Please share the following announcement with your associates.
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GEORGIA INSTITUTE OF TECHNOLOGY SYMPOSIUM ON
QUANTITATIVE AND COMPUTATIONAL FINANCE

Friday, April 7th, 2000
Auditorium of MARC Bldg. on the Georgia Tech Campus

Sponsored by
the DuPree College of Management,
the College of Engineering  School of Industrial and Systems Engineering,
and the College of Sciences  School of Mathematics.

PROGRAM:

12:30 - 12:40   Welcome
                        Michael Thomas, Provost of Georgia Tech

12:40 - 12:45   Introduction of the First Speaker

12:45 - 1:30    Walter J. Muller III, Bank of America
                        "Interest Rate Models for Pricing Fixed Income
                        Securities"

1:30 - 1:40     Q&A and Introduction of the Second Speaker

1:40 - 2:25     Steven L. Allen, Chase Manhattan Bank
                        "Management of Market Risk -- What Can We Learn
                        from the Experiences of 1997 and 1998?"

2:25 - 2:45     Break

2:45 - 2:50     Introduction of the Third Speaker

2:50 - 3:35     Billy Thornton, Invesco Capital Management
                        "Optimal Portfolio Construction and Risk Control"

3:35 - 3:45     Q&A and Introduction of the Fourth Speaker

3:45 - 4:30     Ron Dembo, Algorithmics, Inc.
                        "Measuring the Risk of a Large Financial Institution"

4:30 - 4:40     Q&A and Introduction of the 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 of the Speakers are given below.

*********************************************
REGISTRATION:

There is no charge for attendance at the Symposium.
However, space is limited, so we do encourage you to
let us know that you will be attending. Please send the
following information before Wednesday, April 5, 2000.

Conference: "QCF"
First Name:
Last Name:
Company/Institution:
Department:
Address:
City:
State/Province:
Zip/Postal Code:
Phone:
Fax:
Email:

to

Robert Kertz
E-mail:  kertz@math.gatech.edu
Fax:     404-894-4409

**************************************
LODGING:

You can make your own hotel arrangements with one of the many hotels in
town.  Some hotels close by Tech's campus are:

        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), and
        Regency Suites, 975 West Peachtree Street (404-876-5003).

In all cases, ask about the Georgia Tech rate.

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LOCATION:

The conference will be held in the first floor auditorium of the
Manufacturing Research Center (MARC Bldg.), 813 Ferst Drive,
on the Georgia Tech Campus in Atlanta, Georgia.

MAP:

A map of campus can be found on the web at http://gtalumni.org.  The
conference is in the Manufacturing Research Center (#126 on the map),
which is the rectangular building directly north of the Groseclose
building (#56 on the map) and the Instructional Center (#55 on the map).

DIRECTIONS:

(Additonal directions can be found at the website
http://www.marc.gatech.edu/directions.html
associated with the MARC Building)

By MARTA: Take the North-South Marta train ($1.50) to the North Avenue
exit.  The station is on the northeast corner of West Peachtree and North
Avenue.  Walk west along North Avenue past the Varsity and over the
expressway.  After the football stadium, take the steps up and enter the
campus.  Walk diagonally across the campus and ask some students where to
find the Manufacturing Research Center.

By car, if you are entering Atlanta from I-20 or while traveling north on
I-75 or I-85:
I-75 and I-85 merge in Atlanta to form I-75/85.  (If you are on I-20, go
north on I-75/85 in the center of Atlanta.)  Exit the expressway at Exit
100 which is the Spring Street and West Peachtree Street exit.  Turn left
at the second light onto West Peachtree Street.  Turn left at the first
light onto North Avenue.  Travel west on North Avenue and follow the signs
to the "Center for the Arts".  These signs will ask you to turn right onto
Tech Parkway which is the second traffic light along the GT campus, then
turn right at the first light, and then you are forced to turn either
right or left onto Ferst Drive.  Now go to the parking directions section
below.

By car, if you are entering Atlanta while traveling south on I-75 or
I-85:
I-75 and I-85 merge in Atlanta to form I-75/85.  Exit the expressway at
Exit 100 which is the North Avenue exit.  Turn right at the top of the
ramp onto North Avenue.  Travel west on North Avenue and follow the signs to
the "Center for the Arts."  These signs will ask you to turn right onto Tech
Parkway which is the second traffic light along the GT campus, then turn
right at the first light, and then you are forced to turn either right or
left onto Ferst Drive.  Now go to the parking directions section below.

PARKING DIRECTIONS:

Turn right onto Ferst Street, then turn left into the student center
driveway which is the second driveway on your left.  There is a fee of $4.
Walk north past the Instructional Center to the Manufacturing Research
Center.

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FOR FURTHER INFORMATION, PLEASE CONTACT

Professor Robert Kertz
by email at     kertz@math.gatech,edu,
by fax at               404-894-4409,
by phone at     404-894-4311 or
by regular mail at
Professor Robert Kertz
School of Mathematics
Georgia Institute of Technology
Atlanta, GA 30332-0160.

