Quant Conferences

[Khoa Tran]

Second Princeton Credit Conference

I'll likely be at this conference. Note that they have a decent amount of funding for grad students.

Dear Colleague:

Please could you bring to the attention of graduate students and young researchers in your department who might be interested, the following conference on Credit Risk. Full details and application for Financial Support can be found at the website

http://orfe.princeton.edu/creditrisk/

Sincerely,
Rene Carmona, Jean-Pierre Fouque, Ronnie Sircar, Thaleia Zariphopoulou

The Mathematics of Defaultable Securities

As part of a research initiative funded by the National Science Foundation (NSF), the Second Princeton Credit Conference will be held at Princeton University, May 23-24, 2008.

Invited Speakers

D. Brigo (Fitch-QFR), C. Finger (Risk Metrics), R. Frey (Leipzig University), K. Giesecke (Stanford University), J. Hull (Toronto University), T. Hurd (McMaster University), R. Jarrow (Cornell University), M. Jeanblanc (Evry University), Y. Jiao (Ecole Polytechnique Paris), J.P. Laurent (University of Lyon), J. Naud (JP Morgan Chase), P. Schoenbucher (ETH Zurich).

There will be a reception and dinner on Friday evening. The guest speaker will be Dario Villani, Managing Director in the Global Strategic Risk Group at Merrill Lynch.

Organizing Committee

Rene Carmona (Princeton University), Jean Pierre Fouque (University of California Santa Barbara), Ronnie Sircar (Princeton University), Thaleia Zariphopoulou (The University of Texas at Austin).

[Khoa Tran]

Bachelier Finance Society
Fifth World Congress
London, 15-19 July 2008

The list of speakers looks impressive, doesn't it?

Plenary Speakers

Special Guest Lecture

• S.R.S. Varadhan, New York University

Incoming President

• Steven E. Shreve, Carnegie Mellon University

Plenary Lectures

• Tomas Björk, Stockholm School of Economics
• Jaksa Cvitanic, Caltech
• Philip Dybvig, Washington University, St Louis
• Marco Frittelli, Universita' di Milano
• Jim Gatheral, Merrill Lynch, New York
• Lars Peter Hansen, University of Chicago
• Dmitry Kramkov, Carnegie Mellon University
• Alex Lipton, Merrill Lynch, London
• Philip Protter, Cornell University
• Nizar Touzi, Ecole Polytechnique

[shinichi9htv]

Originally Posted by Khoa Tran

Bachelier Finance Society
Fifth World Congress
London, 15-19 July 2008

The list of speakers looks impressive, doesn't it?

Thank you em Khoa. It looks interesting . Will you join this conf as well?

[Khoa Tran]

Originally Posted by shinichi9htv

Thank you em Khoa. It looks interesting . Will you join this conf as well?

Unfortunately, a reliable source of funding has turned down my request. So, No.

[shinichi9htv]

I'm going to ICBI this year. If someone go to Paris this year, please let me know , we could go to "Quan 13" to have Pho 8-}

[ngotuan]

I have one to choose this year ICBI or Fixed Income Conference.I prefer last one though.

[Khoa Tran]

Originally Posted by shinichi9htv

I'm going to ICBI this year.

Just looked at the brochure. It's a real congress. Would appreciate if you share the talks/discussions/insights over there to the members here.

[shinichi9htv]

hehe will do .

My bro ngotuan sent me the ICBI pres last year. Will happy to share with you guys

[drew]

please do :-) !

[shinichi9htv]

Hi drew, long time no see. Where have u been? How is life at DHKTQD?