3rd International Conference on Numerical Methods for Finance
Venue: Kemmy Business School
|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|
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.