NMF2006 - International Conference on Numerical Methods for Finance

March 9, 2006

7th-9th June 2006

Royal College of Surgeons in Ireland
Dublin, Ireland

Aim: The aim of the conference is to attract leading researchers, both practitioners and academics, to discuss new and relevant numerical methods for the solution of practical problems in finance. The conference is focused on 6 topics of interest to practitioners. For each topic a distinguished invited speaker will survey the current problems of importance. In addition broad classes of relevant numerical methods will be surveyed by distinguished invited speakers. The main thrust of the conference will be the contributions, by both practitioners and academics, to the oral and poster sessions on numerical methods for solving the practical problems. Formal refereed proceedings will be published after the conference.

Who should attend?: Academics and practitioners wishing to discuss their latest research results on numerical methods for solving practical problems in finance. Practitioners interested in learning about the latest numerical techniques for solving their problems.

Scope: The practical topics are credit risk; exotic/hybrid options; risk management; portfolio selection; insurance/pensions and interest rate modelling. The broad classes of numerical methods are numerical methods for partial integro-differential equations and Monte Carlo methods

Invited Speakers: Carlo Acerbi (AbaxBank, Italy); Andrew Cairns (Heriot-Watt University, UK); Peter Forsyth (University of Waterloo, Canada); Kay Giesecke (Stanford University, USA). At least 4 more to be confirmed.

How to submit a paper: You are invited to submit an abstract of your contributed paper for an oral or poster session. The deadline for submission of abstracts is 7th April 2006. Abstracts can only be submitted via the conferencemaker website


Further Information: To receive further information on the conference and registration, please contact mailto:info@conferenceorganisers.ie or use the link on the conference website http://www.numericalmethodsforfinance.org

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