Conference on Modeling, Optimization and Risk Management in Finance

该奖项为NSF最近在服务领域的工程投资中成长起来的第一个金融工程主要研讨会提供旅行和后勤支持。会议将于2003年3月5日至7日在盖恩斯维尔的佛罗里达大学举行，共有40至50名与会者。研讨会参与者将讨论DMII服务工程项目开始提供支持的所有主题，包括投资组合优化、风险管理和金融衍生品建模。讲习班将提供一个关于最近发展的小型专题讨论会，并努力为今后的研究制定议程。除了国家科学基金会之外，该大学和对金融工程感兴趣的公司也将提供支持。金融机构是服务业中增长最快的部门之一。相关的建模和分析活动，统称为“金融工程”，是一个不断发展的研究领域，它是高度数学化的，非常适合运筹学社区的技能和背景。在国家科学基金会的赞助下，这次研讨会有可能通过首次召集所有感兴趣的团体来巩固这种关系。

This award provides travel and logistical support for the first major workshop on financial engineering to grow out of NSF's recent ventures into engineering the service sectors. The meeting involves 40-50 participants and takes place March 5-7, 2003 at the University of Florida in Gainesville. Workshop participants will discuss all topics on which DMII's Service Engineering Program is beginning to provide support, including portfolio optimization, risk management, and modeling of financial derivatives. The workshop will offer both a mini-symposium on recent developments and an effort to set the agenda for future research. Beyond NSF, support will also come from the University and from companies interested in financial engineering.Financial institutions are among the most rapidly growing part of the service sector of the economy. The associated modeling and analysis activity, known collectively as "financial engineering," is a growing area of research which is highly mathematical and well suited to the skills and backgrounds of the operations research community. This workshop has the potential to cement that relationship by assembling all the interested communities for the first time under NSF auspices.