New Directions in Financial Mathematics
January 5 - 8, 2010
Organizing Committee |
Activities |
Scientific Overview
Participation |
Application |
Contact Us
Organizing Committee
Rene Carmona
(Princeton University, Mathematics)
Jaska Cvitanic
(California Institute of Technology)
Nicole El Karoui
(École Polytechnique)
George Papanicolaou
(Stanford University)
Eduardo Schwartz
(University of California, Los Angeles (UCLA), Anderson)
Ronnie Sircar
(Princeton University, ORFE)
Thaleia Zariphopoulou
(University of Texas at Austin, Departments of Mathematics and IROM)
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Scientific Overview
This workshop will bring together accomplished experts, graduate students and young researchers interested in the most recent global developments of quantitative finance in both industry and academia. Experts will present state of the art topics in new developing areas of financial mathematics.
The workshop will introduce young researchers and more accomplished mathematicians to two new and exciting fields of research: environmental emissions markets and mathematical models for financial markets. Among the many prestigious talks, two short courses will also be presented. Rene Carmona (Princeton University) will present a short course on the major challenge of the environment and the worldwide attempts to use financial markets to control emissions of green house gases in the most efficient way. Pierre-Louis Lions (Collège de France and Ecole Polytechnique) will also present a short course on agent-based models for financial markets.
A poster session will be organized for PhD students to present their research, and special guests will join invited participants on a panel to discuss the state of the reformed financial markets and the role that mathematical education and academic research should play in this new arena.
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Confirmed Speakers
Yves Achdou
(Université de Paris VII (Denis Diderot) et Université de Paris VI (Pierre et Marie Curie))
Christian Bender
(Universität des Saarlandes)
Alain Bensoussan
(University of Texas at Dallas)
Russel Caflisch
(Institute for Pure and Applied Mathematics)
Rene Carmona
(Princeton University)
Umet Cetin
(London School of Economics and Political Science)
Nicole El Karoui
(École Polytechnique)
Jean-Pierre Fouque
(University of California, Santa Barbara (UC Santa Barbara))
Chris Harris
(University of Cambridge)
Juri Hinz
(National University of Singapore)
Ulrich Horst
(Humboldt-Universität)
Sam Howison
(University of Oxford)
Jean Michel Lasry
(Centre De Recherche en Mathématiques de la Décision UMR CNRS)
Pierre-Louis Lions
(Université de Paris IX (Paris-Dauphine))
Michael Ludkovski
(University of California, Santa Barbara (UC Santa Barbara))
Jin Ma
(University of Southern California (USC))
Alexander Schied
(Technische Universtitat München)
Mete Soner
(Sabanci University)
Nizar Touzi
(École Polytechnique)
Thaleia Zariphopoulou
(University of Texas at Austin)
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Application/Registration
An application/registration form is available at:
https://www.ipam.ucla.edu/elements/choose.aspx?pc=fin2010
The application part is for people requesting financial support to attend
the workshop. If you don't intend to do this, you may simply register.
We urge you to apply as early as possible. Applications received by November 9, 2009 will receive fullest consideration.
Letters of reference may be sent to the address or email address below. Successful applicants will be notified as soon as funding decisions are made.
We have funding especially to support the attendance of recent PhD's, graduate
students, and researchers in the early stages of their career; however,
mathematicians and scientists at all levels who are interested in this area
are encouraged to apply for funding. Encouraging the careers of women and
minority mathematicians and scientists is an important component of IPAM's
mission and we welcome their applications.
Contact Us:
Institute for Pure and Applied Mathematics (IPAM)
Attn: FIN2010
460 Portola Plaza
Los Angeles CA 90095-7121
Phone: 310 825-4755
Fax: 310 825-4756
Email: 
Website:
http://www.ipam.ucla.edu/programs/fin2010/
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