¡¡¡¡Theme: New Developments in Financial Engineering and Risk Management
¡¡¡¡Dates: July 5-6, 2006
¡¡¡¡Venue: Wang Yanan Institute for Studies in Economics, Xiamen University and the Center for ¡¡¡¡Statistical Research, Chinese Academy of Sciences
¡¡¡¡Registration Fee: $150 USD

¡¡¡¡We are happy to announce that the 2006 International Symposium on Financial Engineering and Risk Management (FERM), sponsored by the Wang Yanan Institute for Studies in Economics, Xiamen (Amoy) University, China and the Center for Statistical Research, Chinese Academy of Sciences, is calling for papers. FERM is a series of conferences (annually) focusing on new developments of financial engineering and risk management. The first FERM Symposium was successfully held at the Shanghai Institute for Advanced Studies of University of Sciences and Technology of China from July 3 to 4, 2005 (http://stat.ustc.edu.cn/link/200507yantaoban/indexall.htm). This is the second conference that will be held from July 5 to 6, at Xiamen University, located in the beautiful island of Xiamen in Southeast China, which has a reputation of "Garden over the Sea." The symposium website is http://www.wise.xmu.edu.cn/ferm2006/index.asp and the conference scheme is recent development in financial engineering and risk management.

¡¡¡¡The keynote speakers (confirmed):

¡¡¡¡·Eric Ghysels,¡¡¡¡¡¡¡¡University of North Carolina at Chapel Hill
¡¡¡¡·Nick Kiefer,¡¡¡¡¡¡¡¡Cornell University
¡¡¡¡·Per Mykland,¡¡¡¡¡¡¡¡University Of Chicago

¡¡¡¡The invited speakers (confirmed):

¡¡¡¡·Anil Bera,¡¡¡¡¡¡¡¡¡¡University of Illinois at Urbana-Champaign
¡¡¡¡·Zongwu Cai,¡¡¡¡¡¡¡¡University of North Carolina at Charlotte
¡¡¡¡·Guojin Chen,¡¡¡¡¡¡¡¡Xiamen University
¡¡¡¡·Min Chen,¡¡¡¡¡¡¡¡¡¡Chinese Academy of Mathematics & System Sciences
¡¡¡¡·Songxi Chen,¡¡¡¡¡¡¡¡Iowa State University
¡¡¡¡·Xiaohong Chen,¡¡¡¡¡¡New York University
¡¡¡¡·Ray Chou,¡¡¡¡¡¡¡¡¡¡Academia Sinica, Taiwan
¡¡¡¡·Jin-Chuan Duan,¡¡¡¡ University of Toronto, Canada
¡¡¡¡·Jianqing Fan,¡¡¡¡¡¡ Princeton University
¡¡¡¡·Meihui Guo,¡¡¡¡¡¡¡¡ Kaoushing University, Taiwan
¡¡¡¡·Yongmiao Hong,¡¡¡¡¡¡Cornell University
¡¡¡¡·Robert Kimmel,¡¡¡¡¡¡Princeton University
¡¡¡¡·Zhenyan Lin,¡¡¡¡¡¡¡¡Zhejian Unversity
¡¡¡¡·Olivier B.¡¡¡¡¡¡¡¡¡¡Linton, London School of Economics, UK
¡¡¡¡·Loriano Mancini,¡¡¡¡University of Zurich, Switzerland
¡¡¡¡·Michael McAleer,¡¡¡¡University of Western Australia
¡¡¡¡·Michael R. Powers,¡¡Temple University
¡¡¡¡·Claudia Ravanelli,¡¡¡¡University of Zurich, Switzerland
¡¡¡¡·Yazhen Wang,¡¡¡¡¡¡¡¡Connecticut University
¡¡¡¡·Sam Wong,¡¡¡¡¡¡¡¡¡¡The Chinese University of Hong Kong
¡¡¡¡·Zhijie Xiao,¡¡¡¡¡¡¡¡¡¡Boston College
¡¡¡¡·Jiaan Yan,¡¡¡¡¡¡¡¡¡¡Chinese Academy of Sciences, China
¡¡¡¡·Qiwei Yao,¡¡¡¡¡¡¡¡¡¡London School of Economics, UK
¡¡¡¡·Lan Zhang,¡¡¡¡¡¡¡¡¡¡University of Illinois at Chicago
¡¡¡¡·Zhengjun Zhang,¡¡¡¡¡¡University of Wisconsin at Madison
¡¡¡¡·Zhenlong Zheng,¡¡¡¡¡¡Xiamen University
¡¡¡¡·Guofu Zhou,¡¡¡¡¡¡¡¡¡¡Washington University
¡¡¡¡·Yong Zhou,¡¡¡¡¡¡¡¡¡¡Chinese Academy of Mathematics & System Sciences

