R I O 2007
Mathematics and Finance: Research in Options
IMPA, Rio de Janeiro
21/10 (arrival date) - 26/10/2007 (departure date)
The use of sophisticated mathematical tools in financial engineering ranging from partial differential equations to stochastic analysis and numerical methods has been growing steadily during the past few decades. On the one hand, the mathematical tools and results have impacted the way financial phenomena are modeled and understood, and how risk is assessed and managed. On the other hand, the financial industry has been presenting a number of mathematical and computational challenges to researchers. The conference aims at showing the applications of theoretical advances to practitioners, with a special focus to Brazil.
B. Dupire (Bloomberg, USA)
J-P. Fouque (UCSB, USA)
M. Grasselli (McMaster University, Canada)
B. Hofmann (Chemnitz, Germany)
T. Hurd (McMaster University, Canada)
S. Jaimungal (U. Toronto, Canada)
P-H. Labordere (SGCIB, France)
R. Lee (Chicago, USA)
T. Pennanen (Helsinki)
C. Sagastizábal (CEPEL, Brazil)
G. Varga (FCE, Brazil)
R$ 1000 (or US$ 500)
R$ 200 (or US$ 100)
R$ 40 (or U$ 20)
The conference will be held at the idyllic town of Buzios in the Rio de Janeiro coast. Its relaxing and beautiful environment are natural invitations for scientific research and exchange of ideas. Hotel reservations for the duration of the event could be made through firstname.lastname@example.org
We will hold a poster session during part
of the evenings so as to encourage the contribution of research and
projects currently developed by students. Posters should be sent to email@example.com using Poster Session as subject.
Deadline for submission of posters: September 30th, 2007.
We will have a number of thematic
sessions on topics of interest. To cite a few: Option Pricing,
Portfolio Optimization, Risk Management, Real Options. These sessions
will be composed of contributed communications of 30 minutes.
Contributions should be sent to firstname.lastname@example.org using Contributed Communications as subject.
Deadline for submission of the contributions and posters: September 30th, 2007.
Deadline for submission of the contributions and abstracts: September 30th, 2007.
Deadline for application for student support: September 30th, 2007.