SHARCNET™ - Fields Conference on Monte Carlo Methods in Quantitative Finance

About the Conference

This is a one day workshop on Monte Carlo methods in quantitative finance. The conference will be held November 9, 2000 in UWO's Western Science Centre. Talks will take place in W.Sc. 240. Coffee breaks and lunch will be on the second floor of the atrium in the University Community Center (UCC).

Our keynote speaker is Prof. Phelim Boyle of the University of Waterloo, the father of Monte Carlo methods in pricing and hedging financial options. As well as Professor Boyle's keynote address, we present six talks from a variety of experts in Monte Carlo techniques and their application to finance.

All of the speakers have been asked to make their talks accessible to a general mathematically and financially literate audience.

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