Monday, June 10, 2013

Stochastic Analysis and Applications

September 23-27, 2013
Oxford-Man Institute and Mathematical Institute
University of Oxford

PDE and Mathematical Finance V

June 10-13, 2013
Royal Institut of Technology (KTH)
Stockholm, Sweden

Thursday, March 14, 2013

3rd Annual Princeton-CMU Quant Trading Conference

April 13, 2013
Department of Operations Research and Financial Engineering
Princeton University
Princeton, NJ

Tuesday, February 26, 2013

Rutgers Mathematical Finance and Partial Differential Equations Conference 2013

The Heldrich Hotel
Neighboring the campus of Rutgers University, New Brunswick, New Jersey
Friday, November 1, 2013

AMS Fall Eastern Sectional Meeting: Special Session on Partial Differential Equations, Stochastic Analysis, and Applications to Mathematical Finance

October 12-13, 2013
Temple University
Philadelphia, PA

Organizers: Paul Feehan (Rutgers University), Ruoting Gong (Rutgers University), and Camelia Pop (University of Pennsylvania)

Description: The purpose of this special session is to highlight new methods, directions and recent research in partial differential equations, stochastic analysis, and their application to probability theory and mathematical finance. Topics may include backward stochastic differential equations, degenerate elliptic and parabolic PDEs, fully nonlinear PDEs, obstacle and free boundary problems, nonlocal PDEs, optimal stopping problems, stochastic PDEs, stochastic representations, stochastic control, and applications to mathematical finance.
  • Deadline for all abstract submissions: August 20, 2013