Financial Mathematics Tutorials

Part of the Long Program Broad Perspectives and New Directions in Financial Mathematics
March 10 - 13, 2015

Overview

fm2015The long program opens with four days of tutorials that will provide an introduction to major themes of the entire program and the four workshops, aimed at providing a foundation for the participants of this program who have diverse scientific backgrounds. The tutorials will include courses on:

  • the mathematics of systemic risk (4 hours)
  • energy and commodity markets (3 hours)
  • high frequency markets (4 hours)
  • portfolio theory (3 hours)

Registration for tutorials is free, to encourage broad participation.

Organizing Committee

René Carmona (Princeton University, Mathematics)
George Papanicolaou (Stanford University, Mathematics)
Thaleia Zariphopoulou (University of Texas at Austin, Departments of Mathematics and IROM)