Events
R I O 2008Research In Options 2008Angra dos Reis, Rio de Janeiro, Brazil Nov. 24th - Nov. 26th, 2008 Arrival date and welcome cocktail: Nov. 23rd, 2008 Departure date: Nov. 27th, 2008 |
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Description and history of the event
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.
Organizing Committee
International Invited Speakers: (CLICK HERE FOR THE ABSTRACTS)
Rama Cont (Columbia University, USA)
Raphael Douady (Riskdata, USA)
Bruno Dupire (Bloomberg, USA)
Marco Frittelli (Milano, Italy)
Jean-Pierre Fouque (UCSB, USA)
Matheus Grasselli (McMaster University, Canada)
Lane Hughston (Imperial College London, UK)
Sebastian Jaimungal (U. Toronto, Canada)
Chris Rogers (Cambridge, UK)
Tentative Program is Available (subject to changes!!!) CLICK HERE
Registration Fees
Industry Special Rate Accomodation Included (3 nights single): R$ 1500
Industry: (does not include accomodation)
R$ 1000 (or US$ 500)
Academic: (does not include accomodation)
R$ 200 (or US$ 100)
Students: (does not include accomodation)
R$ 40 (or U$ 20)
Attention Change in the Venue
The conference will be held at HOTEL DO FRADE on the idyllic Green Coast in the South of Rio de Janeiro State (not at Hotel Portogalo). Its relaxing and beautiful environment are natural invitations for scientific research and exchange of ideas. Hotel reservations for the duration of the event should be made through micheleleite@cmoeventos.com.br
Poster Session
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 math.fin.impa@gmail.com using Poster Session as subject.
Final deadline for submission of posters: November 10th, 2008.
Contributed Communications
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 math.fin.impa@gmail.com using Contributed Communications as subject.
Final deadline for submission of the contributions: November 10th, 2008.
Student Participation
Final deadline for application for student support: November 10th, 2008.