/sl278/finance-and-economics/Workshop-PaymentForm-SCMFE2.pdf"><span style=";font-family:Times New Roman;font-size:100%;" >Registration form </span></a><span style=";font-family:Times New Roman;font-size:100%;" >for non-presenters can be found here</span></p> <p><span style=";font-family:Times New Roman;font-size:100%;" >Fee: academics: 50 GBP, PhD students 0, others 100 GBP</span></p><p><a href="http://www.ramadajarvis.co.uk/hotels/leicester.aspx?cid=brand_location_leicester&amp;gclid=COCj86T-ypkCFQETGgodgGcytw"><span style=";font-family:Times New Roman;font-size:100%;" ></span></a></p> <p class="MsoNormal" style="margin: 0in 0in 0pt;"><span style="font-family:Arial;"><span style="font-size:100%;"><a href="http://www2.le.ac.uk/departments/mathematics/extranet/staff-material/staff-profiles/sl278/workshop-spectral-and-cubature-methods-in-finance-and-econometrics">Website</a><br /></span></span></p><p class="MsoNormal" style="margin: 0in 0in 0pt;"><span style="font-family:Arial;"><span style="font-size:100%;"> </span></span></p><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-6947391546037064242?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-23150082519936324952009-05-07T14:21:00.000-07:002009-05-08T06:09:23.286-07:00Wednesday - Friday, June 10-12, 2009<br />Courant Institute, Room 109<br />251 Mercer Street<br />New York, NY 10012<br /><br /><a href="http://www.cims.nyu.edu/%7Emathfcon/index.php/about0609">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-2315008251993632495?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-37713000483439857672009-05-07T09:19:00.000-07:002009-05-07T14:10:01.631-07:00Wednesday - Sunday, December 16-19, 2009<br />Sydney, Australia<br /><br /><a href="http://www.business.uts.edu.au/qfrc/qmf/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-3771300048343985767?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-84565882267134372622009-05-07T09:14:00.000-07:002009-05-07T14:09:22.030-07:002009 Fall Eastern Section Meeting<br />University Park, PA<br />Saturday - Sunday, October 24-25, 2009<br /><br />Special session on Mathematical Finance to be held at the AMS Fall Eastern Section Meeting on October 24-25 2009, located at the Pennsylvania State University. The aim of the session is to bring researchers in mathematics with practitioners in finance to identify and formulate outstanding problems in the field, as well as outline recent advances in their resolution. Potential topics include (but are not limited to) derivative pricing, calibration of models, and optimal stopping problems.<br /><br />More information about the Penn State and the Mathematics Department can be found at:<br /><br /><a href="http://www.math.psu.edu/">http://www.math.psu.edu/</a><br /><br />Organizers: Nick Costanzino, Anna Mazzucato, and Victor Nistor<br /><br /><a href="http://www.ams.org/amsmtgs/2171_program.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-8456588226713437262?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-75477782886523917012009-05-07T09:13:00.000-07:002009-05-07T14:10:29.912-07:00Friday - Saturday, September 18-19, 2009<br /><br />Bendheim Center<br />Princeton University<br /><br /><a href="http://www.princeton.edu/bcf/newsevents/events/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7547778288652391701?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-42697332915979136212009-05-07T09:12:00.000-07:002009-05-07T14:11:25.587-07:00Monday - Friday, June 29 - July 3, 2009<br />Hong Kong, China<br /><br /><a href="http://www6.cityu.edu.hk/ma/wsaf09/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4269733291597913621?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-58050319725238116782009-05-07T09:09:00.000-07:002009-05-07T14:12:20.533-07:00Wednesday - Friday, July 15 - 17, 2009<br /><br />EURANDOM<br />Eindhoven, The Netherlands<br /><br /><a href="http://www.eurandom.tue.nl/events/workshops/2009/Levy_processes/index.htm">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5805031972523811678?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-48735498173564170052009-05-07T09:07:00.000-07:002009-05-07T14:13:03.236-07:00Monday - Thursday, May 18 - 21, 2009<br />The Marmara Pera Hotel<br />Istanbul , Turkey<br /><br /><a href="http://stats.lse.ac.uk/cetin/istanbulworkshop/index_istanbul.html">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4873549817356417005?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-87645410915532039982009-05-07T09:05:00.001-07:002009-05-07T14:13:32.580-07:00Fraunhofer ITWM, Kaiserslautern<br />Tuesday, May 5, 2009<br /><br /><a href="http://www.itwm.fhg.de/en/fm__veranstaltungen__CKFA_Workshop_2009_05_05/workshop/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-8764541091553203998?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-48878561554317081132009-05-07T09:05:00.000-07:002009-05-07T14:14:01.907-07:00Monday - Wednesday, May 11–13, 2009<br />Braunschweig, Germany<br /><br /><br /><a href="http://www.xfem.rwth-aachen.de/Seminar/Overview/SEM_Overview.