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05/12/2008

Paris| The Center for Financial Engineering

The Center for Financial Engineering at Columbia University is  pleased to announce the forthcoming conference on

New Directions in Quantitative Finance

Paris, 19-21 May 2008

http://www.cfe.columbia.edu/announcements/New_Directions_in_QF_Workshop/

This workshop will bring together leading international experts and young researchers  to discuss emerging issues in derivatives modeling, portfolio optimization and risk management, with the aim of stimulating interaction between participants and ignite collaborations between US and French researchers.

Topics include: derivative pricing and hedging, risk measurement, credit risk modeling, portfolio optimization, Monte Carlo methods in finance, quantitative modeling in corporate finance

The confernce will take place at Reid Hall, Columbia University's campus in Paris:
4 rue de Chevreuse 75006 PARIS
http://www.reidhall.com/

* List of speakers:

René Aid (Electricité de France)
Marco Avellaneda (New York University)
Bruno Bouchard (Université de Paris Dauphine) Yann Braouezec (Ecole Sup. d'Ing. Léonard de Vinci, France) Mark Broadie (Columbia University) Stephane CREPEY (Universite d'Evry, France) Luciano Campi (Université de Paris Dauphine) Bruno Dupire (Bloomberg LP) Umut Cetin (London School of Economics) Romain Deguest (Columbia University/Ecole Polytechnique) Romuald Elie (Université de Paris Dauphine) David Fournie (Columbia University) Alfred Galichon (Ecole Polytechnique) Emmanuel Gobet (InP Grenoble - ENSIMAG) Jun-ya Gotoh (Tsukuba University) Pierre Henry-Labordère (Société Générale) Ying Jiao (Ecole Sup. d'Ing. Léonard de Vinci, France) Jean-Michel Lasry (Calyon) Andreea Minca (Ecole Polytechnique) Amal Moussa (Columbia University) Serguei Novak (Middlesex University) Olivier Pironneau (Universite de Paris 6) Peter Tankov (Université Denis Diderot) Stan Uryasev (University of Florida) Ekaterina Voltchkova (Université de Toulouse)

* Programme:  http://www.fiquam.polytechnique.fr/XColumbia.html

* Registration: Registration is free but limited to 100 participants.

Please register online at: http://www.fiquam.polytechnique.fr/registration.html

Center for Financial Engineering | Columbia University, New York

http://www.cfe.columbia.edu/

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