Wednesday, May 26, 2010

Derivatives workshop: opening remarks

It is hard to believe, but we have arrived at the last workshop in our thematic program. I used my opening remarks on Monday to reminisce about the formation of the scientific committee for the workshop. Back in 2008 we already had Peter Carr, Darrell Duffie and Roger Lee as confirmed members (Rama Cont joined the group later that year), but still lacked a chair for the committee. I realized at the time that the broad scope for the workshop would make it a Bachelier Congress in miniature and decided to invite Lane Hughston, who together with Mark Davis was in the midst of organizing the 2008 congress in London, to take the role of chair of the scientific committee. I now joke that the expensive dinner (at Indigo on One Aldwych) that I used as a pretext to pose the invitation to him provided the best return on capital of my life, resulting in the spectacular array of speakers and participants that we have here this week.

I'll be using my commuting time in the train to review the talks day-by-day in the next few blog posts, but I apologize in advance if I fall a bit behind with the blogging, since there are just too many interesting interactions to be had this week.

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