King's College London
Financial Mathematics
King's Logo

New Directions in Mathematical Finance

Wednesday, 12 July 2000, Lecture Theatre 2C, King's College London

There will be a one-day meeting (9:30am - 6:00pm) on New Directions in Mathematical Finance as part of the International Conference on Disordered and Complex Systems at King's College London, 10-14 July 2000, an official satellite meeting of the XIII International Congress of Mathematical Physics, 17-22 July 2000, Imperial College, London.

Chairman:
Professor Lane Hughston
Department of Mathematics, King's College London
lane.hughston@kcl.ac.uk or lane_hughston@yahoo.com

Preliminary programme:
9.30-10.00 Registration and coffee, Lecture Theatre 2C
10.00-10.30 Dr. Mihail Zervos
Department of Mathematics, King's College London
mihail.zervos@kcl.ac.uk
Martingale Approach to the Pricing of Real Options (abstract)
10.30-11.00 Dr. Gordon Woo
Eqecat, London
gwoo@eqe.co.uk
The Mathematics of Natural Catastrophes (abstract)
11.00-11.30 Coffee
11.30-12.00 Dr. Nick Webber
Department of Economics, Warwick University
nick.webber@warwick.ac.uk
Models of Interest Rates on Non-Linear State Spaces (abstract)
12.00-12.30 Dr. William Shaw
Quantitative Analysis Group, Nomura International, London
william.shaw@nomura.co.uk
Implied Volatility Instability and Smiles (abstract)
12.30-2.00 Lunch
2.00-2.30 Dr. Steven Leppard
Enron, London
Steven.Leppard@enron.com
Diagrammatic Approach to Real Options (abstract)
2.30-3.00 Dr. Giulia Iori
Department of Accounting, Finance, and Management, University of Essex
iorig@essex.ac.uk
Scaling and Multi-Scaling in Financial Markets (abstract)
3.00-3.30 Coffee
3.30-4.00 Professor Tom Hurd
Department of Mathematics, McMaster University, Ontario
hurdt@mcmail.cis.mcmaster.ca
Measures of Dependence for Multivariate Levy Distributions (abstract)
4.00-4.30 Dr. Dorje Brody
Blackett Laboratory, Imperial College, and DAMTP, Cambridge University
D.C.Brody@damtp.cam.ac.uk
Interest Rates and Information Geometry (abstract)
4.30-5.00 Coffee
5.00-5.30 Professor Nick Bingham
Department of Mathematics, Brunel University
nick.bingham@brunel.ac.uk
Hyperbolic and Related Distributions in Finance (abstract)
5.30-6.00 Dr. Philippe Balland
Merrill Lynch, London
ballaphi@mle.co.uk
Levy Processes in Finance (abstract)
6.00-8.00 Wine and cheese, Senior Common Room


Registration

The registration fee is £50. For full-time students there is a reduced fee of £25. Registered participants in the Financial Mathematics meeting may attend other sessions of the International Conference on Disordered and Complex Systems at King's College London, 10-14 July 2000. To register electronically for the conference, see

http://www.mth.kcl.ac.uk/icmp2000/compsys_register.html
Alternatively, you may register by filling out the information below and sending it to the address indicated with a cheque for the registration fee.


Registration, New Directions in Mathematical Finance, 12 July 2000

Full name, with title:

Institution and full mailing address:





Email:

Telephone:


Please enclose a UK cheque for £50 (£25 for full-time students) made payable to "King's College London" and labelled "Mathematics Conference". Registration form and cheque should be sent to:

The Conference Secretary Phone: +44 - 020 - 7848 2107
Disordered and Complex Systems Fax:+44 - 020 - 7848 2017
Department of Mathematics Email:compsys.maths@kcl.ac .uk
King's College London
London WC2R 2LS, U.K.


How to get here

How to get to King's College: The entrance to King's College London is on the Strand, on the south side of the Aldwich. The nearest tube stops are Temple, Charing Cross, and Covent Garden. (See also map.)

How to get to Lecture Theatre 2C: Enter the glass doors of the Strand Building, pass the reception area, then proceed directly down the long corridor, and follow the signs upstairs to Room 2C.

How to get to the Senior Common Room: Enter the glass doors of the Strand Building, pass the reception area, then proceed all the way down the long corridor, and the Senior Common Room is at the end.