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NYU’s Courant Institute to Host Conference on Developments in Derivatives Pricing—June 19-20

June 15, 2010

New York University’s Courant Institute of Mathematical Sciences will host “Recent Developments in Derivatives Pricing” on Saturday, June 19 and Sunday, June 20 (251 Mercer Street [at West 4th Street], Room 109).

Derivatives have a central role in today’s financial system. However, understanding and managing the risks associated with these instruments has frequently proven elusive. The conference will outline recent advances in this area, with presentations by the world’s leading experts in the field. Among the speakers is the University of Maryland’s Dilip Madan, who will discuss a new framework for determining the regulatory risk capital requirements for financial institutions, addressing one of the cornerstones of the new financial regulation.

Other conference speakers include: Peter Carr, global head of market modeling at Morgan Stanley; Rama Cont, director of Columbia University’s Center for Financial Engineering; Stephen Figlewski, a professor of finance at NYU’s Stern School of Business; Ali Hirsa, head of analytical trading strategy at Caspian Capital Management; Andrey Itkin, director of financial engineering at HAP Capital LLC; Petter Kolm, a professor at NYU’s Courant Institute; Andrew Lesniewski, managing director and head of quantitative research at Ellington Management Group; Liuren Wu, a professor at Baruch College’s Zicklin School of Business.

To register and for a complete schedule of sessions, click here. For more information, the public may call 212.998.3160. Discounts apply to students and academics.

Reporters interested in attending the conference must RSVP to James Devitt, NYU’s Office of Public Affairs, at 212.998.6808 or


New York University’s Courant Institute of Mathematical Sciences is a leading center for research and education. Established under the leadership of Richard Courant in 1935, the Courant Institute has contributed to U.S. and international science and engineering by promoting an integrated view of mathematics and computer science. The Institute is engaged in broad research activities, applying these disciplines to problems in biology, chemistry, physics, economics, and atmosphere-ocean science. The Courant Institute has played a central role in the development of applied mathematics, analysis, and computer science, and is comprised of a faculty which has received numerous national and international awards in recognition of their extraordinary research accomplishments.  For more information please visit

This Press Release is in the following Topics:
Courant Institute of Mathematical Sciences, Around the Square, Events and Traditions

Type: Press Release

Press Contact: James Devitt | (212) 998-6808

NYU’s Courant Institute to Host Conference on Developments in Derivatives Pricing—June 19-20

The Mathematics in Finance Workshop and Conference Center at the Courant Institute will host "Recent Developments in Derivatives Pricing" June 19 and 20.

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