January 11 - May 20, 2016
MSRI
Website
Mathematical Finance Conferences
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.
Thursday, December 12, 2013
First International Congress on Actuarial Science and Quantitative
June 17-20, 2014
Building Rogelio Salmona,
Universidad Nacional de Colombia in Bogota.
Bogotá, Colombia
Website
Building Rogelio Salmona,
Universidad Nacional de Colombia in Bogota.
Bogotá, Colombia
Website
Monday, June 10, 2013
Stochastic Analysis and Applications
September 23-27, 2013 Oxford-Man Institute and Mathematical Institute University of Oxford
Website
Wednesday, May 01, 2013
Monday, March 18, 2013
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
Website
Department of Operations Research and Financial Engineering
Princeton University
Princeton, NJ
Website
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
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