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4887856155431708113?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-26350243954025926802009-05-07T09:03:00.000-07:002009-05-07T14:14:46.029-07:00Friday - Sunday, March 27-28, 2009<br />Princeton University<br /><br /><a href="http://www.orfe.princeton.edu/op5/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-2635024395402592680?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-47874505670378769512009-05-07T09:01:00.000-07:002009-05-07T14:15:20.597-07:00Monday - Friday, July 6-10, 2009<br /><br />Denver, Colorado<br /><br /><a href="http://www.siam.org/meetings/an09/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-4787450567037876951?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-37645638058844851442009-05-07T08:59:00.000-07:002009-05-07T14:16:02.218-07:00The Society for Computational Economics<br />University of Technology<br />Sydney, Australia<br /><br />Wednesday - Friday, July 15-17, 2009<br /><br /><a href="http://www.cef.uts.edu.au/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-3764563805884485144?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-58003735949383126192009-05-07T08:56:00.000-07:002009-05-07T13:43:57.120-07:00The Second Workshop on Parallel and Distributed Computing in Finance (Computational Finance)<br /><br />Friday, May 29, 2009 <br /><br />in conjunction with 23rd IEEE International Parallel and Distributed Processing Symposium - IPDPS 2009, May 25-29, 2009, Rome, Italy<br /><br /><a href="http://www.cs.umanitoba.ca/%7Epdcof/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5800373594938312619?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-50474745172222399782009-05-07T08:54:00.000-07:002009-05-07T14:16:53.088-07:00Monday - Friday, April 17 - May 1, 2009<br />Rome, Italy<br /><br /><a href="http://www.icbi-events.com/globalderivatives/">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-5047474517222239978?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-26894263527200824922009-05-07T08:50:00.000-07:002009-11-14T07:11:58.170-08:00Ecole des Ponts<br />Universite Paris-Est<br />Paris<br /><br />Wednesday - Friday, April 15-17, 2009<br /><br /><a href="http://cermics.enpc.fr/cnf.htm">Website</a><br /><br />Second Conference on Numerical Methods in Finance (2008) <a href="http://www.numericalmethodsforfinance.org/">website</a><br />First Conference on Numerical Methods in Finance (2006) <a href="http://www.numericalmethodsforfinance.org/gpage10.html">website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-2689426352720082492?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-78126856586617331312009-05-07T08:49:00.000-07:002009-05-07T14:18:37.300-07:00<span>Derivatives and Risk Management in Theory and Practice</span><br /><br />Monday - Tuesday, March 23-24, 2009<br /><br /><a href="http://www.mathfinance.com/workshop/2009/abstracts.php">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7812685658661733131?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-81348551249768295142009-05-07T08:44:00.000-07:002009-05-07T14:19:50.696-07:00Tuesday - Thursday, February 10-12, 2009<br /><br />Vienna, Austria<br /><br />Recent years have seen the emergence of new stochastic volatility models for equity, foreign currency and interest rates. An example thereof is the SABR model. An approach to these models yielding approximate solutions has required the application of asymptotic and perturbative techniques and has led to new questions of both a theoretical and practical nature that has stimulated new research in these areas. This three day conference will bring together, in one forum and for the first time, the leading practitioners and academics working in this area.<br /><br /><a href="http://www.math.nyu.edu/%7Elaurence/vienna-Sabr-bis.htm">Website</a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-8134855124976829514?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-78110509469974393682008-11-17T18:17:00.000-08:002008-11-17T18:18:35.519-08:00<b style="font-family: Verdana;">December 4th, 2008, 2-6pm<br />Rotunda, Low Library<br />Columbia University in the City of New York</b><span style="font-family: Verdana;"> </span><br /> <br /> <span style="font-family: Verdana;"><a href="http://www.stat.columbia.edu/"><u><strong>Department of Statistics</strong></u></a> <span style="font-family: Verdana;">in collaboration with the <a href="http://www.cap.columbia.edu/"><strong><u>Center of Applied Probability</u></strong></a> and the <a href="http://www.cfe.columbia.edu/"><u><strong>Center for Financial Engineering</strong></u></a></span> organizes a workshop about using statistical computing with R in finance. The conference would like to bring together both academics and practitioners, and it is open to public. Admission is free, however we require that the participants <a href="http://www.stat.columbia.edu/pages/ComputationalFinance/register.html"><strong><u>register</u></strong></a> in advance. The conference is