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Enron Mail |
B A C H E L I E R F I N A N C E S O C I E T Y 2 N D W O R L D C O N G R E S S CRETE, GREECE : JUNE 12-15, 2002 ----------------------------- C A L L F O R P A P E R S The Bachelier Finance Society was founded in 1996 by a group of researchers in Mathematical Finance to serve as a platform where academics and practitioners can meet and exchange ideas spanning across Mathematics, Finance, Economics, Econometrics and Insurance. To achieve this goal, the BFS organizes every two years an International Congress. The scientific program of the 2002 BFS Congress consists of plenary talks and contributed papers. The invited plenary talks will give an overview of the latest important developments in the field. They will also present new ideas, directions and methodologies from Finance, Economics, Econometrics and Mathematics and, discuss pressing problems in the Finance and Insurance industries. The contributed papers will complement the plenary talks with recent results and advances. The overall scope is to create a unique interdisciplinary forum for discussion of new concepts, incite stronger interaction across the fields, and, at the same time, define new directions for the future development of Mathematical Finance. P L E N A R Y S P E A K E R S Y. Ait-Sahalia (Princeton), K.J. Arrow* (Stanford), N. El Karoui (Ecole Polytechnique), V. Kaminski (Enron), I. Karatzas (Columbia), P.-L. Lions (Paris IX), M. Musiela (BNP Paribas), M. O'Hara (Cornell), K. Singleton (Stanford), W. Zame (UCLA) (* not yet confirmed) S C I E N T I F I C C O M M I T T E E G. Constantinides (Chicago), M.H.A. Davis (Imperial College), F. Delbaen (ETH), D. Duffie (Stanford), H. Foellmer (Humboldt), M. Jeanblanc (Evry), E. Platen (UTS), T. Zariphopoulou (UT-Austin) SUBMISSIONS: Participants are encouraged to submit a research paper. Submissions can be either a completed paper or an extended summary (two to four pages long). The deadline for submissions is November 30, 2001. Instructions regarding submissions are posted on the web site of the Congress. LOCATION: Crete, the largest greek island, offers a unique combination of natural beauty, historical sites and vibrant life. A land with a distinct character, Crete is one of the most magnificent places in Greece. The Congress will take place at the Capsis Beach Hotel and Sofitel Capsis Palace Conference Center (www.capsis.gr) on the peninsula of Agia Pelagia, a picturesque site on the northern shore of Crete near Heraklion. A block of rooms at special rates will be available for the conference participants. Information regarding registration, hotel reservations, transfers as well as the planned cultural and social events will be posted in the upcoming months. FINANCIAL SUPPORT: Depending on the availability of funds, limited financial support will be provided to students and young researchers. The application material will be posted on the web site of the Congress. WEB SITE: www.ma.utexas.edu/Bachelier2002 CORRESPONDENCE: Thaleia Zariphopoulou, Chair of the Scientific Committee zariphop@math.utexas.edu
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