¡¡¡¡The organizing committee invites high quality papers on related fields. Works on either theory or applications on financial engineering and risk management are welcome. To be considered for conference presentation, a PDF file of the full paper should be submitted to Professor Zongwu Cai at zcai@uncc.edu before March 15, 2006. The title page of the paper should include the information of the presenter: full name, affiliation, email address, phone number, and fax number. The decision of acceptance will be made no later than March 31, 2006. Partial travel support (such as the local accommodation, meals and registration fee) for presenters is possible, subject to the budget constraint and the recommendation of the program committee.

¡¡¡¡Advisory Committee

¡¡¡¡·Zhimin Ma, Chinese Academy of Mathematics & System Sciences, Email: mazm@amt.ac.cn
¡¡¡¡·Shi-Ge Peng, Shandong University, Email: peng@sdu.edu.cn
¡¡¡¡·Shinong Wu, Xiamen University, snwu@jingxian.xmu.edu.cn
¡¡¡¡·Jiaan Yan, Chinese Academy of Mathematics & System Sciences, jayan@amt.ac.cn
¡¡¡¡·Yichun Zhang, Xiamen University, yczhang@xmu.edu.cn

¡¡¡¡Organizing Committee

¡¡¡¡·Zongwu Cai, University of North Carolina at Charlotte and Shanghai Jiaotong University, Email: zcai@uncc.edu
¡¡¡¡·Min Chen, Chinese Academy of Mathematics & System Sciences, Email: mchen@amss.ac.cn
¡¡¡¡·Jianqing Fan (Chair), Princeton University, Email: jqfan@uncc.edu
¡¡¡¡·Yongmiao Hong (Chair), Cornell University and Xiamen University, Email: yh20@cornell.edu
¡¡¡¡·Robert Kimmel, Princeton University, Email: rkimmel@princeton.edu
¡¡¡¡·Chung-Ming Kuan, Academia Sinica, Taiwan, Email: ckuan@econ.sinica.edu.tw
¡¡¡¡·Per Mykland, University Of Chicago, Email: mykland@galton.uchicago.edu
¡¡¡¡·Shouyang Wang, Chinese Academy of Mathematics and System Sciences, Email: sywang@amss.ac.cn;

¡¡¡¡Local Organizing Committee

¡¡¡¡·Dengta (Max) Chen, Xiamen University, Email: dgchen@xmu.edu.cn
¡¡¡¡·Guojin Chen (Chair), Xiamen University, Email: gjchen@xmu.edu.cn
¡¡¡¡·Rong Chen, Xiamen University, E-mail: rchen@xmu.edu.cn
¡¡¡¡·Fuzhou Gong, Chinese Academy of Mathematics & System Sciences, Email: fzgong@mail.amt.ac.cn
¡¡¡¡·Zhenlong Zheng (Chair), Xiamen University, Email: zlzheng@xmu.edu.cn
¡¡¡¡·Yong Zhou, Chinese Academy of Mathematics & System Sciences, Email: yzhou@amss.ac.cn

¡¡¡¡For more updated information on the conference, please visit the conference website http://www.wise.xmu.edu.cn/FERM2006. Inquiries should be sent via email to Professor Zongwu Cai at zcai@uncc.edu or Professor Jianqing Fan at jqfan@princeton.edu or Professor Yongmiao Hong at yh20@cornell.edu or Professor Guojin Chen at gjchen@xmu.edu.cn.

¡¡¡¡Xiamen University was founded 85 years ago by Mr. Tan Kah-Kee, a well-known Oversea Chinese leader who lived in Singapore most of his lifetime. This is the first Chinese university founded by Oversea Chinese. It is located in the resort-like island of Xiamen in Southeast China, with convenient direct flights to major cities in Asia, such as Beijing (2.5 hours), Guangzhou (1 hour), Hong Kong (1 hour), Singapore (4 hours), Shanghai (1.5 hours), Seoul (3.5 hours), and Osaka (3.5 hours).

¡¡¡¡The Wang Yanan Institute for Studies in Economics is a newly established institute in Xiamen University, focusing on high-quality graduate training, frontier research in modern economics, and intensive international academic exchanges and cooperation. The Center for Statistical Research at Chinese Academy of Sciences is also a newly established center with frontier research in statistical theory, methodology and applications, including biostatistics, bioinformatics, industrial statistics, financial engineering and risk management.