Financial Mathematics Tutorials

March 10 - 13, 2015


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)