New Directions in Financial Mathematics
January 5 - 8, 2010
Organizing Committee |
Activities |
Scientific Overview
Participation |
Application |
Contact Us
Organizing Committee
René 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 Oxford)
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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)
René Carmona
(Princeton University)
Umut Cetin
(London School of Economics and Political Science)
Nicole El Karoui
(École Polytechnique)
Jean-Pierre Fouque
(University of California, Santa Barbara (UC Santa Barbara))
Christopher Harris
(University of Cambridge)
Juri Hinz
(National University of Singapore)
Ulrich Horst
(Humboldt-Universität)
Sam Howison
(University of Oxford)
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
(Universität Mannheim)
H. Soner
(ETH Zürich)
Nizar Touzi
(École Polytechnique)
Thaleia Zariphopoulou
(University of Oxford)
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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: ipam@ucla.edu
Website:
http://www.ipam.ucla.edu/programs/fin2010/
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