The Computational Finance World Congress will bring together the most significant contributors to this field and will provide a forum for discussing outstanding challenges and recent breakthroughs in the hottest areas of Computational Finance.
Delegates will have the opportunity to hear and participate in detailed discussions with top industry and academic experts in the following areas
- Advanced numerical techniques for PDE-based pricing in equities, fixed income and hybrid products
- Latest developments in Fast Fourier Transform approaches for derivatives pricing
- Advances in copula methods in finance
- Latest breakthroughs in randomized algorithms
- Practical and efficient calibration and optimization algorithms
The Computational Finance World Congress is timed to mark the first decade of Computational Finance as a discipline in its own right. Since the first event in this subject took place at Stanford University in 1996, Computational Finance has solidified its paradigm as a new field of professional activity and research.
The Computational Finance World Congress will be an intensive one-day event on Monday, March 26, 2007, centrally located in London to facilitate attendance of experts from around the world.
The primary sponsor and organizer of the event is the Mathematical Sciences Research Institute (MSRI) at Berkeley,
California, who will manage registrations and the on-site implementation of the event.
Authors who wish to have their presentations published will be able to do so in special issues of Wilmott Magazine
dedicated to Computational Finance, insuring broad distribution worldwide.
