Thursday, 14 March 2013

3rd Annual Princeton-CMU Quant Trading Conference

April 13, 2013
Department of Operations Research and Financial Engineering
Princeton University
Princeton, NJ
Website

Tuesday, 26 February 2013

Rutgers Mathematical Finance and Partial Differential Equations Conference 2013

The Heldrich Hotel
Neighboring the campus of Rutgers University, New Brunswick, New Jersey
Friday, November 1, 2013
Website

AMS Fall Eastern Sectional Meeting: Special Session on Partial Differential Equations, Stochastic Analysis, and Applications to Mathematical Finance

October 12-13, 2013
Temple University
Philadelphia, PA
website

Organizers: Paul Feehan (Rutgers University), Ruoting Gong (Rutgers University), and Camelia Pop (University of Pennsylvania)

Description: The purpose of this special session is to highlight new methods, directions and recent research in partial differential equations, stochastic analysis, and their application to probability theory and mathematical finance. Topics may include backward stochastic differential equations, degenerate elliptic and parabolic PDEs, fully nonlinear PDEs, obstacle and free boundary problems, nonlocal PDEs, optimal stopping problems, stochastic PDEs, stochastic representations, stochastic control, and applications to mathematical finance.

  • Deadline for consideration (if not invited) for inclusion in this special session: June 25, 2013
  • Deadline for ALL abstract submissions: August 20, 2013