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

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.
  • Deadline for all abstract submissions: August 20, 2013

Monday, February 11, 2013

Wednesday, January 23, 2013

Bloomberg Quant Seminar Series

Thursday, January 31, 2013 (and after)
Bloomberg LP
731 Lexington Avenue
New York, NY
Website

Monday, January 07, 2013

Wednesday, November 14, 2012

Eleventh Northeast Probability Seminar

Thursday and Friday, November 15 and 16, 2012
C. P. Davis Auditorium, Schapiro Center
Columbia University
New York, New York
Website

Thursday, September 20, 2012