We acknowledge the support of our Sponsors ICE-EM subsidies available. Click here for more details.

Special Guest: Freddy Delbaen Freddy Delbaen, (ETH, Zurich), FIRN Distinguished Visitor, will give a one-day workshop on Dynamic Risk Measures Leading to Backward Stochastic Differential Equations as well as a plenary talk as part of the Symposium. ICE-EM Workshop on Mathematical Methods in Finance The aim of the workshop is to introduce postgraduate students and young researchers to the mathematical techniques used in finance. The workshop will consist of educational lectures given by researchers in financial mathematics. Timetable 9.00 - 12.30 12.30 - 2.00 2.00 - 4.30 4.30 - 6.00 From 6.00 Monday 25 Sep Freddy Delbaen Dynamic Risk Measures Leading to Backward Stochastic Differential Equations - Part 1 Lunch Freddy Delbaen Dynamic Risk Measures Leading to Backward Stochastic Differential Equations - Part 2 Tutorial Discussion Wine and Cheese Tuesday 26 Sep Uwe Kuechler Stochastic Differential Delay Equations Lunch Valentina Dragan Credit Risk Modelling Tutorial Reception Registration for the Workshop and Symposium opens at 8.30 on Monday. Registration for the Symposium only opens at 9.00 on Wednesday. 5th National Symposium on Financial Mathematics The 5th National Symposium on Financial Mathematics will provide a forum at which academics, practioners and students can hear perspectives on new developments and present the latest research in Financial Mathematics. A workshop atmosphere will stimulate the exchange of new ideas. Invited Speakers include: Kostya Borovkov, Freddy Delbaen, Daniel Dufresne, Jerzy Filar, Ben Goldys, Mark Joshi, Uwe Kuechler, Truc Le, Boris Miller, Erik Schlogl, Alex Szimayer, John van der Hoek. Contributed talks: Students and Early Career Researchers are encouraged to submit an extended abstract (up to 1500 words) to Kais Hamza. All submissions must be received by September 1, 2006. Location AMSI Offices, Ground Floor, ICT Building, 111 Barry Street, Carlton (near Melbourne CBD and Lygon St). Fees The fee structure for one or both events (Workshop and Symposium) is given in the table below. Click here to complete the registration form. Fees 1 Event By 01/09/06 2 Events By 01/09/06 1 Event After 01/09/06 2 Events After 01/09/06 Students AMSI/FIRN $100 $150 $150 $200 Academics AMSI/FIRN $100 $150 $150 $200 Academics & Students Other $200 $300 $300 $400 Corporate $400 $600 $600 $800 The registration fees cover morning and afternoon tea, as well as reception (Tuesday) for the Workshop, and dinner (Wednesday) for the Symposium. Funding ICE-EM: The workshop is sponsored by ICE-EM. ICE-EM provides subsidies for students from AMSI member institutions, students from PRIMA institutions and students and early career academics from Asian and Latin American universities. AMSI: This event is sponsored by the Australian Mathematical Sciences Institute (AMSI). AMSI allocates a travel allowance annually to each of its member institutions (for the list of members, see www.amsi.org.au/member.html). Applicants from AMSI member institutions may apply to their Head of Department or Head of Discipline for subsidy of travel, accommodation and registration fee for this workshop out of the departmental travel allowance. FIRN: The fifth National Symposium in Financial Mathematics is supported by the Financial Integrity Research Network (FIRN) - An ARC Research Network. Committees Program Organizing Committee: Chris Heyde (ANU), Fima Klebaner (Monash) and Eckhard Platen (UTS). Local Organizing Committee: Kais Hamza & Fima Klebaner (Monash) Contacts For further details please contact Kais Hamza or Fima Klebaner.