3rd International Conference on Numerical Methods for Finance

Venue: Kemmy Business School

Location: Limerick, Ireland

Event Date/Time: Jun 08, 2011 End Date/Time: Jun 10, 2011
Registration Date: Jun 07, 2011
Early Registration Date: Apr 29, 2011
Abstract Submission Date: May 18, 2011
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The aim of this conference is to attract leading researchers, both practitioners and academics, to discuss new and relevant numerical methods for the solution of practical computational problems in finance. Discussion of new products and new models requiring new numerical methods for their solution is also welcome. The conference is focused on topics of current interest, and the programme is organised around the talks given by distinguished invited speakers. Individual contributions may be submitted to either an oral or a poster session. Participants are encouraged to propose minisymposia consisting of a number of papers on a given topic. Offers to organise panel discussions are also welcome.
This conference is intended to strike an even balance between practitioners and academics. Formal refereed proceedings will be published in book form after the conference.

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.


University of Limerick