WORKSHOP
The workshop will provide a forum for state-of-the-art results and the latest advances in financial engineering and risk management, 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.
The workshop will consist of tutorials on selected topics of risk management and financial engineering given by prominent researchers.
The workshop will be conducted as a supplementary event to the International Conference on Financial Engineering, Gainesville, FL, March, 22-24, 2006.
