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Quantitative Risk Management in Finance

August 1-5, 2000

Pittsburgh, PA, USA

Mathematics

Host: The Center for Nonlinear Analysis, Carnegie Mellon University
Homepage: http://www.math.cmu.edu/cna/conferences.html#Quantitative

Organizers: David Heath, Steven Shreve

Description:
The conference has two components. Talks on Monday, August 1, will be introductory in nature, and are intended to introduce graduate students and others to the applications of mathematics in finance. On Tuesday through Friday, invited speakers will present lectures on topics such as models for asset prices, equity and interest rate derivative pricing, estimation for financial models, measurement and management of risk, and issues of computation.

Speakers: Mark Broadie (Columbia University), Ulrich Haussmann (University of British Columbia)), George Constantinides (University of Chicago), Dilip Madan (University of Maryland), Paul Embrechts (ETH - Zurich), Philip Protter (Purdue University), Hans Follmer (Humboldt University of Berlin), Walter Schachermayer (University of Vienna), Helyette Geman (University of Paris-Dauphine and ESSEC), H. Mete Soner (Princeton University), Paul Glasserman (Columbia University)

Date received: October 07, 1999


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