Financial Mathematics: Risk Management, Modeling and Numerical Methods

January 3 - 12, 2001


This conference on Financial Mathematics: Risk Management, Modeling and Numerical Methods will present recent advances in the field, including mathematical modeling, model estimation, calibration and numerical implementation for quantitative and computational risk management; theoretical and empirical studies of credit risk, catastrophic and re-insurance risks, Value-at-Risk and other measures of risk; derivatives pricing in energy markets, emerging markets, and so on.

The main aims of the conference are to bring together academics and practitioners who are at the forefront of this exciting area, in order to reflect on current problems of interest and envision future directions; to enable graduate students and newcomers to the area to learn about challenging open problems, relevant to the applied and theoretical advancement of the field; and to discuss informally the issues of dissemination of knowledge, and of teaching in this increasingly popular field, to students at all levels, from undergraduate to doctoral programs.

Organizing Committee

Mark Broadie (Columbia University)
Jaksa Cvitanic (University of Southern California)