16-19 December 2009 - Sydney, Australia

The Quantitative Methods in Finance - 2009 Conference (PDF, 2.3mb, 1 page) will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia.

Focus:
Monte Carlo Simulation, Stochastic Volatility, Credit Risk, Portfolio Optimization, Insider Trading and other areas of Quantitative Finance.

Plenary Speakers include:
Robert Elliott, Damir Filipovic, Freddy Delbaen, Peter Imkeller, Monique Jeanblanc, Ioannis Karatzas, Constantinos Kardaras, Uwe Küchler, Dilip Madan, Ashkan Nikeghbali, Alex Novikov, Wolfgang Runggaldier, Martin Schweizer, Michael Sørensen, John Van der Hoek, Uwe Wystup, Thaleia Zariphopoulou, Xun Yu Zhou

Program:    click HERE

Registration:

Please click HERE and follow the prompts to register for QMF 2009. This process should take approximately 5 minutes to complete.                                                                               Note: Early bird rates end on 4 August.

Paper Submission:

Paper submissions are now closed. For existing submissions please access via Conference Maker.

Bruti-Liberati Lecture:
Andrea Roncoroni

Practioner Workshops:

A one-day workshop on an “Introduction to Energy and Commodity Risk Management,” will be presented by Andrea Roncoroni, an Associate Professor of Finance at ESSEC Business School in Paris: on Monday, 14 December at the Amora Hotel. Another one day workshop on “Advanced Foreign Exchange Options” will be presented by Professor Uwe Wystup from the Frankfurt School of Finance & Management and Managing Director of MathFinance AG: on Tuesday, 15 December at the Amora Hotel, Sydney. Please click HERE to secure your place in the workshop.  Places are limited; please register early to avoid dissapointment and ensure you receive the early-bird discount. 

Conference Venue
Amora Hotel Jamison Sydney
11 Jamison Street, Sydney  NSW  2000

QMF 2009 is Organised by:
Prof. Carl Chiarella and Prof. Eckhard Platen, School of Finance and Economics, University of Technology, Sydney

Contacts
For more details contact the QMF Conference Coordinator