Frankfurt MathFinance Conference

Derivatives and Risk Management in Theory and Practice

15-16 March 2010

Review This year's MathFinance Conference drew 138 participants from the industry and the academia for two days in Frankfurt. The talks during the two days of the conference covered a broad range of current topics and were presented by internationally known academics and practitioners. The two venues, MesseTurm and Commerzbank Tower provided ample room for the talks and the exhibitors and sponsors. For the first time this year, MathFinance announced a Poster Session and out of the many submitted six were accepted. The Fintegral Prize went to Christian Jonen's poster. The abstracts of the submitted Posters are listed below. Becker | Natcheva-Acar | Müller | Veiga | Jonen | Zargari As last year, the sale of the Cheat Sheets (as Sheets and Posters) led to a substantial collection. Out of this, EUR will be donated to Hamburger SupaKids We would like to thank all our speakers, participants, sponsors, exhibitors and employees for making this event the best quant happening in Germany! Information The conference 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. The conference will be held in English.





Murex are pleased to make the first presentation of a new volatility time interpolation method at the Frankfurt MathFinance Conference, 16 March 2010! Poster Presentation!! We have reached our maximum capacity and cannot accept any posters any more. List of Speakers
Dr. Carole Bernard University of Waterloo Dr. Attilio Meucci Bloomberg
Christoph Becker Frankfurt School of Finance & Management Dr. Rolf Poulsen University of Copenhagen
Dr. Andreas Binder MathConsult Dimitri Reiswich Frankfurt School of Finance & Management
Alexander Giese Unicredit Markets and Investment Banking Prof. Ekkehard Sachs University of Trier
Dr. Jürgen Hakala EFG Financial Products Dr. Christof Schmidhuber Fintegral Asset Management
Dr. Christian Kahl Commerzbank Prof. Uwe Schmock Technical University of Vienna
Sebastien Kayrouz Murex Dr. Roland Seydel d-fine
Prof. Steve Kou Columbia University Prof. Michel Vellekoop University of Amsterdam
Prof. Dilip Madan University of Maryland Prof. Uwe Wystup MathFinance
Dr Fabio Mercurio Bloomberg Dr. Gerd Zeibig Murex

Sponsors of this conference
Please note that the Conference is full. Should you still wish to register we will put you on a waiting list and let you know as soon as space becomes available.
Fee structure Please note that all amounts include 19% VAT.
Early bird On or before 31.01.2010 EUR 500
Group (for 3 or more participants from same institution) Price per participant EUR 500
Full time student EUR 180
Regular After 31.01.2010 EUR 595
Late registration After 09.03.2010 EUR 695
You may also wish to join the conference dinner that will be held on the 15th March. The conference dinner has an extra price of €40. Staff of the sponsoring firms may attend for free but need to register. Speakers need not register.
The fee covers a conference CD, refreshments and lunch on each day. Payment methods Payment can be made by bank transfer or by credit card using Paypal. Once you fill the registration form below, you can choose your preferred method of payment.

If you choose to pay with credit card through paypal, you will receive a receipt of payment sent to your email address, along with a confirmation number. Please bring this number to the Conference.

If you choose to pay via bank transfer, then please wait for the electronic invoice to make the payment. A receipt and a confirmation number will be sent to your email address once the transaction is complete. Please bring this number to the Conference.
Deadline for payment is March 9, 2010. Cancellation Policy We reserve the right to charge a fee in the case of cancellations as follows:

before or on 9 of March 10% of the registration fee
after 9 of March 100% of the registration fee

Please keep checking the homepage for updates. Registration Due to capacity constraints the conference is limited to 150 delegates. We encourage you to register as soon as possible. We will require proof of your eligibility (e.g. student id card, appropriate e-mail address).

We intend to give a list of all speakers and attendees including their e-mail addresses to all participants of the conference only. Please check the boxes below if you consent that your name and your e-mail address appears on that list. All the other data will never be revealed to any third party.
Produced by MathFinance AG - Last modified: March 2010