The conference will include plenary talks by experts from all over the world:

• Søren Asmussen, Lund University

  Rare events simulations in the presence of boundaries

• Marco Avellaneda, New York University

  Conquering the Greeks in Monte Carlo: Efficent Calculation of the Market Sensitivities and Hedge-Ratios of Financial Assets by Direct Numerical Simulation

• Kai Tai Fang, Hong Kong Baptist University

  Applications of Quasi-Monte Carlo Methods in Statistics

• Peter W. Glynn, Stanford University

  Monte Carlo Computation in the Presence of Constraints

• Christian Lécot, Université de Savoie

  Quasirandom Walk Methods

• Xiao-Li Meng, University of Chicago

  Perfect Simulation: Triumphs, Tricks and Trials

• Harald Niederreiter, Institute of Discrete Mathematics, Austrian Academy of Sciences

  Recent Advances in the Theory of Nonlinear Pseudorandom Number Generators

• Erich Novak, University Erlangen-Nürnberg

  Quantum Complexity of Integration

• Ian H. Sloan, University of New South Wales

  QMC integration over the unit cube -- beating intractability by weighting the co-ordinate directions

• Shu Tezuka, IBM Corporation, Tokyo

  Quasi-Monte Carlo --- Discrepancy between Theory and Practice

• Jian-Sheng Wang, National University of Singapore

  Efficient Monte Carlo Simulation Methods in Statistical Physics