International Mathematical Finance Conference - 2014
Call For Papers and Participation
March 19-21, 2014
Westin Colonnade, Coral Gables
This conference is intended to expand the theory, empirics and application of mathematical finance. The aim is to enhance the interchange of understandings between academics from a variety of disciplines and practitioners of mathematical finance in its variety of spins and flavors as it applies to application of mathematics, numerical methods, computations and statistics to financial issues. There are planned multiple sessions with peer reviewed paper presentations, discussants and open question and answer. There will also be presentations by invited speakers and panel discussion.
Mathematics Keynote Speaker
Dr. Jonathan Simon, Professor, Department of Mathematics, University of Iowa
Finance Keynote Speaker
Robert T. Stevenson Jr./PNC Lecturer
Dr. Lawrence Mielnicki, Executive Vice President Retail Risk Analytics, PNC Bank.
Topics of Interest
Authors are urged to submit papers of interest to professionals and academics at the intersection of mathematics and finance. Topics of interest include but are not limited to: Regulation and Model implementation; Asset Liquidity Risk; Derivative Market Microstructure; Numerical Methods and Data Issues; Game Theory, Neural Networks and Artificial Intelligence in Derivative Markets; Exotic Options (Parisian, Barrier, etc); Uncertainty Management in Securitized Assets, Portfolio Credit Risk Modeling and Systemic Risk Management, Interest Rate Risk Modeling, Asset Pricing, Pension Fund Liability Valuation in Incomplete Markets, Capital and Liquidity Management.
Sessions will be organized around interesting and sound papers.
An electronic proceedings will be available soon after the conference has concluded. Papers accepted and presented at the conference are automatically eligible for inclusion in the proceedings. Authors wishing to include their papers in the proceedings should indicate so when submitting their papers for consideration. The proceedings will be maintained on the IMFC Conference website.
To submit please send your manuscript or abstract in PDF format to: IMFC@fsmail.bradley.edu . The submission deadline is January 15, 2014.
Questions regarding submissions may be directed to:
A maximum of 40 papers will be accepted for presentation. This maximum is established to allow attendees to be present at all presentations and to maintain an environment of more extensive/intensive discussion of presented papers than might otherwise be the case. Preference will be given to papers reflecting novel approaches and thought. Presenters of accepted papers are intended to be available as discussants to other accepted papers.
There is no submission fee; however, authors of accepted papers will be expected to attend the conference. Accepted papers for which at least one author has not registered for the conference by 15 February 2014 may be eliminated from the conference program.
Authors of accepted papers can request a review of their manuscript for publication in either: the Journal of Financial and Economic Practice or the Review of Futures Markets.
Includes two speaker-luncheons, admission to all sessions and workshops, and discounted room rates during discount period.
Early Bird: USD795 (by March 1, 2014)
Graduate Student: USD500
Presentations from the 2013 Conference
- A New Model of Calendar Spread Options on Storable Commodities, Brorsen, Seok, and Li
- Affine and Modular Option Pricing: An Integration of Stochastic Factors Affecting Option Prices, Akhlaque Ahmad
- An Application of High-Performance Computing to a Complex Model of Software Utility, Driscoll, Roos, and Gretz
- Application of Malliavin's Calculus to the Hedging of Barrier Style Securities, Chris Barnett's Keynote Address
- Beta-Arbitrage Strategies: When do they work and why?, Berrada, Messikh, Oderda, and Pictet
- Fuel Hedging in an Inflated Environment, Stephan Unger
- Secondary Hedging for Contingent Claims, Stephan Unger
- Valuing Variable Annuities with Stochastic Volatility, Jungmin Choi