Call For Papers: Computational Methods in Finance
December 5, 2006
July 26-27, 2007
University of Waterloo, Waterloo Ontario, Canada
This conference will focus on algorithmic and computational issues applied to topics in finance. Areas of special interest include (but are not limited to) valuation of contingent claims, risk management, calibration problems, and portfolio optimization.
Papers should be primarily focused on the computational techniques (e.g. Monte Carlo methods, numerical solution of partial differential equations, optimization techniques) used to address the topic.
The conference organizers invite practitioners and academics to submit papers for presentation at this conference. Please email a pdf version of an extended abstract (maximum of two pages) to [email protected] with the subject: CompMethFin, by March 15 2007. Notification of acceptance for conference presentation will be given by April 15, 2007.
Authors may request that papers accepted for presentation be considered for publication in a special issue of the Journal of Computational Finance. In order to be eligible for consideration for the special issue, full papers must be received by September 30, 2007. These papers will undergo the usual refereeing process for the Journal of Computational Finance.
More information is available at the Conference Website:
http://www.iqfi.uwaterloo.ca/call_for_papers.shtml
