June 17-22, 2013
Dipartimento di Matematica
Universita' degli Studi di Milano, Italy
Website
A blog listing academic conferences in mathematical finance, financial engineering, computational finance, quantitative finance, stochastic analysis and probability, and partial differential equations applied to finance.
Wednesday, February 27, 2013
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
Website
Neighboring the campus of Rutgers University, New Brunswick, New Jersey
Friday, November 1, 2013
Website
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
website
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.
Temple University
Philadelphia, PA
website
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
Monday, February 25, 2013
Sunday, February 24, 2013
Monday, February 11, 2013
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