quantitative methods in finance qmf 2017 · uts symbol description example approved uses ......

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QUANTITATIVE METHODS IN FINANCE QMF 2017 12-15 December 2017, Hilton Hotel, Sydney, Australia PLENARY SPEAKERS INCLUDE Alexandre Antonov, Nick Bingham, Patrick Cheredito, Rama Cont, Jaksa Cvitanic, Min Dai, Mark Davis, Freddy Delbaen, Robert Elliott, Martino Grasselli, Lane Hughston, Jan Kallsen, Constantinos Kardaras, Masaaki Kijima, Dilip Madan, Alexander Melnikov, Marek Musiela, Ludger Overbeck, George Papanicolaou, Philip Protter, Andrea Roncoroni, Michael Schmutz, Michael Sørensen, Stefan Tappe ORGANISERS: Eckhard Platen and Erik Schlögl ABSTRACT SUBMISSION Opening 1 February, closing 1 May 2017 FOR FURTHER INFORMATION www.qfrc.uts.edu.au/qmf UTS CRICOS PROVIDER CODE: 00099F Version 2 - 161121 QUANTITATIVE FINANCE RESEARCH CENTRE BRUTI-LIBERATI LECTURE: Nicolas Perkowski FOCUS Pensions, Model Risk, Insurance, Regulation, Options, Credit Risk, Risk Measurement, Systemic Risk, Liquidity, Commodities and other areas of Quantitative Finance PRE-CONFERENCE WORKSHOP: 11 December - Beyond the Classical Paradigm Speakers: Cheredito, Cont, Davis, Grasselli, Kardaras, Madan, Platen, Protter, Tappe

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UtS coRPoRate SYMBoLS

think.change.do

The UTS corporate symbols represent the university. The university encourages the approved use of its corporate symbols in innovations, ventures and enterprises that enhance its good name and promote its standing in the local and international community.

The first step in using the UTS corporate symbols is submitting a request for use (refer to page 3). The second, involves showing the proposed use and layout to the UTS Lead Designer. This process helps ensure the symbols are used is in accordance with these guidelines.

for MarkeTing anD ProMoTionaL USeUTS SYMBoL DeSCriPTion eXaMPLe aPProVeD USeS

UtS logo The UTS logo incorporates the UTS emblem, the UTS acronym and university title.

Black (UTS-logo-Title-Black) Mandatory for all types of promotional publishing by UTS.

The black (UTS-logo-Title-Black) and white (UTS-logo-Title-Negative) versions are recommended for all marketing and promotional use.

The UTS logo with university title should be used when the logo is used in Australia (refer to below for exception) and is mandatory for use overseas, regardless of the size of the logo.

White (UTS-logo-Title-Negative)

colour (UTS-logo-Title-321)

Black (UTS-logo-NoTitle-Black) The UTS logo without university title is mandatory for all types of promotional publishing by UTS in Australia when the size and ratio deems the title illegible. See page 4 for minimum size requirement.

White (UTS-logo-NoTitle-Negative)

colour (UTS-logo-NoTitle-321)

UtS acronym with colon

The UTS acronym is the basis for the endorsed brand-nomenclature system used in the titling for all faculties, units, centres, institutes, programs and initiatives. Eg. UTS:Science, UTS:Human Resources Unit.

Mandatory for all types of promotional publishing from UTS faculties, units, centres, institutes, programs and initiatives.

UtS tagline The UTS tagline is the concise statement supporting the UTS brand.

Mandatory for local UTS publishing but not mandatory on international material.

acronym with tagline

The UTS initials with tagline. For use on UTS promotional garments and merchandise only.

not to be used on any other communications.

UtS:

UtS:think.change.do

QUANTITATIVE METHODS IN FINANCE

QMF 201712-15 December 2017, Hilton Hotel, Sydney, Australia

PLENARY SPEAKERS INCLUDEAlexandre Antonov, Nick Bingham, Patrick Cheredito, Rama Cont, Jaksa Cvitanic, Min Dai, Mark Davis, Freddy Delbaen, Robert Elliott, Martino Grasselli, Lane Hughston, Jan Kallsen, Constantinos Kardaras, Masaaki Kijima, Dilip Madan, Alexander Melnikov, Marek Musiela, Ludger Overbeck, George Papanicolaou, Philip Protter, Andrea Roncoroni, Michael Schmutz, Michael Sørensen, Stefan Tappe

ORGANISERS: Eckhard Platen and Erik Schlögl

ABSTRACT SUBMISSIONOpening 1 February, closing 1 May 2017 FOR FURTHER INFORMATIONwww.qfrc.uts.edu.au/qmf

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QUANTITATIVE FINANCERESEARCH CENTRE

BRUTI-LIBERATI LECTURE: Nicolas Perkowski

FOCUSPensions, Model Risk, Insurance, Regulation, Options, Credit Risk, Risk Measurement, Systemic Risk, Liquidity, Commodities and other areas of Quantitative Finance

PRE-CONFERENCE WORKSHOP: 11 December - Beyond the Classical Paradigm Speakers: Cheredito, Cont, Davis, Grasselli, Kardaras, Madan, Platen, Protter, Tappe