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Center For Computational Finance

Conferences and Meetings

Quantitative Risk Management in Finance, July 31 - August 5, 2000

 

Quantitative Risk Management in Finance

July 31 - August 5, 2000

Carnegie Mellon University
Pittsburgh, PA 15213-3890

Scope of the Conference: The conference has two components. Talks on Monday, July 31, will be introductory in nature, and are intended to introduce graduate students and others to the applications of mathematics in finance. On Tuesday through Saturday, invited speakers will present lectures on subjects such as models for asset prices, equity and interest rate derivative pricing, estimation for financial models, measurement and management of risk, and issues of computation. There will be sessions for contributed talks Tuesday through Saturday.

Confirmed Invited speakers:

Mark Broadie         Columbia University
George Constantinides University of Chicago
Freddy Delbaen ETH - Zürich
Paul Embrechts ETH - Zürich
Helyette Geman University of Paris-Dauphine and ESSEC
Paul Glasserman Columbia University
Ulrich Haussmann University of British Columbia
Lane Hughston Kings College - London
Dilip Madan University of Maryland
Marek Musiela Paribas Bank-London
Walter Schachermayer Technical University of Vienna
A. N. Shiryaev Steklov Mathematics Institute
Ken Singleton Stanford University
H. Mete Soner Princeton University

Location: 7500 Wean Hall

Conference organizers: David Heath and Steven Shreve

Conference Sponsors: National Science Foundation through the Carnegie Mellon Center for Nonlinear Analysis.

The program and the schedule for contributed talks.

Online Registration, housing and activities info can be found here.

Please check back this page for the latest news about the conference.

WB01062_.GIF (249 bytes) Dormitory Checkin
WB01062_.GIF (249 bytes) Hotel and restaurant list
WB01062_.GIF (249 bytes) Map
WB01062_.GIF (249 bytes) Transportation

 

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Last updated: July 14, 2000.
Errors and suggestions to: Florin Manolache, e-mail: florin@andrew.cmu.edu