New Directions in Financial Mathematics

January 5 - 8, 2010

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.

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)