co-sponsored by <a href="http://www.revolution-computing.com/home"><strong><u>REvolution Computing</u></strong></a>. </span><br /> <br /> <span style="font-weight: bold; font-family: Verdana; text-decoration: underline;">Schedule:</span><br /> <pre style="font-family: Verdana;" wrap=""><b>1:45 - 2:00PM<span style="font-style: italic;"> </span></b><span style="font-style: italic;">Refreshments</span><b><br /><br />2:00 - 2:05PM<span style="font-style: italic;"> </span></b><span style="font-style: italic;">Opening Remarks<br /><br /></span><b>2:05 - 2:40PM Whit Armstrong</b> - Discount Curve Construction with fts, RLIM, and RFincad (KLS Diversified Asset Management)<br /><b><br />2:40 - 3:15PM Anthony Brockwell</b> - Quantitative Trading in Practice (Horton Point LLC)<br /><span style="font-weight: bold;"><br />3:15 - 3:50PM Bryan Lewis</span> -<span style="font-size: 12pt; line-height: 115%; font-family: 'Times New Roman','serif';"> </span>High Performance R with Rpro (REvolution Computing)<big><big><span style="font-size: 10pt; color: black; line-height: 115%; font-family: 'Verdana','sans-serif';"></span></big></big><br /><b><br />3:50 - 4:05PM<span style="font-style: italic;"> </span></b><span style="font-style: italic;">Coffee Break</span><b><br /><br />4:05 - 4:40PM Scott Payesur</b> - Comparing Multivariate GARCH models using Realized Covariance (UBS Asset Management)<br /><b><b><br />4:40 - 5:15PM </b></b><b>Peter Carl and Brian Peterson</b> - Performance Analysis in R (PerformanceAnalytics)<br /><span style="font-weight: bold;"><br />5:15 - 5:50PM </span><b>Jeff Ryan</b> - Quantmod Package (Quantmod)<br /><br /><span style="font-weight: bold;">6:00 - 6:30PM </span><span style="font-style: italic;">Closing Reception<br /></span></pre> <p><span style="font-family: Verdana;"></span> <a href="http://www.columbia.edu/about_columbia/directions.html"><strong><u>Directions</u></strong></a> to the Morningside Campus of Columbia University<br /> </p> <a href="http://www.columbia.edu/about_columbia/map/"><strong><u>Interactive Map</u></strong></a> of the Morningside Campus of Columbia University<span style="font-family: Verdana;"><br /> </span><b><br /> <span style="text-decoration: underline;">Organizers:<br /> <br /> </span></b> <span style="font-weight: bold;">Krishna Kumar</span>, Barclays<br /> <a href="http://www.stat.columbia.edu/%7Evecer"><strong><u>Jan Vecer</u></strong></a>, Columbia University<br /> <span style="font-weight: bold;">Libor Pospisil</span>, Columbia University<br /> <span style="font-weight: bold;">Linda Heinig</span>, REvolution Computing<div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-7811050946997439368?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-85451793490201943072008-11-05T09:45:00.001-08:002008-11-09T16:04:38.195-08:00<h3 style="margin: auto 0in; background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;">The Center for Applied Probability (CAP) and the Center for Financial Engineering at Columbia University present: </h3> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <strong>The 15th Annual Workshop on Derivative Securities &amp; Risk Management</strong> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> Friday, December 5th, 2008, Columbia University, New York City </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> Location: Uris Hall, Room 301 </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> 9AM--6PM </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <strong>Speakers:</strong><br /><br /><a href="http://www.cfe.columbia.edu/" name="OLE_LINK2" title="OLE_LINK2"></a><a href="http://www.cfe.columbia.edu/" name="OLE_LINK1" title="OLE_LINK1"></a><span style="color:black;"> </span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">Robert Almgren, (Courant Institute of Mathematical Sciences, New York University)</span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;"><em>“Quantitative Challenges In Algorithmic Trading”</em></span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">Christoph Burgard, Global Head of Equities, Credit, Credit-Counterparty and Emerging Markets Quantitative Analytics, Barclays Capital</span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;"><em>"New Developments In Volatility And Variance Products Pricing And The Link To Forward Volatility."</em></span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">Jianqing Fan, (Professor of Finance, Director of Committee of Statistical Studies, Princeton University)</span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;"><em>“Risk Assessment And Asset Allocation With Gross Exposure Constraints For Vast Portfolios”</em></span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">Jean-David Fermanian, (Senior Quantitative Analyst, BNP Paribas) </span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;"><em>"On Break Even Correlation: The Way To Price Structured Credit Derivatives By Replication."