Berlin-Princeton-Singapore Workshop on Quantitative Finance
CONTRIBUTED TALKS
All participants who wish to give a talk must submit an abstract.
The workshop topics include, but are not limited to:
- Behavioral finance
- Computational and simulation methods in finance and risk management
- Credit risk, jump risk, and liquidity risk
- Energy and weather derivatives
- Financial time series and econometrics
- Fix income products
- Portfolio selection
- Risk management
- Risk measures
- Trading strategies
- Volatility models
The abstract must be written in ENGLISH and must contain the following:
- title and authors;
- physical address;
- email address;
- identification of presenter, if not the first author;
- a short abstract (not more than 200 words).
Abstracts must be submitted in 2 files, a LaTex/Word version plus a PDF version. The LaTex/Word version would enable the Organizer flexibility in editing for programme layout. The files may be submitted in one of the following ways:
- online; or
- as email attachments to askCQF(at)nus.edu.sg
[Submissions have closed. Online system is no longer available and email submissions will no longer be accepted.]
Deadlines:
- 7 May 2015 - closing date for abstract submission. [Submissions have closed.]
- 18 May 2015 - author to be notified of outcome.
We regret that late submission will not be accepted.
The editorial team reserves the right to edit general information and format of (accepted) abstracts for standardization.
