Click here to go to the Quantitative Methods in Finance 2005 site.

Sponsored by

 
Click here for papers and abstracts presented at QMF2004.

15-18 December 2004 - Sydney, Australia

The Quantitative Methods in Finance - 2004 Conference (86k) will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia. (Download a free copy of Adobe Acrobat Reader to view this brochure).

Focus
Integrated Risk Management, Credit Risk, Hedge Funds  and other areas of Quantitative Finance

Plenary speakers include
Claudio Albanese, Tomasz Bielecki, Peter Buchen, Rene Carmona, Rama Cont, Robert Elliott, Vicky Henderson, Chris Heyde, Masaaki Kijima, Fabio Mercurio, Frank Milne, Ludger Overbeck, Zari Rachev, Marek Rutkowski, Wolfgang Schmidt, John van der Hoek

Practitioner's Workshops           
Monday 13 December 2004                                   
Credit Derivatives in Practice - Pricing, Modeling and Risk Management
Presented by Professor Dr Wolfgang Schmidt, Hochschule fuer Bankwirtschaft, Frankfurt, Germany

Tuesday 14 December 2004                                   
Quantitative Aspects of Credit Risk Management
Presented by Professor Dr Ludger Overbeck, University of Giessen, Germany

Social events
Please download our social events brochure (28KB).
Conference Dinner - Thursday 16 December
Ballet Evening at the Sydney Opera House - Friday 17 December

Conference venue
Manly Pacific Sydney Hotel
55 North Steyne, Manly NSW 2095

QMF2004 is organised by
Prof. Carl Chiarella and Prof. Eckhard Platen, School of Finance and Economics, University of Technology, Sydney