| Name | Affiliation | Topic |
| Acerbi,Carlo | Abaxbank, Italy | Portfolio Optimization With Spectral Measures Of Risk |
| Albanese, Claudio | University of Toronto, Canada | Credit Barrier Models With Jumps And State Dependent Volatility |
| Balbas, Alejandro | Universidad Carlos III de Madrid, Spain | Dynamic Measures Of Risk |
| Barone-Adesi, Giovanni | University of Southern Switzerland, Switzerland | A Multivariate FGD Technique To Improve VaR Computation In Equity Markets |
| Birge, John | Northwestern University, USA | TBD |
| Carr, Peter | NYU Courant Institute | Hedging with Options |
| Consigli, Giorgio | UniCredit Banca Mobiliare (UBM), Italy | Effective Portfolio Optimisation Under Different Market Regimes |
| Cont, Rama | Ecole Polytechnique, France | Calibration Of Option Pricing Models With Jumps |
| Dembo, Ron | Algorithmics Inc., Canada | The Put/Call Efficient Frontier |
| Denault, Michel | HEC-Montréal, Canada | Coherent Allocation of Risk Capital |
| D'vari, Ron | State Street Research & Management Company, USA | Minimum Value-At-Risk Dynamic-Spread Liability Benchmarks To Assess Active Asset/Liability Portfolio Management |
| Eber, Jean-Marc | LexiFi, France | TBD |
| Edirisinghe, Chanaka | The University of Tennessee, USA | TBD |
| Estenghamat, Kian | Princeton University, USA | Pricing And Hedging Defaultable Bond Basket Options |
| Flannery, Mark | University of Florida, USA | No Pain, No Gain? Effecting Market Discipline via “Reverse Convertible Debentures” |
| Friedman, Craig | Standard & Poor's, USA | Learning Probabilistic Models and Model Performance Measures for Expected Utility Maximizers (Special S&P Lunch Session) |
| Giannopoulos, Kostas | UAE University, UAE | Long Term Asset Allocation With Daily VaR Constrains: A Non Parametric Approach |
| Greyserman, Alex | Hite Capital Management & Columbia University, USA | Bayesian Approach To Portfolio Optimization |
| Hibiki, Norio | Keio University, Japan | Stochastic Optimization Model For Asset And Liability Management Of Pension Plans In Japan |
| Huang, James | Standard & Poor's, USA | Single and Multiple Period Probability of Default Modeling (Special S&P Lunch Session) |
| Kibzun, Andrey | Moscow Aviation Institute, Russia | A Balance Equation for Criteria VaR and CVaR |
| King, Alan | IBM, USA | TBD |
| Korf, Lisa | University of Washington, USA | The much-maligned role of finitely additive martingale measures in the theory of pricing contingent claims |
| Konno, Hiroshi | Chuo University, Japan | TBD |
| Kreuser, Jerome L. | The RisKontrol Group GmbH, Switzerland | An ALM Framework for the Swiss 2nd Pillar |
| Kyriakis, Triphonas | Analytics, UK | Data Models And Decision Models For Asset And Liability Management Under Uncertainty |
| Kreinin, Alex | Algorithmics, Inc., Canada | Portfolio credit risk: multimodal distributions |
| Li, Yong | Lehman Brothers Inc., USA | Risk Management Of Portfolios Of Corporate Loans |
| Li, Yuying | Cornell University, USA | Minimizing CVaR and VaR
|
| MacLean, Leonard | Dalhousie University, Canada | Alternative Approaches to Risk Control |
| Mitra, Gautam | Brunel University, UK | TBD |
| Mulvey, John | Princeton University, USA | Decentralized Risk Management For Global Financial Companies |
| Nagurney, Anna | University of Massachusetts, USA | International Financial Networks with Intermediation and Electronic Transactions |
| Pardalos, Panos | University of Florida, USA | Nonlinear Dynamical Analysis In Financial Time-Series |
| Pflug, Georg | University of Vienna, Austria | The Risk Measure Process |
| Primbs, James | Stanford University, USA | A moment computation algorithm for the error in discrete dynamic hedging |
| Pritsker, Matt | Federal Reserve Board, USA | The Hidden Dangers Of Historical Simulation |
| Qian, Edward | Putnam Investments, USA | An Analysis Of Quantitative Active Investment Strategies |
| Rockafellar, R. Tyrell | University of Washington, USA | Approaches To Risk In Optimization |
| Sakalauskas, Leonidas | Institute of Mathematics and Informatics, Lithuania | Stochastic Method for Optimization of Portfolio with Heavy Distributed Returns |
| Sandow, Sven | Standard & Poor's, USA | Modeling Recovery Rates of Defaulted Debt and Aggregate Default Rates (Special S&P Lunch Session) |
| Saunders, David | RiskLab, University of Toronto, Canada | Asset And Liability Management For Insurance Products: Stochastic Models |
| Sen, Suvrajeet | University of Arizona, USA | Model Validation for Power Portfolio Optimization: A Case Study |
| Shabbir, Ahmed | Georgia Institute of Technology, USA | The Risk Modeling in Stochastic Programming |
| Shapiro, Alex | New York University, USA | Risk Management With Benchmarking |
| Swishchuk, Anatoliy | York University, Canada | Modeling of Variance and Volatility Swaps for Assets with Stochastic Volatility |
| Szego, Giorgio | University of Rome, Italy | News on Risk Measures |
| Tasche, Dirk | Deutsche Bundesbank, Germany | Risk Contributions And Performance Management |
| Tompaidis, Stathis | University of Texas at Austin, USA | Valuation And Optimal Interruption For Interruptible Electricity Contracts |
| Trindade, Alexander | University of Florida,USA | A Class of Asymmetric Conditional L1 and L2 Loss Functions in Linear Regression |
| Tseng, Chung-Li | University of Maryland, USA | A General Two-Factor Lattice Model For Asset Valuation |
| Tutuncu, Reha | Carnegie Mellon University, USA | Returns-Based Estimation Of Sector Allocations In Mutual Funds |
| Uryasev, Stanislav | University of Florida, USA | Conditional Drawdown-at-Risk for Multiple Scenarios |
| Van Der Vlerk, Maarten | University of Groningen, The Netherlands | Integrated Chance Constraints In An ALM Model For Pension Funds |
| Vanini, Paolo | Zürcher Kantonalbank, Switzerland | Credit Portfolio Management: A Practitioners Point of View |
| Vetzal, Kenneth | University of Waterloo, Canada | Hedging With Basis Risk |
| Wets, Roger | University of California, Davis, USA | Some pratical issues in software design for ALM |
| Wolyniec, Krzysztof | Mirant, Inc., USA | Energy Derivatives And Optimization |
| Yamada, Yuji | University of Tsukuba, Japan | Mean Square Optimal Hedges Using Higher Order Moments |
| Zheng, Harry | Imperial College, UK | Interaction Of Credit And Liquidity Risks: Modelling, Pricing, And Hedging |