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BIOGRAPHIES OF SPEAKERS

Steven L. Allen
Managing Director, Market Risk Management for Derivatives
Chase Manhattan Bank, New York

Steve Allen is a Managing Director in the Market Risk Management group of
The Chase Manhattan Bank, heading the Derivatives Product team.  He began
his Career in 1967 with Chase, where his assignments included Deputy Director
of Management Science and Manager of Modeling and Systems for the Asset-
Liability Committee. From 1981 through 1991, he was Director of Research for
Chase's trading activities, in charge of the development of models and
analytics.  His risk management career began in 1991 with the North American
Division of Union Bank of Switzerland, where he was Market Risk Manager for
Fixed Income Products.  He took his current position in 1995 with Chemical
Bank, rejoining Chase by benefit of merger.
Steve studied mathematics as an undergraduate at Columbia College and as a
graduate student at New York University's Courant Institute.  He currently
teaches Risk Management in the Masters Program in Mathematics in Finance at
Courant.  He is co-author of "Valuing Fixed Income Investments and Derivative
Securities".
*******************************
Ron S. Dembo
President and Chief Executive Officer
Algorithmics, Inc.
Toronto

Ron Dembo is President and Chief Executive Officer of Algorithmics, Inc.,
a leading provider of innovative enterprise-wide financial risk management
software, which he founded in 1989. Before founding Algorithmics,
he created and managed a group at Goldman Sachs responsible for
fixed income optimization modeling. Prior to that, he held several
positions in academia. From 1976 to 1986, he served as an Assistant and
Associate Professor of Operations Research in Computer Science at
Yale University, and as a visiting Professor for Operations Research at
the Massachusetts Institute of Technology.
Dr. Dembo obtained a Ph.D. in Operations Research from the University of
Waterloo, Ontario (1975). He has written and published over 50 technical
papers on finance and mathematical optimization and holds two patents
for portfolio replication. His latest book on risk, "Seeing Tomorrow:
Weighing Financial Risk in Everyday Life, which he co-authored with
Andrew Freeman, was published in May 1998 by Wiley in the U.S. In October
of 1998, Dr. Dembo was honored with Ernst & Young's Ontario Entrepreneur
of the Year Award for Financial Services for the efforts in developing
Algorithmics into one of the world's premier risk management companies.
He also received a special citation at the National Entrepreneur of the
Year Award for Knowledge Commercialization.
*******************************
Alexander Eydeland
Vice President, Head of Research
Southern Company Energy Marketing L.P.
Atlanta

Alexander Eydeland is Vice President and Head of Research at
Southern Company Energy Marketing. He is responsible for the development of
analytical tools used in pricing, hedging and structuring energy derivative
products and in managing energy assets.  Prior to this he was an Associate
Professor of mathematics at University of Massachusetts, Amherst, and then
occupied various positions at research, trading and structuring departments
at First Boston Corp., Lehman Brothers Inc., and Fuji Capital Markets Corp.
He also holds a Ph.D. in Mathematics from Courant Institute of Mathematical
Sciences.

*******************************
Walter J. Muller III
Senior Vice President
Quantitative Finance
Bank of America
Atlanta

Walter Muller is head of the Quantitative Finance Department at Bank of
America.  He has a Ph.D. from Massachusetts Institute of Technology in
Mathematical Economics and has over 15 years experience in the marketplace.
His group, Quantitative Finance, has responsibilities in Corporate Treasury,
Risk Management, and Mortgage Servicing.  These activities require model
development for valuation, hedging, and risk aggregation; model review; and
price verification.

*******************************
Billy Thornton
Director of Quantitative Research
INVESCO Capital Management
1360 Peachtree Street
Atlanta, GA  30309

Billy Thornton is a partner at INVESCO and director in the
quantitative research group.
Billy began his career in 1979 as a management consultant at
Andersen Consulting, before joining BellSouth as a regulatory
economic analyst in 1981. Billy next moved into academia as a
finance professor teaching corporate finance for the undergraduate,
graduate and executive programs at Goizueta School of Business,
Emory University.  While a professor at Emory, he spent a year as
a visiting scholar at the Federal Reserve Bank of Atlanta researching
special projects. Continuing to teach corporate finance, Billy joined
Clark Atlanta University in 1995. During this time, he also worked as
a consultant with Watson Wyatt Worldwide performing asset allocation
consulting, and executive education and training.
Billy joined INVESCO in 1998 to head INVESCO's department of quantitative
research. His team of analysts performs statistical modeling, researches
investment strategies, and sets risk management controls.
Billy earned a B.S. in mathematics from Clark Atlanta University in 1977
and an M.S. in statistics from Carnegie-Mellon University in 1979. He
graduated from Harvard University, earning a Ph.D in financial economics
in 1989 jointly from the Harvard Business School and Harvard Department
of Economics, and also receiving his M.S. in business economics in 1987.
Billy was a member of both Leadership Atlanta, class of 1994, and
Leadership Georgia, class of 1996.
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