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)
George Papanicolaou (Stanford University)
Thaleia Zariphopoulou (University of Texas at Austin)