Financial Mathematics Tutorials
Part of the Long Program Broad Perspectives and New Directions in Financial Mathematics
March 10 - 13, 2015
Overview
The 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)
George Papanicolaou
(Stanford University)
Thaleia Zariphopoulou
(University of Texas at Austin)