The program consists of opening day, tutorials, a series of workshops, and a culminating workshop at UCLA’s Lake Arrowhead Conference Center. Most participants, including several distinguished senior scientists, will be in residence at IPAM continuously for the entire period. Between the workshops there will be a program of activities, such as seminars and discussion groups, involving long-term and short-term participants as well as visitors.
- Financial Mathematics Opening Day : March 9, 2015
- Financial Mathematics Tutorials : March 10-13, 2015
- Workshop I: Systemic Risk and Financial Networks : March 23-27, 2015
- Workshop II: The Mathematics of High Frequency Financial Markets: Limit Order Books, Frictions, Optimal Execution and Program Trading : April 13-17, 2015
- Workshop III: Commodity Markets and their Financialization : May 4-8, 2015
- Inaugural National Meeting of Women in Financial Mathematics : May 14, 2015
- Workshop IV: Forensic Analysis of Financial Data : May 18-21, 2015
- Culminating Workshop at Lake Arrowhead Conference Center : June 7-12, 2015