[Apdio] Follow-up Workshop on Optimization in Finance

["Jose F. Oliveira" <jfo@fe.up.pt>]

      Follow-up Workshop on Optimization in Finance

      October 26-27, 2007 
      Coimbra, Portugal

      http://www.mat.uc.pt/tt2005/follow-up

The Workshop on Optimization in Finance was held in Coimbra, Portugal, in 
July 5-8, 2005 Coimbra, Portugal. The quality of the meeting was considered 
high and the participation surpassed the best expectations. The conference 
program is still available at the web site http://www.mat.uc.pt/tt2005/of.
The workshop was organized under the auspices of the portuguese CIM 
(International Center for Mathematics, a member of ERCOM
European Research Centres on Mathematics), and was one of the events of the
CIM Thematic Term on Optimization 2005.

As in the 2005 workshop, the targeted audience for the Follow-up Workshop
on Optimization in Finance includes graduate students and faculty members
working in applied mathematics, operations research, and economics,
who have been or plan to be interested in optimization methods in finance.
The event will also be attractive for those doing quantitative modeling
in the financial market. The Follow-up Workshop topics include,
among others, asset allocation, risk management, and derivative pricing.

The Follow-up Workshop will consist of a limited number of invited lectures.
Those interested in contributing can submit a title and an abstract for a 
poster session. The list of invited speakers include:

  Alexandre d'Aspremont (Princeton University)
  Victor DeMiguel (London Business School)
  Jacek Gondzio (The University of Edinburgh)
  Peter Laurence (Università di Roma "La Sapienza")
  Ioana Popescu (INSEAD)
  Ekkehard Sachs (University of Trier)
  Ralf Werner (Technische Universität München & Hypo Real Estate Holding)

The meeting is held at Hotel Quinta das Lágrimas and is organized by 
A. M. Monteiro (Univ. Coimbra), R. H. Tütüncü (Goldman Sachs), 
and L. N. Vicente (Univ. Coimbra).

Support: Centro Internacional de Matemática
        Fundação Luso-Americana para o Desenvolvimento