The objective of this colloquium is to discuss current problems in financial research and to facilitate the exchange of ideas between industry and academia.

The colloquium features speakers from academia and the financial industry who will address issues on the current state of modeling and computation of financial products. Topics range from pricing of mortgage-backed securities to deciding how much capital is adequate for a financial models for a Derivative Product Company to looking at the pricing behind the infamous Credit Default Swaps. 

Talks will be followed by interactive sessions for an in depth discussion of the problems faced in various fronts of financial mathematics.