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Sponsored by:
American Optimal Decisions, Inc. (AOrDa.com)
National Science Foundation
University of Florida
Standard & Poor's
The Conference on "Modeling, Optimization and
Risk Management in Finance" will take place on March 5-7, 2003 at the
DoubleTree Hotel & Conference Center, University of Florida,
Gainesville, FL
The conference will present state-of-the-art results and latest advances in
risk management and finance, including market, credit, and operational risk;
algorithms and techniques for portfolio management and optimization; assets
and liability management; optimal trading and execution strategies;
simulation and optimization approaches to pricing derivatives. The
conference will be organized in several sections, including:
- modern techniques for portfolio management and optimization;
- theory and practice of risk management; and
- modeling financial and energy
derivatives.
The conference is preceded by the
Workshop on
Integrated Risk-Return Management:
New Approaches to Management of Bank Portfolios
Foundations and Applications
of Innovative Risk Measurement Instruments
March 3-4, 2003
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