QMF 2010 is Organised by: Prof. Eckhard Platen, Prof.Erik Schlögl and Prof. Carl Chiarella from the Quantitative Finance Research Centre and the School of Finance and Economics, University of Technology, Sydney. Venue: Hilton Hotel Sydney. QMF 2010 will bring together leading experts in Quantitative Finance from Industry and Academia for a 4-day conference in Sydney, Australia from December 15-18.
The Quantitative Finance Research Centre (QFRC) encompasses the largest and pre-eminent concentration of research strength in quantitative finance in Australia, and is recognised as one of the leading centres for this discipline in the Asia-Pacific region. The group focuses on financial risk management and the associated quantitative methods. Areas of particular interest include simulation techniques in finance, financial optimisation, credit risk, financial econometrics and market design issues. In line with the Federal Government's aim for Sydney to become a major international finance centre, the Quantitative Finance Research Centre performs internationally competitive research and translates breakthroughs into ideas that can be implemented in the local and global finance industry.
Focus of conference: Variable Annuities, Stochastic Volatility, Portfolio Optimization, Transaction Costs, Energy and Emissions Trading and other areas of Quantitative Finance.
A one-day workshop on “Dynamic Copula and other Risk Management Methods”, will be presented by Umberto Cherubini on Monday, 13 December 2010; and a one day workshop on “Long Dated Insurance and Pension Contracts” 14 December 2010. Places are limited.
Follow the prompts to register for QMF 2010.This process should take approximately 5 minutes to complete.
Registration fees for participants are for 1 day from $1,235 to $1,556 and for 4 days from $2,695 to $3,095. Full-Time University Staff and Student Fees: for 1 day from $350 to $395 and for 4 days from $645 to $795. University staff and students who are also in the employment of a commercial institution are expected to pay the standard rate and please note that you are not registered until payment has been received and processed.
All presentations must be uploaded by 30 November 2010.
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