OPTFIN2012

OPTFIN2012 will bring together researchers, doctoral students, and post doctoral students in the rapidly growing field of financial optimization in ideea to provide a forum for innovative models and methods on new topics, novel approaches to well-known problems, success stories, and computational studies in this exciting field.Optimization models and methods play an increasingly important role in financial decision making, any problems in quantitative finance, originated from asset allocation, risk management, derivative pricing, game theory, stochastic optimization, robust optimization, and model fitting are now routinely and efficiently solved using modern optimization techniques.The targeted audience for this workshop includes: doctoral students, post doctoral students, researchers, scholars and faculty members working in applied mathematics, operations research, and economics, who have been interested in mathematical finance or plan to do so.