gt symposium qcf april 7 please share following announcement associates georgia institute technology symposium quantitative computational finance friday april 7 th 2000 auditorium marc bldg georgia tech campus sponsored dupree college management college engineering school industrial systems engineering college sciences school mathematics program 12 30 12 40 welcome michael thomas provost georgia tech 12 40 12 45 introduction first speaker 12 45 1 30 walter j muller iii bank america interest rate models pricing fixed income securities 1 30 1 40 q introduction second speaker 1 40 2 25 steven l allen chase manhattan bank management market risk learn experiences 1997 1998 2 25 2 45 break 2 45 2 50 introduction third speaker 2 50 3 35 billy thornton invesco capital management optimal portfolio construction risk control 3 35 3 45 q introduction fourth speaker 3 45 4 30 ron dembo algorithmics inc measuring risk large financial institution 4 30 4 40 q introduction fifth speaker 4 40 5 25 alexander eydeland southern company energy marketing l p energy derivatives 5 25 5 40 closing extra time 5 45 6 30 reception short biographies speakers given registration charge attendance symposium however space limited encourage let us know attending please send following information wednesday april 5 2000 conference qcf first name last name company institution department address city state province zip postal code phone fax email robert kertz e mail kertz math gatech edu fax 404 894 4409 lodging make hotel arrangements one many hotels town hotels close tech campus holiday inn express 404 881 0881 days inn 683 peachtree street 404 874 9200 renaissance hotel w peachtree street 404 881 6000 marriott courtyard 1132 techwood drive 404 607 1112 regency suites 975 west peachtree street 404 876 5003 cases ask georgia tech rate location conference held first floor auditorium manufacturing research center marc bldg 813 ferst drive georgia tech campus atlanta georgia map map campus found web http gtalumni org conference manufacturing research center 126 map rectangular building directly north groseclose building 56 map instructional center 55 map directions additonal directions found website associated marc building marta take north south marta train 1 50 north avenue exit station northeast corner west peachtree north avenue walk west along north avenue past varsity expressway football stadium take steps enter campus walk diagonally across campus ask students find manufacturing research center car entering atlanta 20 traveling north 75 85 75 85 merge atlanta form 75 85 20 go north 75 85 center atlanta exit expressway exit 100 spring street west peachtree street exit turn left second light onto west peachtree street turn left first light onto north avenue travel west north avenue follow signs center arts signs ask turn right onto tech parkway second traffic light along gt campus turn right first light forced turn either right left onto ferst drive go parking directions section car entering atlanta traveling south 75 85 75 85 merge atlanta form 75 85 exit expressway exit 100 north avenue exit turn right top ramp onto north avenue travel west north avenue follow signs center arts signs ask turn right onto tech parkway second traffic light along gt campus turn right first light forced turn either right left onto ferst drive go parking directions section parking directions turn right onto ferst street turn left student center driveway second driveway left fee 4 walk north past instructional center manufacturing research center information please contact professor robert kertz email kertz math gatech edu fax 404 894 4409 phone 404 894 4311 regular mail professor robert kertz school mathematics georgia institute technology atlanta ga 30332 0160 biographies speakers steven l allen managing director market risk management derivatives chase manhattan bank new york steve allen managing director market risk management group chase manhattan bank heading derivatives product team began career 1967 chase assignments included deputy director management science manager modeling systems asset liability committee 1981 1991 director research chase trading activities charge development models analytics risk management career began 1991 north american division union bank switzerland market risk manager fixed income products took current position 1995 chemical bank rejoining chase benefit merger steve studied mathematics undergraduate columbia college graduate student new york university courant institute currently teaches risk management masters program mathematics finance courant co author valuing fixed income investments derivative securities ron dembo president chief executive officer algorithmics inc toronto ron dembo president chief executive officer algorithmics inc leading provider innovative enterprise wide financial risk management software founded 1989 founding algorithmics created managed group goldman sachs responsible fixed income optimization modeling prior held several positions academia 1976 1986 served assistant associate professor operations research computer science yale university visiting professor operations research massachusetts institute technology dr dembo obtained ph operations research university waterloo ontario 1975 written published 50 technical papers finance mathematical optimization holds two patents portfolio replication latest book risk seeing tomorrow weighing financial risk everyday life co authored andrew freeman published may 1998 wiley u october 1998 dr dembo honored ernst model review price verification billy thornton director quantitative research invesco capital management 1360 peachtree street atlanta ga 30309 billy thornton partner invesco director quantitative research group billy began career 1979 management consultant andersen consulting joining bellsouth regulatory economic analyst 1981 billy next moved academia finance professor teaching corporate finance undergraduate graduate executive programs goizueta school business emory university professor emory spent year visiting scholar federal reserve bank atlanta researching special projects continuing teach corporate finance billy joined clark atlanta university 1995 time also worked consultant watson wyatt worldwide performing asset allocation consulting executive education training billy joined invesco 1998 head invesco department quantitative research team analysts performs statistical modeling researches investment strategies sets risk management controls billy earned b mathematics clark atlanta university 1977 statistics carnegie mellon university 1979 graduated harvard university earning ph financial economics 1989 jointly harvard business school harvard department economics also receiving business economics 1987 billy member leadership atlanta class 1994 leadership georgia class 1996