Winter School on Financial Mathematics
- 5th Winter school on Risk management and Risk measures. Hotel De Werelt, Lunteren, the Netherlands; 23--25 January 2006.
- http://staff.science.uva.nl/~spreij/stieltjes/winterschool.html

Global Derivatives 2002
- Conference on the latest theoretical and practical insights into the most troublesome derivatives modelling issues. Barcelona, Spain; 15--16 May 2002.
- http://www.icbi-uk.com/globalderivatives/

Stochastic Methods in Financial Models
- Special Session of the Seminar on Stochastic Analysis, Random Fields and Applications. Centro Stefano Franscini, Ascona, Switzerland; 23--24 May 2002.
- http://www-math.univ-paris13.fr/~russo/Ascona-fin02.html

Randomized Algorithms in Finance
- MSRI Conference, Berkeley, CA; March 30, 2001 to April 01, 2001.
- http://www.msri.org/calendar/workshops/WorkshopInfo/30/show_workshop

Event Risk
- Alliance Capital Conference Center. New York, NY, USA; 6--8 November 2002.
- http://www.msri.org/calendar/workshops/WorkshopInfo/238/show_workshop

Yield Management and Dynamic Pricing
- DIMACS Workshop. Rutgers University, NJ, USA; 3--5 August 2005.
- http://dimacs.rutgers.edu/Workshops/Yield/

Developments in Quantitative Finance
- Research session at the Isaac Newton Institute for Mathematical Sciences, Cambridge, UK; 24 January -- 22 July 2005.
- http://www.newton.cam.ac.uk/programmes/DQF/

Spring School in Finance
- A crash course on risk management of derivative securities and portfolio optimization. Università di Bologna, Italy. 19--20 May 2005.
- http://www.dm.unibo.it/ssf/

Markets as Predictive Devices (Information Markets)
- DIMACS Workshop, Rutgers, NJ, USA; 3--4 February 2005.
- http://dimacs.rutgers.edu/Workshops/Markets/

Advanced Course on Mathematical Finance: Further Models
- Euro Summer School. Centre de Recerca Matemàtica, Bellaterra (Barcelona) Spain; 1--6 July 2002.
- http://www.crm.es/Conferences/0102/AdCMatFin.htm

FEA 2004
- The second IASTED International Conference on Financial Engineering and Applications. MIT, Cambridge, MA, USA; 8--10 November 2004.
- http://www.iasted.org/conferences/2004/cambridge/fea.htm

Computational Issues in Auction Design
- DIMACS Workshop, Rutgers University, NJ, USA; 7--8 October 2004.
- http://dimacs.rutgers.edu/Workshops/AuctionDesign/

Numerical Probabilistic Methods for High-dimensional Problems in Finance
- American Institute of Mathematics, Palo Alto, CA, USA; 5--8 December 2003.
- http://www.aimath.org/ARCC/workshops/highdimfinance.html

Mathematics and Economics: Old Problems and New Approaches
- Kantorovich memorial conference. EIMI, St Petersburg, Russia; 8--13 January 2004.
- http://www.pdmi.ras.ru/EIMI/2004/KM/

Mathematics of Finance
- Joint Summer Research Conference. Snowbird, Utah, USA; 22--26 June 2003.
- http://www.ams.org/meetings/src-fleming.html

Modeling, Optimization, and Risk Management in Finance
- Gainesville, FL, USA; 5--7 March 2003.
- http://www.ise.ufl.edu/rmfe/events/qf2003/

Actuarial Science and Finance
- 2nd Conference. Samos, Greece; 20--22 September 2002.
- http://www.stat.ucl.ac.be/Samos2002/

BFS 2002
- Bachelier Finance Society, 2nd world congress. Knossos,Crete; 12--15 June 2002.
- http://www.ma.utexas.edu/Bachelier2002/

Interest Rate Models
- Paris, France; 31 May 2002.
- http://www.fiquam.polytechnique.fr/finance/31052002.html

Financial Mathematics
- A 6-month research programme at the Isaac Newton Institute for Mathematical Sciences, University of Cambridge, January to June, 1995.
- http://www.newton.cam.ac.uk/programs/FIN/

Computational Issues in Game Theory and Mechanism Design
- DIMACS Center, Rutgers University, Piscataway, NJ, USA; 31 October -- 2 November 2001.
- http://dimacs.rutgers.edu/Workshops/gametheory/

Managing Uncertainty - New Analysis Tools for Insurance, Economics and Finance
- Isaac Newton Institute for Mathematical Sciences, Cambridge; 23 July to 10 August 2001.
- http://www.newton.cam.ac.uk/programs/MUC/

Applications of Levy Processes in Financial Mathematics
- EURANDOM, Eindhoven, the Netherlands; 22--23 June 2001.
- http://www.eurandom.tue.nl/workshops/levyprocessesworkshop.htm

Summer School on Stochastics and Finance
- Institute of Mathematics at the University of Barcelona (IMUB), Spain; 3--7 September 2001.
- http://www.imub.ub.es/events/sssf/

DELPHI 2001
- International Conference on the Econometrics of Financial Markets organised by Athens University of Economics and Business. Delphi, Greece; 22--25 May 2001.
- http://www.aueb.gr/deos/delphi2001.html