proposal - sbm.itb.ac.id€¦ · web viewderivatives pricing and valuation. bankruptcy...

Trading & Hedging Strategies Financial Econometrics Arbitrage Techniques Mathematics of Finance Statistics of Finance Physics of Finance Computational Finance Control Theory in Finance Risk Assessment and Analysis Financial Time Series Derivatives Pricing and Valuation Bankruptcy Prediction Financial Data Mining Portfolio Models Asset Pricing Models Term Structure Models Option & Futures Pricing and Trading Term Structures of Interest Rate Insurance Pricing and Modeling Credit & Market Risks Financial Risk Management Quantitative Financial Analysis Optimal Investment Strategy Fiscal and Monetary Policy Modeling CALL FOR PAPERS Abstract and Paper Submissions: [email protected] THE 1 ST INTERNATIONAL CONFERENCE ON FINANCIAL ENGINEERING & RISK MANAGEMENT APPLICATION 2011 SEPTEMBER 26-27, 2011 BANDUNG INSTITUTE OF TECHNOLOGY - INDONESIA RESEARCH TOPICS (but not limited to): Important Dates: Abstract Submission Deadline : July 15, 2011 Notification of acceptance : July 30, 2011 Keynote Speakers: 1. Prof. Akhmaloka, PhD (Rector of ITB) 2. Prof. Karl Sigman (Columbia University, NY, USA) 3. Prof. Duan Jin-Chuan, PhD (Risk Management Institute NUS) 4. Erik Baurdoux, PhD (London School of Economics, London, UK) 5. Kazutoshi Yamazaki, PhD (Osaka University, Osaka, Japan) 6. Dr. Darmin Nasution (Governor, Indonesian Central Bank)* 7. Dr. Wimboh Santoso (Director, Indonesian Central Bank) 8. Ito Warsito (President Director of Indonesia Stock Exchange)* Abstract submission requirements: Original works Written in English No more than 200 words Typed, single spaced using 12 pt, Arial font in Word format (*.doc) Must not be under concurrent consideration of Registration: Undergraduate students : Rp 250.000 (Early Bird by August 15) Rp 350.000 (After August 15, 2011) Local participants : Rp. 1.000.000 (Early Bird by August 15) Rp. 1.500.000 (After August 15, 2011) Foreign participants : US$ 200 (Early Bird by August 15) US$ 250 (After August 15, 2011) Conference Contacts: Conference Chair: Budhi Arta Surya, PhD (budhi.surya@sbm- itb.ac.id ) Phone : +62 22 253 1923 ext. 305 Program Coordinator: Ana Noveria, MBA (ana.noveria@sbm- ICFERMA

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Page 1: PROPOSAL - sbm.itb.ac.id€¦ · Web viewDerivatives Pricing and Valuation. Bankruptcy Prediction. Financial Data Mining . Portfolio Models. Asset Pricing Models. Term Structure

Trading & Hedging StrategiesFinancial EconometricsArbitrage TechniquesMathematics of FinanceStatistics of FinancePhysics of FinanceComputational FinanceControl Theory in Finance

Risk Assessment and AnalysisFinancial Time SeriesDerivatives Pricing and ValuationBankruptcy PredictionFinancial Data MiningPortfolio ModelsAsset Pricing ModelsTerm Structure Models

Option & Futures Pricing and TradingTerm Structures of Interest RateInsurance Pricing and ModelingCredit & Market RisksFinancial Risk ManagementQuantitative Financial AnalysisOptimal Investment StrategyFiscal and Monetary Policy Modeling

Organized by:

CALL FOR PAPERSAbstract and Paper Submissions:

[email protected]

THE 1ST INTERNATIONAL CONFERENCE ON FINANCIAL ENGINEERING & RISK MANAGEMENT APPLICATION 2011

SEPTEMBER 26-27, 2011BANDUNG INSTITUTE OF TECHNOLOGY - INDONESIA

RESEARCH TOPICS (but not limited to):

Important Dates:Abstract Submission Deadline : July 15, 2011Notification of acceptance : July 30, 2011Full paper Submission Deadline : August 15, 2011Conference Dates : Sept 26-27, 2011

Keynote Speakers:

1. Prof. Akhmaloka, PhD (Rector of ITB)2. Prof. Karl Sigman (Columbia University, NY, USA)3. Prof. Duan Jin-Chuan, PhD (Risk Management Institute

NUS)4. Erik Baurdoux, PhD (London School of Economics,

London, UK)5. Kazutoshi Yamazaki, PhD (Osaka University, Osaka,

Japan)6. Dr. Darmin Nasution (Governor, Indonesian Central

Bank)*7. Dr. Wimboh Santoso (Director, Indonesian Central Bank)8. Ito Warsito (President Director of Indonesia Stock

Exchange)*9. Rinaldi Firmansyah, CFA (President Director of PT.

Telkom)*10. Omar S. Anwar (CEO of Trimegah Securities)11. Michael Steven (CEO of Kresna Sekuritas)*

Abstract submission requirements: Original works Written in English No more than 200 words Typed, single spaced using 12 pt, Arial font in Word format

(*.doc) Must not be under concurrent consideration of scheduled for

presentation & publication elsewhere

Registration:Undergraduate students : Rp 250.000 (Early Bird by August 15)

Rp 350.000 (After August 15, 2011)

Local participants : Rp. 1.000.000 (Early Bird by August 15) Rp. 1.500.000 (After August 15, 2011)

Foreign participants : US$ 200 (Early Bird by August 15) US$ 250 (After August 15, 2011)

Conference Contacts:

Conference Chair:Budhi Arta Surya, PhD ([email protected])Phone : +62 22 253 1923 ext. 305

Program Coordinator:Ana Noveria, MBA ([email protected])SBM Building, 3rd Floor, Room 314, ITB CampusGanesha 10, Bandung 40132, IndonesiaPhone : +62 22 253 1923 ext. 314Mobile : +62 811 226 3474Fax : +62 22 250 4249

ICFERMA 2011http://www.sbm.itb.ac.id/icferma2011

mailto:[email protected]