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CALL FOR PAPERS: BACHELIER FINANCE SOCIETY INVITES SUBMISSIONS FROM PRMIA MEMBERS

The Third World Congress of the Bachelier Finance Society will be held July 21-24, 2004, in Chicago. The venue will be the Intercontinental Hotel on Michigan Avenue. The first two conferences were held in Paris (2000) and Crete (2002); each featured about ten plenary speakers and more than 100 contributed papers covering all aspects of mathematical finance and financial engineering (see the society's web page at www.bachelierfinance.com for additional information about these two conferences and the Bachelier Finance Society).

The plenary speakers at the Chicago meeting will be:

Darrell Duffie (Stanford)
Paul Embrechts (Zurich)
Helyette Geman (Paris)
Robert Jarrow (Cornell)
Masaaki Kijima (Kyoto)
Dilip Madan (University of Maryland)
L.C.G. Rogers (Cambridge University)
Martin Schweizer (Munich)

The Third World Congress is being organized by Stanley R. Pliska (University of Illinois at Chicago) and a Scientific/Organizing Committee consisting of Tomasz Bielecki (Illinois Institute of Technology), Tomas Bjork (Stockholm), Monique Jeanblanc (Paris), Vadim Linetsky (Northwestern University), and Eckhard Platen (Sydney).

The committee is now accepting contributed papers and is inviting PRMIA members to submit their work. The deadline for submissions is January 1, 2004. For additional information about the Congress, and to submit a paper, please consult the webpage: www.uic.edu/orgs/bachelier.

For questions about the Congress, please send an email message to: bfs2004@uic.edu.