May 23 - 24, 2008
The Mathematics of Credit Risk
As part of a research initiative funded by the National Science Foundation (NSF), the second Princeton credit conference will be held at the University on May 23-24, 2008. As in the previous Princeton Conference on Credit Risk, held in 2004, a reception at the end of the first day will be followed by a dinner. Financial support from the National Science Foundation and Morgan Stanley is gratefully acknowledged.
Dario Villani, Managing Director in the Global Strategic Risk Group at Merrill Lynch, and alumnus of the Master in Finance program, will be a guest speaker.
More details, including the conference program, are available online.
D. Brigo (Fitch-QFR), F. Fabozzi (Yale University), C. Finger (Risk Metrics), R. Frey (Leipzig University), K. Giesecke (Stanford University), J. Hull (Toronto University), T. Hurd (Mac Master University), R. Jarrow (Cornell University), M. Jeanblanc (Evry University), Y. Jiao (Ecole Polytechnique Paris), J.P. Laurent (University of Lyon), J. Naud (JP Morgan Chase), P. Schoenbucher (ETH Zurich)
Rene Carmona (Princeton University), Jean Pierre Fouque (University of California Santa Barbara), Ronnie Sircar (Princeton University), Thaleia Zariphopoulou (The University of Texas at Austin).