Abstracts for Invited Talks 8 Workshop on Monte Carlo for Financial Mathematics 12 Workshop on Monte Carlo for Compu- Tational Biology 15
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چکیده
s for Invited Talks 8 Workshop on Monte Carlo for Financial Mathematics 12 Workshop on Monte Carlo for Computational Biology 15 Abstracts for Talks 18 Welcome to MCM 2007s for Talks 18 Welcome to MCM 2007 On behalf of the programme committee and the local organising committee, it is my pleasure to welcome you to the sixth International Association for Mathematics and Computers in Simulation seminar on Monte Carlo Methods (MCM 2007), taking place in Reading, United Kingdom, 18th to 21st June and continuing the traditions of previous conferences in the series: MCM 2005 in Tallahassee, USA; MCM 2003 in Berlin, Germany; MCM 2001 in Salzburg, Austria; MCM 1999 in Varna, Bulgaria; and MCM 1997 in Brussels, Belguim. MCM2007 has a different format from the previous meetings, with more industry participation. A good mix of industry and academia participation is achieved as well as combination of students and young scientists. Many industrial problems will be presented so that the scientist can engage in fruitful discussions with industry. The latest theoretical advances in Monte Carlo in key areas of science will be presented. MCM2007 has two major workshops: one in Monte Carlo for Financial Mathematics and Monte Carlo for Computational Biology with keynote speakers Ingo Meents, Peter Grindrod, Giles Pavey, Guy Keeling, and Ruhong Zhou. The main program covers the following key areas: integral equations, random and quasi-random number generation, and linear algebra . There are four invited speakers Karl Sabelfeld, Pierre L’Ecuyer, Alex F. Bielajew, and Michael Mascagni. I would like to thank our sponsors: IBM, IMACS, the Centre for Advanced Computing and Emerging Technologies, and the University of Reading. Many thanks to the Organising Committee foo all the work done to organise MCM2007. Finally I wish you a very fruitfull and successful MCM2007, Vassil Alexandrov Programme Chair
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