Frankfurt MathFinance Workshop

Derivatives and Risk Management in Theory and Practice

2nd-4th April 2003

The workshop is intended for practitioners in the areas of trading, quantitative or derivative research and risk and asset management as well as for academics studying or researching in the field of financial mathematics or finance in general. The talks during the two days of the conference cover a broad range of current topics and are presented by internationally known academics and practitioners. There will be enough time for questions and discussions after each talk and additional breaks provide you the opportunity to build networks within the quantitative finance community. Brochure
List of Speakers
Dr Jörg Behrens Ernst & Young, Switzerland Prof Christoph Kühn Frankfurt MathFinance Institute
Dr Stefan Benvegnu Deutsche Bank Dr Jürgen Linde Dresdner Bank
Dr Nicole Branger Goethe University Dr Fehmi Özkan University of Freiburg
Prof Pierre Collin-Dufresne Carnegie Mellon University Christoph Reisinger University of Heidelberg
Dr Bernd Engelmann Bundesbank Dr Richard Rossmanith d-fine
Dr Robert Fiedler Algorithmics Frankfurt Prof Wolfgang Schmidt Hochschule für Bankwirtschaft, Frankfurt
Prof Rüdiger Frey University of Leipzig Prof Ronald Smith Loughborough University
Dr Jürgen Hakala Commerzbank Dr Mikhail Soloveitchik d-fine
Dr Vicky Henderson University of Oxford Dr Robert Tompkins Hochschule für Bankwirtschaft, Frankfurt
Dr David Hobson University of Bath Dr Torsten Wegner d-fine
Prof Claudia Klüppelberg Technical University Munich
Organising Committee
  • Dr Hans-Peter Deutsch, d-fine
  • Prof Götz Kersting, Frankfurt MathFinance Institute
  • Tino Kluge, University of Oxford, OCIAM
  • Anna Weiglhofer, Frankfurt MathFinance Institute
  • Dr Uwe Wystup, Commerzbank
Sponsors of this conference
This workshop is sponsored and supported by

Registration The registration period ended on 15th March and the workshop has been completely booked. We thank you for your interest. Fees The conference fee is € 300. Students pay at a discounted rate of € 100. All staff of the sponsoring firms and members of the Frankfurt MathFinance Institute do not need to pay the registration fee. The preferred payment method is by bank transfer. The fee covers a conference CD, refreshments and lunch on each day. For further questions regarding financial issues (bank details, invoice, etc.) please contact Ms Anna Weiglhofer: [email protected] Cancellation Policy We reserve the right to charge a fee in the case of cancellations as follows:

before 15th March 10% of the registration fee, at least € 10
after 15th March 50% of the registration fee, at least € 50
after 31th March 100% of the registration fee, at least € 100

If the registration fee has previously been paid then the remaining money will be refunded (except for cancellations after 31th March).
Produced by MathFinance AG - Last modified: March 2003