[MRM] New Directions in Financial Modelling, Demonstrations of specialist financial software systems

[Xiaochen Sun]

New Directions in Financial Modelling <http://www.unicom.co.uk/finance> 
Seminar and Workshop Series, 
22 May 2006 - 25 May 2006, London, UK


22 May:  Pre-Seminar Workshop
Financial Innovation & New Structured Products in the Equity World



23-24 May:  Two-day, multi-speaker seminar, with the following themes:

*	
	Day One: Recent Developments in Financial Modelling 
*	
	Day Two: Recent Developments in Portfolio Planning
	

25 May: Demonstrations of specialist financial software systems

This meeting is organised by CARISMA (The Centre for the Analysis of Risk and Optimisation Modelling Applications), Brunel University in collaboration with a number of other leading research institutions:

Hermes Centre of Excellence, University of Cyprus
Department of Statistics and Decision Support Systems, University of Vienna
The Centre for Financial Research, Judge Business School, Cambridge.
The Centre for Quantitative Finance, Imperial College 
The Risk Management and Financial Engineering (RMFE) Lab, University of Florida

The theme of the final day is to present specialist financial software systems.  Some systems are commercial and others have been developed in academic labs and are migrating to commercial applications.  Those presenting/demonstrating systems will include:

CARISMA
University of Vienna 
The Centre for Financial Research, Judge Business School, Cambridge
The Centre for Quantitative Finance, Imperial College
APT
Insightful

Speakers for 23-24 May confirmed to date include:



 

 

Nicos

Christofides

The Centre for Quantitative Finance, Imperial College (confirmed)

Michael

Dempster

The Centre for Financial Research, Judge Business School, Cambridge (confirmed)

Gerd

Infanger

Stanford University (confirmed)

Dilip

Madan

Robert H Smith School of Business, University of Maryland/Consultant to Morgan Stanley (confirmed)

Gautam

Mitra

CARISMA (The Centre for the Analysis of Risk and Optimisation Modelling Applications), Brunel University (confirmed)

Georg

Pflug 

Department of Statistics and Decision Support Systems, University of Vienna (confirmed) 

Stan

Uryasev

The Risk Management and Financial Engineering (RMFE) Lab, University of Florida (confirmed)

Stavros

Zenios

Hermes Centre of Excellence, University of Cyprus (confirmed)



 

 

Daniel 

Di Bartolomeo

Northfield Systems (confirmed)

Norbert

Jobst

Standard & Poor's (confirmed)

Zari

Rachev

FinAnalytica  (confirmed)

Andrew

Robinson

APT (confirmed)

				

Benefits of Attending
You will learn about the latest developments in the field from acknowledged research leaders, gathered together in London. By networking and listening to the presentations, you will gain valuable knowledge and practical techniques to apply your own area of practice or research. You will gain first hand experience of the innovative thinking and best practices currently being developed in some of the world's leading educational institutions.

The target audience is
Academics
PhD Research Students
Project leaders and Quants from Financial Institutions

For further details please go to www.unicom.co.uk/finance <http://www.unicom.co.uk/finance> , either download brochure or email info at unicom.co.uk <mailto:info at unicom.co.uk>  for a PDF filer.

We look forward to welcoming you to the workshops; please also make your colleagues aware of it. I believe this information will be of interest to you and your colleagues

 With regards
Michael Sun

 
Michael(Xiaochen) Sun
 
CARISMA, www.carisma.brunel.ac.uk 
Centre for the Analysis of Risk and Optimisation Modelling Application;
School of Computing, Information Systems and Mathematics 
Brunel University 
Middlesex 
Uxbridge, UB8 3PH 
United Kingdom 
* xiaochen.sun at brunel.ac.uk <mailto:xiaochen.sun at brunel.ac.uk>  
http://mam3xs.blogspot.com/
*(+44) (0)1895 265625
*(+44) (0)7841873292