Conferences Hedging the Unhedgeable Call for Papers

Call for Papers

Scientific programme thematic areas covered by conference
1. Theoretical Financial Economics.
2. Mathematical Finance and Numerical Methods
3. Applications to Unhedgeable Risks

Main aims Recognising the importance of developing suitable models for measuring and managing risk in incomplete financial markets this conference will bring together the latest theories and numerical methods in a range of applications. The aim is to create a strong path from theory to practical valuation and hedging. The last decade has experienced considerable theoretical development that has not been transferred to practice. This conference is the appropriate forum to bridge the gap and also to highlight some of the current challenges faced by the industry where the latest models could make a difference.

Areas of interest The conference will cover a rich spectrum of applications related to hedging performance for markets such as interest rates, credit, commodities, energy, exotic options and structured finance. Advances in numerical methods applicable to problems appearing in incomplete market context and comparative studies identifying the best performing models are especially welcome.

Paper deadline: 31 January 2010

Please submit full papers in PDF format to incomplete.markets@city.ac.uk

Notification of acceptance: Mid February 2010