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:
  • Robert Almgren, Quantitative Brokers and New York University
  • Paolo Guasoni, Boston University and Dublin City University
  • Xin Guo, University of California, Berkeley
  • Martin Keller-Ressel, Technische Universität Berlin
  • Sergei Levendorskiĭ, University of Leicester
  • Victor Nistor, Pennsylvania State University
  • Camelia Pop, University of Pennsylvania
  • Philip Protter, Columbia University
  • Gordan Žitković, University of Texas at Austin

Scientific Committee

  • Peter Bank, Technische Universität Berlin
  • Peter Carr, Morgan Stanley
  • Panagiota Daskalopoulos, Columbia University
  • 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

Contributed Presentations

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

Conference Cosponsors

Our conference is presented in cooperation with the Association for Women in Mathematics and the Society for Industrial and Applied Mathematics (SIAM) Activity Group on Financial Mathematics and Engineering. Paul Feehan is the AWM and SIAM representative in the organizing committee.


 

Previous mathematical finance conferences at Rutgers: