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Quantitative Finance: Developments, Applications and Problems

4th July 2005 to 8th July 2005

Organisers: V Henderson (Princeton), D Hobson (Bath), S Pliska (Illinois) and C Rogers (Cambridge).

Supported by the European Commission, Sixth Framework Programme - Marie Curie Conferences and Training Courses - MSCF-CT-2004-516558 and

Conference Theme

The objective of this conference is to bring together academics from various fields, including mathematicians, but also researchers from economics and finance, together with industry practitioners, to discuss the latest developments in the theory of mathematical finance, the application of this theory to current issues facing the industry and to identify the substantive problems confronting academic researchers and finance professionals. Many individual themes within quantitative finance are covered elsewhere in the programme, and this conference will aim to promote the developments in those areas to a wider audience, whilst simultaneously providing a forum for the discussion of advances in other areas within the field.

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University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons