The Quantitative Methods in Finance 2010 (QMF 2010) conference will bring together leading experts in Quantitative Finance from industry and academia at a four day conference in Sydney. The mission of the conference is to provide a forum for recent advances in quantitative finance. QMF presents the latest research from major schools of thought and a diversity of new approaches to Quantitative Finance, Financial Engineering and Financial Mathematics.

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

Bruti-Liberati Lecture: Martino Graselli

Paper Submission: Papers must be submitted via the Conference Maker website by 3 May 2010.

If you experience any problems accessing the system, or if you have any questions, please do not hesitate to contact the qmf@uts.edu.au.

Workshops: There will also be associated practitioner workshops available in the days preceding the conference.

Organisers: Professor Eckhard Platen, Professor Erik Schögl and Professor Carl Chiarella from the University of Technology, Sydney.