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We are very pleased to host Seoul-Tokyo International Conference in mathematical finance.  The conference is an annual conference jointly organized by the Korea Institute for Advanced Study and University of Tokyo. This year the theme is mathematical finance, which is a most successful interdisciplinary field which combines mathematics, economics, finance and  computation to generate theoretically solid results and practically useful applications. In this conference, mathematicians, economists and computational scientists will get together to present new results and exchange ideas. We focus on portfolio selection, derivative pricing and hedging, numerical schemes and applications of continuous-time principal agent framework. Today we face a big challenge from financial markets: the financial crisis originated from the meltdown in subprime mortgage markets have been generating big large number of corporate failures and job losses and endangering human prosperity. Many people think that the ultimate cause of the crisis lies in the moral hazard embedded in the organizations of financial markets and institutions and traditional tools from mathematical finance/financial engineering are not adequate to deal with such problems. In this sense we need a new paradigm. And in this conference we have a number of presentations which directly deals with the issue of incentives and relates them to the traditional problem pricing and hedging of financial assets. We hope our gathering will produce fruitful ideas that help resolve current problems caused by the crisis and help solve potential problems that will arise in the future. We also wish this conference to serve as a birth place for mutually beneficial exchange of ideas among scholars in Korea, Japan and China.

Speakers (confirmed)
        Zengjing Chen (Shandong U)
        Bong-Gyu, Jang (Postech)
        Intae Jeon  (Catholic U)
        Hyeng Keun Koo (Ajou U)
        Shigeo Kusuoka (U Tokyo)
        Chenghu Ma (Xiamen U)
         Hidetoshi Nakagawa (Hitotsubashi U)
         Hisashi Nakamura (U Tokyo)
         Yong Hyun Shin (KIAS)
         Jaeyoung Sung (Ajou U and U Illinois at Chicago)
         Akihiko Takahashi (U Tokyo)
         Xuhu Wan (Hong Kong UST)
         Kyo Yamamoto (U Tokyo)
                 
  Organizing Committee 
         Hyeng Keun Koo (Ajou U)
         Shigeo Kusuoka (U Tokyo)
         Jaeyoung Sung (Ajou U and U Illinois at Chicago)
         U Jin Choi (KAIST)
         Toshiyuki Katsura (U Tokyo)
         JongHae Keum (KIAS)

Contact 
          Minsung Lee (minsung et kias dot re dot kr)