The Mathematics of Defaultable Securities

As part of a research initiative funded by the National Science Foundation (NSF), the Second Princeton Credit Conference will be held at Princeton University May 23-24, 2008. Sessions will be held at Bowen Hall. As in the previous Princeton Conference on Credit Risk in 2004 a reception at the end of the first day will be followed by a dinner.

The guest speaker will be Dario Villani, Managing Director in the Global Strategic Risk Group at Merrill Lynch.

Invited Speakers

D. Brigo (Fitch-QFR), C. Finger (Risk Metrics), R. Frey (Leipzig University), K. Giesecke (Stanford University), C. Himmelberg (Global Investment Research, Global, Sachs & Co.), J. Hull (Toronto University), T. Hurd (Mac Master University), R. Jarrow (Cornell University), M. Jeanblanc (Evry University), Y. Jiao (Ecole Polytechnique Paris), J.P. Laurent (University of Lyon), J. Naud (JP Morgan Chase), P. Protter (Cornell University), P. Schoenbucher (ETH Zurich)

SPEAKERS' SLIDES ARE NOW POSTED ON THE SCIENTIFIC PROGRAM PAGE

Organizing Committee

Rene Carmona (Princeton University), Jean Pierre Fouque (University of California Santa Barbara), Ronnie Sircar (Princeton University), Thaleia Zariphopoulou (The University of Texas at Austin).

Support Staff: Zoya Kramer

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