The Quantitative Methods in Finance - 2009 Conference will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia. The conference will focus on 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.
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.
For more information, visit the Conference website.