Quantitative Methods in Finance 2005 (QMF2005)

Venue: Manly Pacific Hotel Sydney

Location: Sydney, NSW, Australia

Event Date/Time: Dec 14, 2005 End Date/Time: Dec 17, 2005
Early Registration Date: Sep 10, 2005
Abstract Submission Date: May 06, 2005
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Description

QMF is a successful conference series that attracts internationally renowned academics and industry representatives, who are experts in the fields of Quantitative Finance, Financial Engineering and Applied Mathematics.

The focus for this year’s conference is Credit Risk, Integrated Risk Management, Interest Rate Term Structure, Portfolio and Hedge Fund Management and other areas of Quantitative Finance.

This year’s plenary speakers include Ernst Eberlein, Robert Elliott, Damir Filipovic, Ruediger Frey, Kay Giesecke, Chris Heyde, John van der Hoek, Tom Hurd, Yue-Kuen Kwok, Alexander McNeil, Alexander Melnikov, Ryozo Miura, Alex Novikov, Bernt Oeksendal, Wolfgang Runggaldier, Michael Taksar and Xun-Yu Zhou.

Paper submission is until May 6, 2005. Submission is made electronically through our conference maker website which can be accessed via the submissions page of the QMF2005 website.

There will also be two practitioner workshops presented on 12 and 13 December on the topics of Integrated Risk Management and Credit Risk. The workshops will be presented by Professor Alexander McNeil of EHT Zurich, Switzerland, and Professor Ruediger Frey of the University of Leipzig, Germany.

Special room rates have been negotiated for conference participants at the QMF2005 conference venue, the Manly Pacific Hotel Sydney.

The conference is organised by Eckhard Platen and Carl Chiarella of the Quantitative Finance Research Centre at the University of Technology Sydney.

Please contact our conference administrator, Michelle Manion for further information.

Michelle Manion
Quantitative Finance Research Centre
School of Finance & Economics
University of Technology, Sydney
PO Box 123
Broadway NSW 2007
Australia

Ph: + 61 2 9514 7735
Fx: + 61 2 9514 7722

E: qmf@uts.edu.au

Venue

55 North Steyne, Manly NSW 2095
Sydney
NSW
Australia
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