From: bfs2002@math.utexas.edu
To: j.kaminski@enron.com
Date: 2001-11-16 18:44:56+00:00
Subject: BFS 2002 CONGRESS - THIRD CALL FOR PAPERS



            B A C H E L I E R   F I N A N C E   S O C I E T Y


                   2 N D   W O R L D   C O N G R E S S


                     CRETE, GREECE : JUNE 12-15, 2002
                      -----------------------------

                      C A L L   F O R   P A P E R S


     The Bachelier Finance Society was founded in 1996 by a group of
  researchers in Mathematical Finance to serve as a platform where
  academics and practitioners can meet and exchange ideas spanning across
  Mathematics, Finance, Economics, Econometrics and Insurance. To achieve
  this goal, the BFS organizes every two years an International Congress.
     The scientific program of the 2002 BFS Congress consists of plenary
  talks and contributed papers. The invited plenary talks will give an
  overview of the latest important developments in the field. They will
  also present new ideas, directions and methodologies from Finance,
  Economics, Econometrics and Mathematics and, discuss pressing problems
  in the Finance and Insurance industries. The contributed papers will
  complement the plenary talks with recent results and advances.
      The overall scope is to create a unique interdisciplinary forum for
  discussion of new concepts, incite stronger interaction across the
  fields, and, at the same time, define new directions for the future
  development of Mathematical Finance.


                    P L E N A R Y     S P E A K E R S

     Y. Ait-Sahalia (Princeton), N. El Karoui (Ecole Polytechnique),
   V. Kaminski (Enron), I. Karatzas (Columbia), P.-L. Lions (Paris IX),
   M. Musiela (BNP Paribas), M. O'Hara (Cornell), W. Schachermayer
   (TU Wien), K. Singleton (Stanford), W. Zame (UCLA)


                 S C I E N T I F I C     C O M M I T T E E

     G. Constantinides (Chicago), M.H.A. Davis (Imperial College),
   F. Delbaen (ETH), D. Duffie (Stanford), H. Foellmer (Humboldt),
   M. Jeanblanc (Evry), E. Platen (UTS), T. Zariphopoulou (UT-Austin)



 SUBMISSIONS: Participants are encouraged to submit a research paper.
 Submissions can be either a completed paper or an extended summary
 (two to four pages long).
   The deadline for submissions is November 30, 2001. Instructions
 regarding submissions are posted on the web site of the Congress.


 LOCATION: Crete, the largest greek island, offers a unique combination
 of natural beauty, historical sites and vibrant life. A land with a
 distinct character, Crete is one of the most magnificent places in
 Greece. The Congress will take place at the Capsis Beach Hotel and
 Sofitel Capsis Palace Conference Center (www.capsis.gr) on the peninsula
 of Agia Pelagia, a picturesque site on the northern shore of Crete near
 Heraklion. A block of rooms at special rates will be available for
 the conference participants. Information regarding registration, hotel
 reservations, transfers as well as the planned cultural and social events
 will be posted in the upcoming months.


 FINANCIAL SUPPORT: Depending on the availability of funds, limited
 financial support will be provided to students and young researchers.
 The application material will be posted on the web site of the Congress.


 WEB SITE:  www.ma.utexas.edu/Bachelier2002


 CORRESPONDENCE: Thaleia Zariphopoulou, Chair of the Scientific Committee
                 zariphop@math.utexas.edu