December 11-12, 2009
New York University
Courant Institute, Room 109
251 Mercer Street
New York, NY 10012
Website
Monday, October 19, 2009
Sunday, October 18, 2009
Wednesday, October 14, 2009
Friday, September 25, 2009
Sunday, August 09, 2009
SPA Berlin 2009
33rd Conference on Stochastic Processes and their Applications
July 27-31, 2009
Berlin, Germany
Website
July 27-31, 2009
Berlin, Germany
Website
Rutgers Mathematical Finance and Partial Differential Equations Conference
The Heldrich Hotel
Neighboring the campus of Rutgers University, New Brunswick, New Jersey.
Friday, December 4, 2009
Website
Neighboring the campus of Rutgers University, New Brunswick, New Jersey.
Friday, December 4, 2009
Website
Monday, August 03, 2009
Sunday, July 19, 2009
Bachelier 6th World Congress
June 22-26, 2010
Fields Institute
Toronto, Ontario
Canada
Website
Affiliated workshops:
January 11-15, 2010 - Foundations of Mathematical Finance
March 22-24, 2010 - Numerical Methods in Finance
April 3-24, 2010 - Financial Econometrics
May 4-28, 2010 - Financial Derivatives and Risk Management
Fields Institute
Toronto, Ontario
Canada
Website
Affiliated workshops:
January 11-15, 2010 - Foundations of Mathematical Finance
March 22-24, 2010 - Numerical Methods in Finance
April 3-24, 2010 - Financial Econometrics
May 4-28, 2010 - Financial Derivatives and Risk Management
Sunday, June 14, 2009
Modeling High Frequency Data in Finance
The workshop will take place at Stevens Institute of Technology between July 10 and July 12 2009.
Conference website
Conference website
Saturday, May 16, 2009
Spectral and Cubature Methods in Finance and Econometrics
An interdisciplinary international research workshop
University of Leicester, UK, June 18- 20, 2009
Supported by AMAMEF, EPSRC, LMS and University of Leicester
Scientific programme: thematic areas covered by workshop directions
1. Fourier-Laplace transform methods, the Wiener-Hopf factorization and FFT technique, with numerous applications. Advantages and computational problems of FFT.
2. Advances in Monte-Carlo methods
3. Eigenfunction expansion method
4. Econometrics of time series in the long run
University of Leicester, UK, June 18- 20, 2009
Supported by AMAMEF, EPSRC, LMS and University of Leicester
Scientific programme: thematic areas covered by workshop directions
1. Fourier-Laplace transform methods, the Wiener-Hopf factorization and FFT technique, with numerous applications. Advantages and computational problems of FFT.
2. Advances in Monte-Carlo methods
3. Eigenfunction expansion method
4. Econometrics of time series in the long run
Registration form for non-presenters can be found here
Fee: academics: 50 GBP, PhD students 0, others 100 GBP
Thursday, May 07, 2009
High-Frequency Finance and Quantitative Strategies
Wednesday - Friday, June 10-12, 2009
Courant Institute, Room 109
251 Mercer Street
New York, NY 10012
Website
Courant Institute, Room 109
251 Mercer Street
New York, NY 10012
Website
AMS Special session on Mathematical Finance
2009 Fall Eastern Section Meeting
University Park, PA
Saturday - Sunday, October 24-25, 2009
Special session on Mathematical Finance to be held at the AMS Fall Eastern Section Meeting on October 24-25 2009, located at the Pennsylvania State University. The aim of the session is to bring researchers in mathematics with practitioners in finance to identify and formulate outstanding problems in the field, as well as outline recent advances in their resolution. Potential topics include (but are not limited to) derivative pricing, calibration of models, and optimal stopping problems.
More information about the Penn State and the Mathematics Department can be found at:
http://www.math.psu.edu/
Organizers: Nick Costanzino, Anna Mazzucato, and Victor Nistor
Website
University Park, PA
Saturday - Sunday, October 24-25, 2009
Special session on Mathematical Finance to be held at the AMS Fall Eastern Section Meeting on October 24-25 2009, located at the Pennsylvania State University. The aim of the session is to bring researchers in mathematics with practitioners in finance to identify and formulate outstanding problems in the field, as well as outline recent advances in their resolution. Potential topics include (but are not limited to) derivative pricing, calibration of models, and optimal stopping problems.
More information about the Penn State and the Mathematics Department can be found at:
http://www.math.psu.edu/
Organizers: Nick Costanzino, Anna Mazzucato, and Victor Nistor
Website
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