The Workshop on Optimization in Finance was held in Coimbra, Portugal, in July 5-8, 2005 Coimbra, Portugal. The quality of the meeting was considered high and the participation surpassed the best expectations. The conference program is still available at the web site. The workshop was organized under the auspices of the portuguese CIM (International Center for Mathematics, a member of ERCOM European Research Centres on Mathematics), and was one of the events of the CIM Thematic Term on Optimization 2005.

As in the 2005 workshop, the targeted audience for the Follow-up Workshop on Optimization in Finance includes graduate students and faculty members working in applied mathematics, operations research, and economics, who have been or plan to be interested in optimization methods in finance. The event will also be attractive for those doing quantitative modeling in the financial market. The Follow-up Workshop topics include, among others, asset allocation, risk management, and derivative pricing.

The Follow-up Workshop will consist of a limited number of invited lectures. Those interested in contributing can submit a title and an abstract for a poster session.