The conference consists of Summer School style lectures by invited speakers and contributed talks. Time is also provided for user/developer meetings. The conference focuses on:

• New developments in statistics, related to quantitative finance and high-frequency trading,

• Financial engineering, and in particular new developments in portfolio construction and optimization,

• Risk measurement, specifically related to the regulatory requirements (Basel II and Solvency II).

All of this will be discussed within the context of using R as a primary tool for financial risk management, portfolio construction, and trading. The conference takes place in the historic Collège des Bernardins, in the heart of the Latin Quarter in Paris.