Actuarial Science and Finance: 2nd Conference. Samos, Greece; 20--22 September 2002.Advanced Computing in the Financial Market (ACFM 2001): The purpose of this symposium is to bring together leading researchers and interested practitioners in all fields of computational methods and finance. Submissions are especially encouraged in the areas of derivative pricing, risk management, as well as exchange rate and interest rate modeling. Papers that provide new methodologies and techniques or enhance our understanding of existing methods are particularly welcome. Part of the International ICSC Congress on Computational Intelligence: Methods and Applications (CIMA'2001). Bangor, Wales, UK; 19-22 June 2001.Advanced Course on Mathematical Finance: Further Models: Euro Summer School. Centre de Recerca Matemàtica, Bellaterra (Barcelona) Spain; 1--6 July 2002.Applications of Levy Processes in Financial Mathematics: EURANDOM, Eindhoven, the Netherlands; 22--23 June 2001.BFS 2002: Bachelier Finance Society, 2nd world congress. Knossos,Crete; 12--15 June 2002.Computational Issues in Auction Design: DIMACS Workshop, Rutgers University, NJ, USA; 7--8 October 2004.Computational Issues in Game Theory and Mechanism Design: DIMACS Center, Rutgers University, Piscataway, NJ, USA; 31 October -- 2 November 2001.DELPHI 2001: International Conference on the Econometrics of Financial Markets organised by Athens University of Economics and Business. Delphi, Greece; 22--25 May 2001.Developments in Quantitative Finance: Research session at the Isaac Newton Institute for Mathematical Sciences, Cambridge, UK; 24 January -- 22 July 2005.Event Risk: Alliance Capital Conference Center. New York, NY, USA; 6--8 November 2002.FEA 2004: The second IASTED International Conference on Financial Engineering and Applications. MIT, Cambridge, MA, USA; 8--10 November 2004.Financial Mathematics: A 6-month research programme at the Isaac Newton Institute for Mathematical Sciences, University of Cambridge, January to June, 1995.Global Derivatives 2002: Conference on the latest theoretical and practical insights into the most troublesome derivatives modelling issues. Barcelona, Spain; 15--16 May 2002.Interest Rate Models: Paris, France; 31 May 2002.Managing Uncertainty - New Analysis Tools for Insurance, Economics and Finance: Isaac Newton Institute for Mathematical Sciences, Cambridge; 23 July to 10 August 2001.Markets as Predictive Devices (Information Markets): DIMACS Workshop, Rutgers, NJ, USA; 3--4 February 2005.Mathematics and Economics: Old Problems and New Approaches: Kantorovich memorial conference. EIMI, St Petersburg, Russia; 8--13 January 2004.Mathematics of Finance: Joint Summer Research Conference. Snowbird, Utah, USA; 22--26 June 2003.Modeling, Optimization, and Risk Management in Finance: Gainesville, FL, USA; 5--7 March 2003.Models of Financial Market Microstructure: Special session of the second International Association of Science and Technology for Development conference on Financial Engineering and Applications (FEA 2004). MIT, Cambridge, MA, USA; 8--10 November 2004.Numerical Probabilistic Methods for High-dimensional Problems in Finance: American Institute of Mathematics, Palo Alto, CA, USA; 5--8 December 2003.Randomized Algorithms in Finance: MSRI Conference, Berkeley, CA; March 30, 2001 to April 01, 2001.Spring School in Finance: A crash course on risk management of derivative securities and portfolio optimization. Università di Bologna, Italy. 19--20 May 2005.Stochastic Methods in Financial Models: Special Session of the Seminar on Stochastic Analysis, Random Fields and Applications. Centro Stefano Franscini, Ascona, Switzerland; 23--24 May 2002.Summer School on Stochastics and Finance: Institute of Mathematics at the University of Barcelona (IMUB), Spain; 3--7 September 2001.Winter School on Financial Mathematics: 5th Winter school on Risk management and Risk measures. Hotel De Werelt, Lunteren, the Netherlands; 23--25 January 2006.Yield Management and Dynamic Pricing: DIMACS Workshop. Rutgers University, NJ, USA; 3--5 August 2005.