Stochastic Analysis, Mathematical Finance and Economics (20w5062)

Organizers

(The University of Texas at Austin)

(London School of Economics)

(University of Vienna)

Description

The Banff International Research Station will host the "Stochastic Analysis, Mathematical Finance and Economics" workshop in Banff from May 24 to May 29, 2020.


Probabilistic tools, together with a variety of methods from stochastic, functional and convex analysis and partial differential equations are routinely used in mathematical finance and economics; in fact, the field draws from a host of other mathematical disciplines to accomplish its goals. Prior advances in this field have not only made a huge impact on the practice of finance and regulation, 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 and economics, 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).