[Turkmath:7582] Hatirlatma - ICMFE, 6-8 Temmuz 2011, ITU-SDKM, Istanbul

[aduran at itu.edu.tr]

Merhaba,

İstanbul Teknik Üniversitesi - Süleyman Demirel Kültür Merkezi'nde 6-8  
Temmuz 2011'de "INTERNATIONAL CONFERENCE on MATHEMATICAL FINANCE and  
ECONOMICS" organize etmekteyiz.

7 Nisan 2011'e kadar ozet veya tam metin makale gonderebilirsiniz.

Amerika ve Avrupa'nın saygın üniversitelerinden ve finansal  
kurumlarından alanlarında tanınmış akademisyen ve üst düzey  
yöneticiler davetli konuşmacı olarak konferansımızı  
onurlandıracaklardır. Ana konusmacilarimiz ve bilim komitesi  
uyelerimiz 24 prestijli akademik dergide editorluk yapmaktadir.
Bu büyük konferansta akademisyenlerle endüstride çalışanları bir araya  
getirerek güncel problemlerle ilgili fikir alış verişi ve iş birliği  
sağlanması hedeflenmektedir.

Konferansta sizleri aramızda görmekten memnun oluruz. Erken kayit  
yaptirmanizi oneririz.

Web sayfaları:
http://www.mat.itu.edu.tr/icmfe2011/icmfe2011.html
http://www.mat.itu.edu.tr/icmfe2011/flyer_icmfe2011.jpg
http://www.mat.itu.edu.tr/icmfe2011/plenary_speakers.html
http://www.mat.itu.edu.tr/icmfe2011/program.html
http://www.mat.itu.edu.tr/icmfe2011/registration.html

Saygılarımla,

ICMFE 2011 Organizasyon & Bilim Komitesi

- -

Dear Colleague,

We cordially invite you to participate in the International Conference  
on Mathematical Finance and Economics.

You can submit an abstract or a full paper by APRIL 7, 2011.

Place: Istanbul Technical University - Suleyman Demirel Cultural  
Center, Istanbul, Turkey
When:  July 6-8, 2011.

Website: http://www.mat.itu.edu.tr/icmfe2011/icmfe2011.html
Flyer: http://www.mat.itu.edu.tr/icmfe2011/flyer_icmfe2011.jpg

The current wave of globalization is the first human experience of  
this magnitude along with the unmatched advances in information  
technologies and electronic trading.  This creates challenging new  
phenomena in the fields of finance, economics and computational  
science.  This conference aims to foster multi-disciplinary scientific  
interactions and research collaborations to address some of those  
important topics.

It provides a unique opportunity for researchers, corporate  
executives, professionals, quantitative analysts and students in  
mathematical finance and economics to further their knowledge and  
exposure on the emerging problems in one of the fastest growing  
financial centers of the World.

In addition to the academic and industrial meetings, it is our  
pleasure to organize bosphorus tour between Black Sea and Sea of  
Marmara in the conference program. Morever, famous soprano, Demetra  
George, from California will sing in a place of incomparable beauty in  
conference social program.

PLENARY TALKS
Ali N. Akansu, New Jersey Institute of Technology, Electrical &  
Computer Engineering
"Electronic trading: A data intensive discovery"

Erhan Bayraktar, University of Michigan - Ann Arbor, Mathematics
"Valuation equations for stochastic volatility models"

Jaksa Cvitanic, California Institute of Technology, Mathematical Finance
"Financial markets equilibrium with heterogeneous agents"

Sencer Ecer, Istanbul Technical University, Management Engineering
"New horizons in health economics"

Feyzullah Eğriboyun, BNP Paribas Bank - London
"Collateral terms and multiple funding curves: The new markets"

Sheri Markose, University of Essex, Economics
"Systemic risk and too interconnected to fail (based on her IMF  
project: Financial networks modeling)"

Didier Sornette, ETH Zürich, Entrepreneurial Risks
"The financial crisis observatory at ETH Zurich"

Yıldıray Yıldırım, Syracuse University, Finance
"Securitization, mortgage defaults, and real estate prices"

Fernando Zapatero, University of Southern California, Finance and  
Business Economics
TBA

Thaleia Zariphopoulou, University of Oxford, Quantitative Finance;  
University of Texas at Austin, Mathematics
TBA

PANEL SPEAKERS

PANEL 1
(a) "Emerging International Financial Markets/Centers"
(b) "Potential of Istanbul As An International Financial Center"

Emin Catana, President & CEO, Istanbul Stock Exchange Settlement and  
Custody Bank Inc

