Quant USA

[Tracey Huggett]

Quant USA
New York, November 1 & 2 2004
http://www.incisive-events.com/quantusa

This year’s Quant Congress USA 2004, an exclusive forum where senior
executives and high-level academics examine the latest cutting-edge issues
across the quantitative analysis, trading, risk management and investment
markets.  Bridging the gap between theoretical perspectives and practical
challenges, Quant Congress USA 2004 is an invaluable forum where the most
influential and respected individuals come together and give insights into
the latest issues the quantitative community are facing.

Exclusive keynote address from: Robert Jarrow, Ronald P. and Susan E. Lynch
Professor of Investment Management, Johnson Graduate School of Management,
Department of Finance, CORNELL UNIVERSITY

Conference highlights include:
·Tanya Styblo Beder, Chief Executive Officer, TRIBECA INVESTMENTS LLC gives
an overview of valuation issues in the investment business
·Ranjit Bhattacharjee, Ph.D. Vice President Fixed Income Derivatives
Research/Mortgage Research, CITIGROUP examines the uncertainty of pricing
and hedging mortgage backed securities
·Peter Carr, Head of Quantitative Research, BLOOMBERG and Director of the
Masters in Math Finance program at NYU's Courant Institute gives an insight
into the volatility derivatives market
·Peter Forsyth, Professor and Associate Director of Computer Science,
UNIVERSITY OF WATERLOO presents semi-Langrangian methods for PDE option
pricing
·Marek Musiela, Global Head of Fixed Income and Research Strategy Team, BNP
PARIBAS discusses structural properties of models consistent with smile
·Mark Rubinstein, Paul Stephens Professor of Applied Investment Analysis,
Haas School of Business, UNIVERSITY OF CALIFORNIA AT BERKELEY examines new
results on the history of the theory of investments

The explosive growth in trading of financial derivatives and the increasing
sophistication of the risk management and investment markets makes Quant
Congress USA 2004 a must attend event for every member of the ‘quant
community’. To book your place at this exciting congress, please complete
the enclosed form and fax it to  [phone], or phone Tracey
Huggett on [phone] or email [hidden email]

Tracey Huggett
Marketing Manager
Incisive Media plc
Training, conferences and exhibitions

Tel: [phone]
Fax: [phone]