Conference is free for Columbia students if they
pre-register by e-mailing their information lrb@math.columbia.edu

Other students if they pre register pay nominal 20$ fee to cover food,
drinks and organizational cost.

Sponsored by the Columbia University Program in Mathematics of Finance.
Practitioners Conference grew out of Finance Practitioners Seminar at
Columbia University Program in Mathematics of Finance. The aim is to bring
together academics, practitioners and students, to discuss questions of
current interest, and to suggest open problems.

Conference Program 10am-5pm

9:30-10:00 Registration, COFFEE

10:00-10:15 Welcome from organizers.

10:15-11:00 Alexey Surkov (Deloitte Touche) "Credit Derivatives "

11:00-11:30 Coffee Break

11:30-12:15 Robert Fernholz (CIO, Enhanced Investment Technologies)
"Stochastic Portfolio Theory"

12:15-12:45 Patrick Hagan (Bear Stearns) " Smile Dynamics"

12:45-2:15 Lunch. Sushi

2:15-3:00 Richard Michaud (CIO New Frontier Advisors)
"Resampled efficient asset allocation, new developments"

3:00-3:30 Rosanna Pezzo (Greenwich Capital)
"Affine stochastic volatility model with jumps
for equity emerging markets"

3:30-3:45 Coffee Break

3.45-4.30 Mark Abbott, Raman Vardharaj (Guardian Life Insurance)
"Credit Risk Diversification and Current State of the Credit
Market", "Equity Tracking Error"

4:30-5:00 Jonathan Schachter (JPMorgan Chase) " Liquidity Options"

5:00-7:00 RECEPTION:
Wine: Indigo Hills 1997 Mendocino County Chardonnay,
Indigo Hills 1995 Paso Robles Cabernet Sauvignon
shrimp cocktail, prosciutto, ravioli, hot antipasta
baby shells with sauteed brocolli, buffalo wings,
seasame chicken fingers, white fish, cheese platter
cookie platter

Fees:
Registration Fees Payment must be made by check or cash ONLY.
Conference can not accept credit cards or travelers checks.

Academic: By November 23, $95 ($20 student). On site, $115 ($40, student).

Corporate: By November 23, $175. On site, $195.

To attend, please send name, title, address and e-mail address, along with
a check payable to "Mathematics of Finance Conferences", to

Mr. Laurent Breach Attn: Mathematics of Finance Practitioners Conference
Department of Mathematics, Columbia University
2990 Broadway, Mailcode 4406 New York, NY 10027, USA email:
lrb@math.columbia.edu

Masters Program in Mathematics of Finance
http://www.math.columbia.edu/department/masters_finance.shtml