3rd International Conference on Numerical Methods in Finance

Venue: Kemmy Business School

Location: Limerick, Ireland

Event Date/Time: Jun 08, 2010 End Date/Time: Jun 10, 2010
Early Registration Date: Apr 29, 2011
Abstract Submission Date: May 18, 2011
Report as Spam

Description

The main focus of the NMF 2011 conference will be on the computational challenges facing the modern developments in quantitative finance. Topics in all areas of numerical finance are welcome, such as but not exclusively the following: valuation and risk management of exotic derivatives (path-dependency and/or early exercise features); integral transform methods, in particular Fourier and FFT; simulation methods; lattice methods; partial differential equation methods; algorithmic and statistical arbitrage trading models; financial econometric methods; and inverse problems. We have further identified two special themes of particular relevance given the current landscape of financial markets.

Venue

University of Limerick
Limerick
Ireland
MORE INFO ON THIS VENUE

Restrictions