Cetin Ali Donmez, Director & CEO, Turkish Derivatives Exchange

Huseyin Erkan, Chairman & CEO, Istanbul Stock Exchange

Ibrahim Turhan, Deputy Governor, Central Bank of the Republic of Turkey

Fernando Zapatero, University of Southern California, Finance and  
Business Economics

PANEL 2
"Efficient Hedging Strategies in Energy Markets"

Okan Bas, Corporate Risk Manager, Turkish Airlines

Mehmet Mike Mustafoglu, Chairman, Transglobal Financial Corp., California

M. Sukru Nenem, Strategic Planning Manager, Turkish Airlines

ORGANIZING COMMITTEE

Ahmet Duran, Istanbul Technical University (Chair)

Coskun Cetin, California State University Sacramento (Co-chair)

Michael Bommarito, University of Michigan - Ann Arbor

Emanullah Hizel, Istanbul Technical University

Burhaneddin Izgi, Istanbul Technical University

Mehmet Ali Karaca, Istanbul Technical University

Abdülmecit Karatas, Istanbul Development Agency; Bo?aziçi University

SCIENTIFIC COMMITTEE

Marco Avellaneda, New York University, Courant Institute of  
Mathematical Sciences

Recep Bildik, Istanbul Stock Exchange

Gunduz Caginalp, University of Pittsburgh

Coskun Cetin, California State University Sacramento

Ahmet Duran, Istanbul Technical University

Masahiko Egami, Kyoto University

Cumhur Ekinci, Istanbul Technical University

Tomoyuki Ichiba, University of California - Santa Barbara

Abdulmecit Karatas, Istanbul Development Agency; Bogazici University

Jussi Keppo, University of Michigan - Ann Arbor

Akin Sayrak, Sabanci University

Halil Mete Soner, ETH Zürich

Ray R. Sturm, University of Central Florida

Koray Simsek, Sabanci University

Song Yao, University of Michigan - Ann Arbor

TOPICS OF INTEREST
The conference welcomes research contributions for presentation in the  
topics including, but are not limited to:

   1. Algorithmic trading
   2. Asset pricing
   3. Behavioral economics/finance
   4. Behavior of jet fuel and crude oil prices
   5. Computational methods
   6. Credit scoring
   7. Derivatives pricing
   8. Economic / financial crisis
   9. Financial bubble
   10. Financial econometrics
   11. Financial engineering
   12. Financial market microstructure
   13. Health economics
   14. Hedging in airline industry
   15. International finance
   16. Investment management
   17. Market dynamics and prediction
   18. Mathematical modeling
   19. Portfolio optimization and management
   20. Quantitative finance
   21. Real estate markets
   22. Risk management
   23. Signal processing methods in electronic trading
   24. Stochastic differential equations
   25. Stochastic control and investment
   26. Time series analysis
   27. Other subject in the scope of the conference

DEADLINES

Prospective authors may submit papers, abstracts or proposals via  
email to Dr. Ahmet Duran at aduran at itu.edu.tr

April 7, 2011: Extended abstract for poster presenters and  
minisymposium, panel and contributed speakers; full paper for  
Proceedings (all in English only)

May 2, 2011: Notification due for extended abstract and full paper

May 5, 2011: Early bird registration due

May 31, 2011: Abstract/full paper/participation registration due

Awards for Students and Postdoctoral/Early Career Participants
    Best first-time presentation (full paper)
    Best poster presentation
    Best oral presentation

Notes:

* Turkish Airlines offers a special discounted rate for the participants:
Business Class: 20% for C/Class and 10% for D/Class
Comfort / Economy Class: 15% for U, B, Y CL and 10% for A, K, M , H Class

* Limited support for Students and Postdoctoral/Early Career  
Participants may be available.

* Extended abstracts of papers selected for presentation will be  
published in the Conference Abstracts by ITU Foundation Press with  
ISBN book number in addition to conference website.

* Refereed full papers will be published in the Conference Proceedings  
in CD by ITU Foundation Press and conference website.

Thank you for your interest and support.  We are looking forward to  
hosting you in Istanbul.

Sincerely,

On Behalf of the Organizing & Scientific Committee

Ahmet Duran
Istanbul Technical University
web.itu.edu.tr/aduran

IMPORTANT ICMFE 2011 LINKS
Conference web site: http://www.mat.itu.edu.tr/icmfe2011/icmfe2011.html
Registration: http://www.mat.itu.edu.tr/icmfe2011/registration.html
Program: http://www.mat.itu.edu.tr/icmfe2011/program.html
Social program: http://www.mat.itu.edu.tr/icmfe2011/social_program.html
Hotel information: http://www.mat.itu.edu.tr/icmfe2011/hotel_information.html