Organizing Committee

Paul Feehan
Rutgers, The State University of New Jersey
Daniel Ocone
Rutgers, The State University of New Jersey

Scientific Abstract

Partial differential equations, probability, and analytical methods are fundamental in the modeling and description of financial markets. The purpose of this meeting is to highlight the new methods, directions and the most recent research in partial differential equations, probability, stochastic control, numerical analysis, and their application to mathematical finance. The meeting encourages the participation of academic and industry researchers in this field and contributions on related topics are welcome.

Invited Speakers

The invited speakers include:

  • Peter Bank, Technische Universität Berlin
  • Peter Carr, Morgan Stanley
  • Vicky Henderson, University of Oxford
  • Dmitry Kramkov, Carnegie Mellon University
  • Arshak Petrosyan, Purdue University
  • Henrik Shahgholian, Royal Institute of Technology, Sweden
  • Steven Shreve, Carnegie Mellon University
  • Mihai Sirbu, University of Texas at Austin

Scientific Committee

  • Erhan Bayraktar, University of Michigan
  • Matt Cushman, Knight Capital Group
  • Panagiota Daskalopoulos, Columbia University
  • Paul Feehan, Rutgers, The State University of New Jersey
  • Emmanuel Gobet, École Polytechnique, Paris
  • Igor Halperin, JP Morgan
  • Kumar Muthuraman, McComb School of Business, University of Texas at Austin
  • Daniel Ocone, Rutgers, The State University of New Jersey
  • Andrea Pascucci, Universit√† di Bologna
  • Johan Tysk, Uppsala Universitet, Sweden
  • Thaleia Zariphopoulou, University of Oxford and University of Texas at Austin
  • Jianfeng Zhang, University of Southern California

Contributed Presentations

A program of parallel sessions featuring short contributed presentations by academic and industry researchers will be included in the schedule.

 

Previous mathematical finance conferences at Rutgers: