3 October 2008 (All-day event)
Category: Quantitative Finance
Location: NYU Skirball Center, New York University
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NYU Courant Institute and FINANCE CONCEPTS are pleased to announce the forthcoming conference on ALGORITHMIC TRADING: Dynamic Portfolios, Optimal Execution, and Risk
Time: October 3rd, 2008, starting at 8:30 a.m.
Sponsored by
GERSON LEHRMAN GROUP, MERRILL LYNCH, ITG, JP MORGAN, TETHYS
Download brochure: http://www.algotradeconf.com/AlgorithmicTrading.pdf
The explosive growth of algorithmic trading has challenged academia and industry to explore the foundations of this emerging area of quantitative finance. The Mathematics in Finance masters Program at NYU and Finance Concepts are pleased to present this conference, which brings together leading market practitioners and academics to discuss the latest advances in algorithmic trading, dynamic portfolios, optimal execution, and risk.
Speakers:
Organizing committee:
Program Highlights:
Information and Registration
For more information and registration please see http://www.algotradeconf.com or contact us by email at info@algotradeconf.com
Registration fee: USD $1199 (regular), USD $899 (special group rate), USD$599 (full-time academic rate) , USD $99 (**special rate for students in full-time mathematical finance and quantitative finance graduate programs**)
We kindly request interested participants to send their registration as soon as possible but no later than September 30th 2008.