Computational Finance

The main focus of the Computational Finance Sessions for the 1999 meeting will be in the areas listed below. However quality papers in other areas of computational finance will also be considered.

  1. Numerical solution of the pricing equations of financial economics.
  2. Simulation approaches to pricing, hedging and risk management problems.
  3. Computational approaches to modelling asset price dynamics.
  4. Numerical methods for model estimation, calibration and stress testing.

Please send a one or two page abstract to the address below. Electronic submissions (plain text) are preferred, though fax and snail-mail are also acceptable.

Carl Chiarella
E-mail: carl.chiarella@uts.edu.au
Fax: +61 2 9281 0364
Phone: +61 2 9281 2020

Postal address: 

School of Finance and Economics
University of Technology, Sydney
P.O. Box 123
Broadway 2007
NSW
AUSTRALIA