2010-11-19–2010-11-20 - San Francisco, California, Hilton San Francisco … (USA) - Society for Industrial and Applied Mathematics SIAM, …
Themes:
- Computational Methods
- Credit, Illiquidity, Counterparty Risk
- Energy/Commodity Markets and Emissions Regulation
- High Frequency Trading
- Insurance and Finance
- Investment and Portfolio Theory
- Measures of Risk
- Optimal Liquidation
- Order Book Dynamics
- Systemic Risk
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