</em></span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">Fabio Mercurio (Senior Researcher, Bloomberg) </span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;"><em>“Inflation Modeling With SABR Dynamics”</em></span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">Attilio Meucci, (Head of Portfolio Research, Bloomberg L.P.)</span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;"><em>“Fully Flexible Views: Theory And Practice”</em></span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">Peter Tankov (Associate Professor, Ecole Polytechnique) </span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;"><em>“Pricing And Hedging Gap Risk”</em></span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">Jiang Wang, Professor, MIT Sloan School of Management</span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;"><em>“Asset Pricing And The Credit Market”</em></span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">Johannes Wissel (Visiting Assistant Professor, Cornell)</span> </p> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;"><em>“Arbitrage-free Market Models For Liquid Options”</em></span> </p> <span style="color:black;"></span><span style="color:black;"> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"><br /></p> </span> <p style="background: white none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;"> <span style="color:black;">A light lunch will be provided, and a wine and cheese reception will be held at the end of the day.</span></p><p> <span style="color:black;">REGISTRATION FEES:<br /><br />Academic:<br />$175 ($100 student)<br /><br />Corporate &amp; Institutional:<br />$350</span> </p> <p> PAYMENTS<br />If you are paying be credit card, please check back for information regarding our online system. </p> <p> If paying by check, make checks payable to:<br /><span>Center for Financial Engineering</span>, Columbia University </p> Mail Checks to:<br />Industrial Engineering &amp; Operations Research Department<br />Columbia University<br />500 West 120th Street Room 313 Mudd<br />New York, NY 10027<br />Attn: Donella Crosgnach<br /><br />For registration and more information please click on the following link:<br /><br /><a href="http://www.cfe.columbia.edu/announcements/CAP_MF_Fall_08/">www.cfe.columbia.edu/announcements/CAP_MF_Fall_08/</a><a href="http://www.blogger.com/For%20registration%20and%20more%20information%20please%20click%20on%20the%20following%20link:%20%20http://www.cfe.columbia.edu/announcements/CAP_MF_Fall_08/"><br /></a><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-8545179349020194307?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.comtag:blogger.com,1999:blog-20989386.post-69919870550192148812008-09-28T06:15:00.000-07:002008-09-28T06:22:10.206-07:00<div class="header-component"> <h2>Implied Volatility Models</h2> </div><div class="component-spacing"><span></span></div> <a name="comp0000480595ec00000007977bdc"><span></span></a> <p>Every year, the <a href="http://www.princeton.edu/bcf/">Bendheim Center for Finance</a> organizes a concentrated conference on a specific topic, alternating between themes in mathematical finance and in financial econometrics. In 2009, the conference theme will be a topic in financial econometrics.</p> <p>In 2008, the <a href="http://www.princeton.edu/bcf/newsevents/events/2008/impliedvol/">conference</a> will be a topic in financial mathematics, specifically: Implied Volatility Models.</p> <p><strong>Dates:</strong> October 10-11, 2008<br /> <strong>Location:</strong> Hyatt Regency Hotel, Huntington Beach, California<br /> <strong> Conference organizers:</strong> Yacine Ait-Sahalia, Rene Carmona<br /> <strong> Registration:</strong> Open to the public, subject to a registration fee (waived for our corporate affiliates). Please contact <a target="_self" href="mailto:fafalios@princeton.edu">Phyllis Fafalios</a> for further information. Financial support from JP Morgan is gratefully acknowledged.</p> <p>Robert Engle will be the conference special dinner speaker. The following invited speakers will be presenting papers at the conference:</p> <p>David Bates (University of Iowa)<br /> Henri Berestycki (EHESS Paris)<br /> Rene Carmona (Princeton University)<br /> Peter Carr (Bloomberg)<br /> Bruno Dupire (Bloomberg)<br /> Jean-Pierre Fouque (UC Santa Barbara)<br /> Peter Friz (University of Cambridge)<br /> Jim Gatheral (Merrill Lynch)<br /> Jakub Jurek (Princeton University)<br /> Roger Lee (University of Chicago)<br /> Dilip Madan (University of Maryland)<br /> Martin Schweizer (ETH Zurich)<br /> Michael Terhanchi (University of Cambridge)<br /> Jean Jacod (Universite de Paris-6)<br /> Liuren Wu (Baruch College)<br /> Peter Christoffersen (McGill University)<br /> Kris Jacobs (McGill University)<br /> Dante Amengual (Princeton University)<br /> Sergey Nadtochiy (Princeton University)</p><div class="blogger-post-footer"><img width='1' height='1' src='https://blogger.googleusercontent.com/tracker/20989386-6991987055019214881?l=mathfinance.blogspot.com' alt='' /></div>Paul Feehanhttp://www.blogger.com/profile/15542194710609931467noreply@blogger.com