Name: Robust Techniques in Quantitative Finance 2018
From: 03 Sep 2018
To: 07 Sep 2018
Address: Mathematical Institute, University of Oxford, United Kingdom
Organizer: University of Qxford
Key speakers: Rama Cont, Chair of Mathematical Finance, IMPERIAL COLLEGE LONDON Marcel Nutz, Professor, Columbia University Mathias Beiglboeck, Professor, Vienna University of Technology Laurence Carassus, Professor, University of Reims Champagne-Ardenne Fabio Maccheroni, Professor, Bocconi University Marco Maggis, Professor, University of Milan Xiaolu Tan, Professor, University of Paris-Dauphine Ruodu Wang, Professor, University of Waterloo
Pricing: - variable
Description: Since the seminal work of Knight, the distinction between risk and uncertainty has played a crucial role in Economics and Finance. Robust methods address the latter and, in the wake of the financial crisis, their importance has been increasingly appreciated. In particular, such questions and the corresponding mathematical techniques became one of the most active fields in Mathematical Finance.
The conference will bring together an interdisciplinary group of researches with interests in Financial Mathematics, Finance and Economics, with model uncertainty as the unifying theme. It promises to be an exciting meeting exploring the state-of-the-art, future directions and offering space and time for discussions and interactions.
This meeting follows in the footsteps of three previous meeting which we have organised in Oxford in 2010, 2016 and 2017. While the previous ones were two days focused workshops, this time we are organising a much larger and broader 5-day meeting. We hope you will join us!
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