Stochastic Analysis and Mathematical Finance - A Fruitful Partnership (16w5134)
Organizers
Gordan Zitkovic (The University of Texas at Austin)
Constantinos Kardaras (London School of Economics)
Walter Schachermayer (University of Vienna)
Description
The Casa Matemática Oaxaca (CMO) will host the "Stochastic Analysis and Mathematical Finance - A Fruitful Partnership" workshop from May 22nd to May 27th, 2016.
Probabilistic tools, together with a variety
of methods from stochastic, functional and
convex analysis and partial differential
equations are routinely used in mathematical
finance; in fact, the field draws from a host
of other mathematical disciplines to accomplish
its goals. Prior advances in the foundational
issues have not only made a huge impact on the
financial practice, but have also inspired
a number of breakthroughs in related areas
of mathematics traditionally regarded as
theoretical.
In this workshop, we bring together a group
of experts and young researchers in various
sub-areas of mathematical finance, with a
special focus on those whose work draws
heavily on stochastic analysis. Our goal is
to foster a free interchange of ideas and
facilitate sharing of some of the recent
results in this challenging field.
The Banff International Research Station
for Mathematical Innovation and Discovery
(BIRS) is a collaborative Canada-US-Mexico
venture that provides an environment for
creative interaction as well as the exchange
of ideas, knowledge, and methods within the
Mathematical Sciences, with related disciplines
and with industry. The research station is
located at The Banff Centre in Alberta and
is supported by Canada's Natural Science and
Engineering Research Council (NSERC), the U.S.
National Science Foundation (NSF), Alberta's
Advanced Education and Technology, and Mexico's
Consejo Nacional de Ciencia y Tecnología
(CONACYT).
The Casa Matemática Oaxaca (CMO) in Mexico, and the Banff International Research Station for Mathematical Innovation and Discovery (BIRS) in Banff, are collaborative Canada-US-Mexico ventures that provide an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry.
The research station in Banff is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT). The research station in Oaxaca is funded by CONACYT.
