The conference will bring together leading international academic researchers, regulators, industry professionals and students to explore with their peers current issues, trends, challenges and opportunities in market structure and market integrity issues.

TOPICS: - Valuation uncertainty, transparency and accounting rules - Liquidity risk and market risk - Marking-to-market of bank assets in prudential regulation - Securitization of bank loans and instrument design - SIV and conduits - Credit derivative markets and risk management - Role of credit...

Our aim is to organize a two-day conference in order to discuss recent techniques for the numerical valuation of american and bermudan options.

This conference will provide an opportunity for researchers from academia and central banks to discuss a wide range of theoretical and empirical issues regarding fixed income markets. Potential research topics include, but are not limited to: credit risk modeling, auction formats, the market...