15-18 December 2010 - Sydney, Australia

The Quantitative Methods in Finance - 2010 Conference (PDF 167 KB, 1 page) will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia from December 15-18.

Focus:
Variable Annuities, Stochastic Volatility, Portfolio Optimization, Transaction Costs, Energy and Emissions Trading and other areas of Quantitative Finance.

Plenary Speakers include:
Knut Aase, Jiro Akahori, Dirk Becherer, Umberto Cherubini, Mark Davis, Freddy Delbaen, Bruno Dupire, Robert Elliott, Stefan Jaschke, Constantinos Kardaras, Alex Lipton, Alexander Melnikov, Moshe Milevsky, Ragnar Norberg, Bernt Øksendal, Marie-Claire Quenez-Kammerer, Walter Schachermayer, Ken Seng Tan, Esko Valkeila

Program:         
To view the program click here.

Registration:
For registration details go to this LINK. Please click HERE and follow the prompts to register for QMF 2010.This process should take approximately 5 minutes to complete. Your accommodation needs to be booked directly with the Sydney Hilton Hotel.

Note: Early bird rates end on 5 August.

Presentation Submission:
Please email for more information.

Bruti-Liberati Lecture:
Martino Grasselli

Practitioner  Workshops:

A one-day workshop on “Dynamic Copula and other Risk Management Methods”, will be presented by Umberto Cherubini on Monday, 13 December 2010; and a one day workshop on “Long Dated Insurance and Pension Contracts”  with Knut Aase, Alexander Melnikov, Moshe Milevsky, Ragnar Norberg, Eckhard Platen, Ken Seng Tan, Klaus Sandmann, Michael Sherris of Tuesday 14 December 2010 (see presentation titles and abstracts here). Places are limited; please register early to avoid disappointment and ensure you receive the early-bird discount. 

Conference Venue
Hilton Sydney Hotel
488 George Street, Sydney  NSW  2000

Click here for a map and details

QMF 2010 is Organised by:
Prof. Eckhard Platen, Prof.Erik Schlögl and Prof. Carl Chiarella from the Quantitative Finance Research Centre and the School of Finance and Economics, University of Technology, Sydney

Contacts
For more details contact the qmf@uts.edu.au