Computational Finance Workshop

July 4, 2008-SSC-Shanghai, China
Venue：Shanghai International Convention Center
Add：No.2727, Riverside Avenue Pudong, Shanghai

Overview

Computational finance is a cross-disciplinary field which relies on mathematical finance, numerical methods and computer simulation to make trading, hedging and investment decisions, as well as facilitating the risk management of these decisions.Practitioners aim to precisely determine the financial risk created by certain financial instruments.

The objective of this workshop is to discuss recent progress and challenges in the area of computational finance.The emphasis will be on practical problem solving involving novel algorithmic approaches to large-scale and time-sensitive problems as well as the modern use of technology: grid and cluster computing, high-end computers, and new computational finance environments.Financial areas of impact include: risk computations, portfolio optimization, credit risk analytics, asset-backed securities, hedging techniques, and high-frequency data problems.

Intended participants

The workshop is targeted to finance industry practitioners in China.

Confirmed speakers

Peter Forsyth – University of Waterloo
Yuying Li – University of Waterloo
David Li – Barclay’s Capital
Mark Broadie – Columbia University
Dan Rosen – Dan Rosen & Associates.)
Liuren Wu – Baruch College, Bloomberg
Qing Hou–Goldman Sachs