A conference supported by the Fields Institute, MITACS
and McMaster University
To be held at McMaster University, Hamilton, Ontario
Overview:
Recent years have seen remarkable advances in quantitative approaches
to such finance problems as asset pricing, interest rate modelling,
optimal portfolio management, credit risk, equilibrium market modelling,
and measurement of risk. These developments have occurred as a result
of a strong convergence between the needs of industry practitioners
and the research interests of academics.
During this two day conference we will freely celebrate these connections
and developments in quantitative finance and explore new directions,
with particular emphasis on the ideas flowing in from mathematics and
statistics. The meeting also has the purpose to highlight the new high-level
career opportunities available to people with a quantitative background.
There will be four invited one-hour talks each day. The following speakers
have confirmed their participation:
- Andrew Aziz, Vice President, Professional Services, Algorithmics
Inc.
- Phelim P. Boyle, Centre for Advanced Studies in Finance,
University of Waterloo
- Tahir Choulli, McMaster University
- Lane P. Hughston, King's College, London
- Dilip B. Madan, Robert H. Smith School of Business, University
of Maryland
- Moshe A. Milevsky, Schulich School of Business, York University
- Marcel Rindisbacher, University of Toronto
- Luis Seco, Mathematics, University of Toronto
Room Location: Health Sciences Centre 1A1, McMaster University
For a map of McMaster and other information about the campus, please
see Mc Master.
Overnight Accommodation: For information
please see Accommodation.
Registration Fee: $100 (includes
2 lunches, and a cocktail party). Registration fees will be waived for
graduate students.
Organizing Committee:
Tahir Choulli, McMaster University
Tom Hurd, McMaster University
