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- Kemmy Business School (KBS), University of Limerick; Institute for Numerical Computation & Analysis (INCA), Dublin

Dates:June 08-10, 2011
Description:3rd International Conference on Numerical Methods for Finance
Location:Limerick, KBS, Ireland
Subject:The main focus of the NMF 2011 conference will be on the computational challenges facing the modern developments in quantitative finance. Topics in all areas of numerical finance are welcome, such as but not exclusively the following: valuation and risk management of exotic derivatives (path-dependency and/or early exercise features); integral transform methods, in particular Fourier and FFT; simulation methods; lattice methods; partial differential equation methods; algorithmic and statistical arbitrage trading models; financial econometric methods; and inverse problems. We have further identified two special themes of particular relevance given the current landscape of financial markets. Special Theme 1 - Energy & Commodities Trading & Risk Management Special Theme 2 - Credit Derivatives, Credit Risk Modelling & Liquidity Modelling [gem╠_╠┘ den Informationen des Anbieters - according to site editor's information]
JEL Code:G


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