International Conference on Mathematical Finance

Presentations

Sessions will be organized around interesting and sound papers. These prominent speakers are confirmed for the 2014 conference:

Finance Keynote Speaker

Mark D. Flood, Research Principal, United States Department of the Treasury
Mark's presentation, Measuring Counterparty Networks, represents work he did jointly with A. Bandeh-Ahmadi, M. Flood, and M. Sherman.  Mark will examine the growing literature on counterparty networks in financial markets and extract from them a set of requirements that should be satisfied by a robust measurement framework.  In other words, Mark will discuss how we should measure counterparty networks if our aim is to support conveniently the broadest collection of useful analytical tools.

Mathematics Keynote Speaker

Dr. Jonathan Simon, Professor, Department of Mathematics, University of Iowa

Presentations from the 2014 Conference

Presentations from the 2013 Conference