DQFW02
4 July 2005 to 8 July 2005
Supported by the European Commission, Sixth Framework Programme - Marie Curie Conferences and Training Courses - MSCF-CT-2004-516558 and
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.
Monday 4th July 2005 | |||
---|---|---|---|
08:30 to 10:20 | No Room Required | ||
09:00 to 18:00 | Discussion Room | ||
10:15 to 10:20 | Room 1 | ||
10:20 to 11:10 |
Steven Shreve |
Room 1 | |
11:10 to 11:40 | No Room Required | ||
11:40 to 12:30 |
Stephen Taylor |
Room 1 | |
12:30 to 13:30 | No Room Required | ||
14:00 to 14:50 |
Mihail Zervos King's College London |
Room 1 | |
14:50 to 15:40 |
Anthony Neuberger University of Warwick |
Room 1 | |
15:40 to 16:10 | No Room Required | ||
16:10 to 17:00 |
Uwe Wystup |
Room 1 | |
17:00 to 18:00 | No Room Required | ||
18:45 to 19:30 | No Room Required |
Tuesday 5th July 2005 | |||
---|---|---|---|
09:00 to 18:00 | Discussion Room | ||
09:30 to 10:20 |
Helyette Geman |
Room 1 | |
10:20 to 11:10 |
Rudiger Frey Universität Leipzig |
Room 1 | |
11:10 to 11:40 | No Room Required | ||
11:40 to 12:30 |
Eckhard Platen University of Technology Sydney |
Room 1 | |
12:30 to 13:30 | No Room Required | ||
14:00 to 14:50 |
Nicole Branger |
Room 1 | |
14:50 to 15:40 |
Xun Yu Zhou |
Room 1 | |
15:40 to 16:10 | No Room Required | ||
16:10 to 17:00 |
Marek Musiela |
Room 1 | |
18:45 to 19:30 | No Room Required |
Wednesday 6th July 2005 | |||
---|---|---|---|
09:00 to 18:00 | Discussion Room | ||
09:30 to 10:20 |
Yacine Ait-Sahalia Princeton University |
Room 1 | |
10:20 to 11:10 |
Ronnie Sircar Princeton University |
Room 1 | |
11:10 to 11:40 | No Room Required | ||
11:40 to 12:30 |
Steven Kou Columbia University |
Room 1 | |
12:30 to 13:30 | No Room Required | ||
20:00 to 18:00 | No Room Required |
Thursday 7th July 2005 | |||
---|---|---|---|
09:00 to 18:00 | Discussion Room | ||
09:30 to 10:20 |
David Lando Copenhagen Business School |
Room 1 | |
10:20 to 11:10 |
Michael Monoyios Brunel University |
Room 1 | |
11:10 to 11:40 | No Room Required | ||
11:40 to 12:30 |
Dirk Becherer Imperial College London |
Room 1 | |
12:30 to 13:30 | No Room Required | ||
14:00 to 14:50 |
Dmitry Kramkov |
Room 1 | |
14:50 to 15:40 |
Bruno Dupire |
Room 1 | |
15:40 to 16:10 | No Room Required | ||
16:10 to 17:00 |
Martin Baxter Nomura |
Room 1 | |
18:45 to 19:30 | No Room Required |
Friday 8th July 2005 | |||
---|---|---|---|
09:00 to 18:00 | Discussion Room | ||
09:30 to 10:20 |
Lane Hughston King's College London |
Room 1 | |
10:20 to 11:10 |
Peter Bank Columbia University |
Room 1 | |
11:10 to 11:40 | No Room Required | ||
11:40 to 12:30 |
Fred Benth University of Oslo |
Room 1 | |
12:30 to 13:30 | No Room Required | ||
14:00 to 14:50 | Room 1 | ||
14:50 to 15:20 | No Room Required | ||
15:20 to 16:10 |
Stephen Alan Ross Massachusetts Institute of Technology |
Room 1 | |
18:45 to 19:30 | No Room Required |
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