The conference will provide a forum for state-of-the-art results and the latest advances in financial engineering, including market, credit, and operational risk; algorithms and techniques for portfolio optimization, pricing and hedging of various financial instruments, derivatives on traded as well as non-traded securities, trading algorithms, and others.

Selected papers from this conference will be published in a special issue of the Journal of Risk.

The conference will be preceded by the International Workshop: "Tutorials on Financial Engineering", March 20-21, 2006, Gainesville, FL