Event detail

Name: Western Conference in Mathematical Finance 2017

From: 24 Mar 2017

To: 25 Mar 2017

Address: University of Washington Campus, Seattle, WA
United States

Organizer: University of Washington

Key speakers: Xin Guo, Professor, Jean-Pierre Fouque, Professor, Jaksa Cvitanic, Professor, Caltech Zachary Feinstein, Professor, Washington University at Saint Louis Kay Geisecke, Professor, Stanford Rohini Kumar, Professor, Wayne State University Daniel Lacker, Professor, Brown Andrey Sarantsev, Professor, UC Santa Barbara Mykhaylo Shkolnikov, Professor, Princeton Leonard Wong, Professor, University of Washington Thaleia Zariphopoulou, Professor, University of Texas Jianfeng Zhang, Professor, USC

Web page: http://depts.washington.edu/amath/wcmf/index.shtml

Pricing: - variable


Description: With the recent financial crises, the growth of high-frequency and algorithmic trading and the continuous introduction of new regulations designed to safeguard the financial system, the landscape of the financial markets is changing quickly. These changes have opened up entirely new directions for research within the math finance community. It is the goal of the 8th WCMF to highlight research in these newly developing areas. In particular, a special emphasis will given to asymptotics for parabolic PDEs, robust hedging, and stochastic portfolio theory. Attendance by early career researchers is encouraged.


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