Program

The conference program and mini-symposia is expected to emphasize the following themes. As further details become available, they will be announced here.

  • Credit Risk
  • Stochastic control and investment
  • Volatility trading and risk management
  • Numerical methods I: Computational PDE methods
  • Numerical methods II: Monte Carlo methods
  • Commodities/Energy and Environmental Finance

The final form of the conference program will be determined by the scientific committee, but is expected to feature 6 or 7 plenary speakers, 4 or 5 invited mini-symposia of 4 speakers each, and parallel sessions of contributed talks.